//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Discussion paper series"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Method of moments"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Method of moments
67
Momentenmethode
67
Estimation
32
Schätzung
32
Theorie
22
Theory
22
Capital income
14
Kapitaleinkommen
14
Panel
13
Panel study
13
Volatility
13
Volatilität
13
Welt
12
World
12
CAPM
11
Portfolio selection
11
Portfolio-Management
11
Börsenkurs
9
Share price
9
GMM
7
Panel data
7
Phillips curve
7
Phillips-Kurve
7
Aktienmarkt
6
Forecasting model
6
GMM estimation
6
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Prognoseverfahren
6
Stock market
6
Anlageverhalten
5
Behavioural finance
5
Economic growth
5
Momentum
5
Wirtschaftswachstum
5
EU countries
4
EU-Staaten
4
Großbritannien
4
Simulation
4
Time series analysis
4
more ...
less ...
Online availability
All
Undetermined
27
Free
3
Type of publication
All
Article
62
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
62
Aufsatz in Zeitschrift
62
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Language
All
English
67
Author
All
Adjemian, Stéphane
2
Ahn, Seung Chan
2
Biørn, Erik
2
Edwards, Jeffrey A.
2
Fingleton, Bernard
2
Juillard, Michel
2
Ronchetti, Elvezio
2
Adeniyi, Oluwatosin A.
1
Ahrens, Steffen
1
Ajide, Kazeem Bello
1
Al-Sadig, Ali
1
Arnold, Matthias
1
Atkinson, Scott Estes
1
Baghdadabad, Mohammadreza Tavakoli
1
Barrios Cobos, Salvador
1
Beltratti, Andrea
1
Bhattacharjee, Arnab
1
Bhattacharyya, Aditi
1
Blanco, Ivan
1
Blitz, David
1
Boldea, Otilia
1
Brülhart, Marius
1
Bun, Maurice J. G.
1
Chao, Hsiao-ying
1
Chen, Tsung-Yu
1
Chin, Kuo-Hsuan
1
Chou, Pin-huang
1
Collver, Charles
1
Czellar, Veronika
1
Dai, Yiqing
1
Dell'Aquila, Rosario
1
Di Giacomo, Marina
1
Dong, Liang
1
Drichoutis, Andreas C.
1
Elliott, Robert J. R.
1
Ewald, Christian
1
Farnsworth, Heber K.
1
Franses, Philip Hans
1
Gadarowski, Christopher
1
Ghonghadze, Jaba
1
more ...
less ...
Institution
All
Centre for Growth and Business Cycle Research <Manchester>
1
Published in...
All
Discussion paper series
Journal of empirical finance
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of econometrics
209
Economics letters
89
Econometric reviews
67
CEMMAP working papers / Centre for Microdata Methods and Practice
65
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
53
Applied economics
51
Applied economics letters
43
Econometric theory
41
Economic modelling
40
Cowles Foundation Discussion Paper
39
Cowles Foundation discussion paper
39
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
32
Cogent economics & finance
31
The empirical economics letters : a monthly international journal of economics
31
CESifo working papers
30
Research in international business and finance
28
Regional science & urban economics
27
International journal of economics and financial issues : IJEFI
25
Journal of banking & finance
23
Discussion paper / Tinbergen Institute
22
NBER working paper series
22
The econometrics journal
22
Discussion paper series / IZA
21
Working paper
21
Economies : open access journal
20
NBER Working Paper
20
Journal of economic dynamics & control
19
Working paper / National Bureau of Economic Research, Inc.
19
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
18
International journal of finance & economics : IJFE
18
Journal of economic development
17
Working papers
17
International review of economics & finance : IREF
16
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
16
Econometrics : open access journal
15
Finance research letters
15
Journal of financial economics
15
Journal of risk and financial management : JRFM
15
more ...
less ...
