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isPartOf:"Economics letters"
~subject:"Method of moments"
~subject:"Zeitreihenanalyse"
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Method of moments
Zeitreihenanalyse
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583
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ECONIS (ZBW)
229
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1
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
2
Inflation dynamics in the frequency domain
Martins, Manuel Mota Freitas
;
Verona, Fabio
- In:
Economics letters
231
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014461250
Saved in:
3
Have the effects of shocks to oil price expectations changed? : evidence from heteroskedastic proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Economics letters
233
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014506905
Saved in:
4
A simple nonparametric conditional quantile estimator for time series with thin tails
Wang, Qiao
- In:
Economics letters
232
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014464377
Saved in:
5
Impulse response function analysis for Markov switching VAR models
Cavicchioli, Maddalena
- In:
Economics letters
232
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014464479
Saved in:
6
Time-varying predictability of the long horizon equity premium based on semiparametric regressions
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
224
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014307887
Saved in:
7
Nonparametric modeling for the time-varying persistence of inflation
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
225
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014308465
Saved in:
8
The "wrong skewness" problem : moment constrained maximum likelihood estimation of the stochastic frontier model
Zhao, Shirong
;
Parmeter, Christopher F.
- In:
Economics letters
221
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014229929
Saved in:
9
On robust testing for trend
Skrobotov, Anton
- In:
Economics letters
212
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013442001
Saved in:
10
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
11
Sample sensitivity for two-step and continuous updating GMM estimators
Onishi, Rikuto
;
Otsu, Taisuke
- In:
Economics letters
198
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012605790
Saved in:
12
On transformed linear cointegration models
Lin, Yingqian
;
Tu, Yundong
- In:
Economics letters
198
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012605792
Saved in:
13
Model averaging based on generalized method of moments
Wang, Weiwei
;
Zhang, Qi
;
Zhang, Xinyu
;
Li, Xinmin
- In:
Economics letters
200
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012605966
Saved in:
14
Covariability of real exchange rates and fundamentals
Grisse, Christian
;
Scheidegger, Fabian
- In:
Economics letters
201
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012607011
Saved in:
15
Convergence rate of estimators of clustered panel models with misclassification
Dzemski, Andreas
;
Okui, Ryo
- In:
Economics letters
203
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012607313
Saved in:
16
Stock market volatility and public information flow : a non-linear perspective
Bertelsen, Kristoffer Pons
;
Borup, Daniel
;
Jakobsen, …
- In:
Economics letters
204
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012607808
Saved in:
17
Estimation of a level shift in panel data with fractionally integrated errors
Chang, Seong Yeon
- In:
Economics letters
206
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012886440
Saved in:
18
A residual