Source
All
ECONIS (ZBW)
67
Showing
1
-
50
of
67
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Overlapping momentum portfolios
Blanco, Ivan
;
Jesus, Miguel de
;
Remesal, Alvaro
- In:
Journal of empirical finance
72
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014476787
Saved in:
2
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
3
Coskewness and reversal of momentum returns : the US and international evidence
Dong, Liang
;
Dai, Yiqing
;
Haque, Tariq
;
Kot, Hung Wan
; …
- In:
Journal of empirical finance
69
(
2022
),
pp. 241-264
Persistent link: https://www.econbiz.de/10013478531
Saved in:
4
Non-parametric momentum based on ranks and signs
Chen, Tsung-Yu
;
Chou, Pin-huang
;
Ko, Kuan-Cheng
;
Rhee, …
- In:
Journal of empirical finance
60
(
2021
),
pp. 94-109
Persistent link: https://www.econbiz.de/10012692984
Saved in:
5
Stochastic volatility : a tale of co-jumps, non-normality, GMM and high frequency data
Ewald, Christian
;
Zou, Yihan
- In:
Journal of empirical finance
64
(
2021
),
pp. 37-52
Persistent link: https://www.econbiz.de/10013259396
Saved in:
6
Does monetary policy react asymmetrically to exchange rate misalignments? : evidence for South Africa
Mateane, Lebogang
;
Proaño Acosta, Christian
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1639-1658
Persistent link: https://www.econbiz.de/10012219671
Saved in:
7
Testing functional forms of the lifetime income process in the presence of factor loadings
Ostrovsky, Yuri
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10012253112
Saved in:
8
Crime, deterrence and punishment revisited
Bun, Maurice J. G.
;
Kelaher, Richard
;
Sarafidis, Vasilis
; …
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
5
,
pp. 2303-2333
Persistent link: https://www.econbiz.de/10012313705
Saved in:
9
Dynamic panel data estimation of an integrated Grossman and Becker-Murphy model of health and addiction
Jones, Andrew M.
;
Laporte, Audrey
;
Rice, Nigel
; …
- In:
Empirical economics : a journal of the Institute for …
56
(
2019
)
2
,
pp. 703-733
Persistent link: https://www.econbiz.de/10012041659
Saved in:
10
Remittances and output growth volatility in developing countries : Does financial development dampen or magnify the effects?
Adeniyi, Oluwatosin A.
;
Ajide, Kazeem Bello
;
Raheem, …
- In:
Empirical economics : a journal of the Institute for …
56
(
2019
)
3
,
pp. 865-882
Persistent link: https://www.econbiz.de/10012041674
Saved in:
11
A comment on "on inflation expectations in the NKPC model"
Lanne, Markku
;
Luoto, Jani
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
6
,
pp. 1865-1867
Persistent link: https://www.econbiz.de/10012215900
Saved in:
12
New Keynesian Phillips Curve with time-varying parameters
Chin, Kuo-Hsuan
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
6
,
pp. 1869-1889
Persistent link: https://www.econbiz.de/10012215910
Saved in:
13
Alpha momentum and alpha reversal in country and industry equity indexes
Zaremba, Adam
;
Umutlu, Mehmet
;
Karathanasopoulos, Andreas
- In:
Journal of empirical finance
53
(
2019
),
pp. 144-161
Persistent link: https://www.econbiz.de/10012171632
Saved in:
14
How do disposition effect and anchoring bias interact to impact momentum in stock returns?
Hur, Jungshik
;
Vivek Singh
- In:
Journal of empirical finance
53
(
2019
),
pp. 238-256
Persistent link: https://www.econbiz.de/10012171673
Saved in:
15
Revisiting the FDI impact on GDP growth in errors-in-variables models : a panel data GMM analysis allowing for error memory
Biørn, Erik
;
Han, Xuehui
- In:
Empirical economics : a journal of the Institute for …
53
(
2017
)
4
,
pp. 1379-1398
Persistent link: https://www.econbiz.de/10012019369
Saved in:
16
Shadow directional distance functions with bads : GMM estimation of optimal directions and efficiencies
Atkinson, Scott Estes
;
Tsionas, Efthymios G.
- In:
Empirical economics : a journal of the Institute for …
54
(
2018
)
1
,
pp. 207-230
Persistent link: https://www.econbiz.de/10011947502
Saved in:
17
A multidimensional spatial lag panel data model with spatial moving average nested random effects errors
Fingleton, Bernard
;
Le Gallo, Julie
;
Pirotte, Alain
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
1
,
pp. 113-146
Persistent link: https://www.econbiz.de/10011949755
Saved in:
18
Rank based cointegration testing for dynamic panels with fixed T
Juodis, Artūras
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
2
,
pp. 349-389
Persistent link: https://www.econbiz.de/10011949797
Saved in:
19
Global idiosyncratic risk moments
Baghdadabad, Mohammadreza Tavakoli
;
Mallik, Girijasankar
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
2
,
pp. 731-764
Persistent link: https://www.econbiz.de/10011949902
Saved in:
20
Improving the performance of random coefficients demand models : the role of optimal instruments
Reynaert, Mathias
;
Verboven, Frank
-
2012
Persistent link: https://www.econbiz.de/10009573849
Saved in:
21
Does democracy reduce income inequality?
Islam, Muhammed N.
- In:
Empirical economics : a journal of the Institute for …
51
(
2016
)
4
,
pp. 1299-1318
Persistent link: https://www.econbiz.de/10011643428
Saved in:
22
A J test for dynamic panel model with fixed effects, and nonparametric spatial and time dependence
Kelejian, Harry H.
;
Piras, Gianfranco
- In:
Empirical economics : a journal of the Institute for …
51
(
2016
)
4
,
pp. 1581-1605
Persistent link: https://www.econbiz.de/10011661869
Saved in:
23
Bringing an elementary agent-based model to the data : estimation via GMM and an application to forecasting of asset price volatility
Ghonghadze, Jaba
;
Lux, Thomas
- In:
Journal of empirical finance
37
(
2016
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011662890
Saved in:
24
Duality in mean-variance frontiers with conditioning information
Peñaranda, Francisco
;
Sentana, Enrique
- In:
Journal of empirical finance
38
(
2016
),
pp. 762-785
Persistent link: https://www.econbiz.de/10011663795
Saved in:
25
Basel II and regulatory arbitrage : evidence from financial crises
Beltratti, Andrea
;
Paladino, Giovanna
- In:
Journal of empirical finance
39
(
2016
),
pp. 180-196
Persistent link: https://www.econbiz.de/10011663832
Saved in:
26
Foreign direct investment, economic growth, and volatility : a useful model for policymakers
Edwards, Jeffrey A.
;
Romero, Alfredo A.
;
Madjd-Sadjadi, …
- In:
Empirical economics : a journal of the Institute for …
51
(
2016
)
2
,
pp. 681-705
Persistent link: https://www.econbiz.de/10011551007
Saved in:
27
Can the sectoral New Keynesian Phillips curve explain inflation dynamics in the Euro Area?/ Milda Norkute
Norkute, Milda
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
4
,
pp. 1191-1216
Persistent link: https://www.econbiz.de/10011376991
Saved in:
28
Semi-structural estimates of time-varying NAIRU based on the new Keynesian Phillips curve : evidence from Eastern European economies
Pošta, Vit
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
4
,
pp. 1217-1243
Persistent link: https://www.econbiz.de/10011376996
Saved in:
29
Risk-adjusted implied volatility and its performance in forecasting realized volatility in corn futures prices
Wu, Feng
;
Myers, Robert J.
;
Guan, Zhengfei
;
Wang, Zhiguang
- In:
Journal of empirical finance
34
(
2015
),
pp. 260-274
Persistent link: https://www.econbiz.de/10011557143
Saved in:
30
Panel data dynamics with mis-measured variables : modeling and GMM estimation
Biørn, Erik
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
2
,
pp. 517-535
Persistent link: https://www.econbiz.de/10011292296
Saved in:
31
Market volatility and momentum
Wang, Kevin Q.
;
Xu, Jianguo
- In:
Journal of empirical finance
30
(
2015
),
pp. 79-91
Persistent link: https://www.econbiz.de/10011489219
Saved in:
32
Inference regarding multiple structural changes in linear models with endogenous regressors
Hall, Alastair R.
;
Han, Sanggohn
;
Boldea, Otilia
-
2009
Persistent link: https://www.econbiz.de/10003889682
Saved in:
33
Consumer confidence or the business cycle : what matters more for European expected returns?
Møller, Stig Vinther
;
Nørholm, Henrik
;
Rangvid, Jesper
- In:
Journal of empirical finance
28
(
2014
),
pp. 230-248
Persistent link: https://www.econbiz.de/10011285064
Saved in:
34
Robust tests for time-invariant individual heterogeneity versus dynamic state dependence
Zincenko, Federico
;
Sosa Escudero, Walter
; …
- In:
Empirical economics : a journal of the Institute for …
47
(
2014
)
4
,
pp. 1365-1387
Persistent link: https://www.econbiz.de/10010461109
Saved in:
35
Estimating a high-frequency New-Keynesian Phillips curve
Ahrens, Steffen
;
Sacht, Stephen
- In:
Empirical economics : a journal of the Institute for …
46
(
2014
)
2
,
pp. 607-628
Persistent link: https://www.econbiz.de/10010252071
Saved in:
36
The effects of foreign direct investment on private domestic investment : evidence from developing countries
Al-Sadig, Ali
- In:
Empirical economics : a journal of the Institute for …
44
(
2013
)
3
,
pp. 1267-1275
Persistent link: https://www.econbiz.de/10009749485
Saved in:
37
Democracy and economic growth in Sub-Saharan Africa : a panel data approach
Jaunky, Vishal Chandr
- In:
Empirical economics : a journal of the Institute for …
45
(
2013
)
2
,
pp. 987-1008
Persistent link: https://www.econbiz.de/10010188627
Saved in:
38
What are the bank-specific and macroeconomic drivers of banks' leverage? : evidence from Luxembourg
Giordana, Gaston
;
Schumacher, Ingmar
- In:
Empirical economics : a journal of the Institute for …
45
(
2013
)
2
,
pp. 905-928
Persistent link: https://www.econbiz.de/10010188637
Saved in:
39
Understanding wage determination in a multi-level bargaining system : a panel data analysis
Lopez-Novella, Maritza
;
Sissoko, Salimata
- In:
Empirical economics : a journal of the Institute for …
44
(
2013
)
2
,
pp. 879-897
Persistent link: https://www.econbiz.de/10009724056
Saved in:
40
Modeling different kinds of spatial dependence in stock returns
Arnold, Matthias
;
Stahlberg, Sebastian
;
Wied, Dominik
- In:
Empirical economics : a journal of the Institute for …
44
(
2013
)
2
,
pp. 761-774
Persistent link: https://www.econbiz.de/10009724088
Saved in:
41
Food away from home expenditures and obesity among older Europeans : are there gender differences?
Drichoutis, Andreas C.
;
Nayga, Rodolfo M.
;
Lazaridēs, …
- In:
Empirical economics : a journal of the Institute for …
42
(
2012
)
3
,
pp. 1051-1078
Persistent link: https://www.econbiz.de/10009547132
Saved in:
42
Adjustment of inputs and measurement of technical efficiency : a dynamic panel data analysis of the Egyptian manufacturing sectors
Bhattacharyya, Aditi
- In:
Empirical economics : a journal of the Institute for …
42
(
2012
)
3
,
pp. 863-880
Persistent link: https://www.econbiz.de/10009547156
Saved in:
43
Estimation of a dynamic model of weight
Ng, Shu Wen
;
Norton, Edward C.
;
Guilkey, David K.
; …
- In:
Empirical economics : a journal of the Institute for …
42
(
2012
)
2
,
pp. 413-443
Persistent link: https://www.econbiz.de/10009520984
Saved in:
44
Comparison of SML and GMM estimators for the random coefficient logit model using aggregate data
Park, Sungho
;
Gupta, Sachin
- In:
Empirical economics : a journal of the Institute for …
43
(
2012
)
3
,
pp. 1353-1372
Persistent link: https://www.econbiz.de/10009682791
Saved in:
45
Global sytle momentum
Chao, Hsiao-ying
;
Collver, Charles
;
Limthanakom, Natcha
- In:
Journal of empirical finance
19
(
2012
)
3
,
pp. 319-333
Persistent link: https://www.econbiz.de/10009615682
Saved in:
46
Moments of multivariate regime switching with application to risk-return trade-off
Taamouti, Abderrahim
- In:
Journal of empirical finance
19
(
2012
)
2
,
pp. 292-308
Persistent link: https://www.econbiz.de/10009615702
Saved in:
47
Structural interactions in spatial panels
Bhattacharjee, Arnab
;
Holly, Sean
- In:
Empirical economics : a journal of the Institute for …
40
(
2011
)
1
,
pp. 69-94
Persistent link: https://www.econbiz.de/10008859120
Saved in:
48
The world elasticity of labor substitution across education levels
Mollick, André Varella
- In:
Empirical economics : a journal of the Institute for …
41
(
2011
)
3
,
pp. 769-785
Persistent link: https://www.econbiz.de/10009381333
Saved in:
49
Residual momentum
Blitz, David
;
Huij, Joop
;
Martens, Martin
- In:
Journal of empirical finance
18
(
2011
)
3
,
pp. 506-521
Persistent link: https://www.econbiz.de/10009302077
Saved in:
50
Dealing with ZLB in DSGE models : an application to the Japanese economy
Adjemian, Stéphane
;
Juillard, Michel
-
2010
Persistent link: https://www.econbiz.de/10008935440
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->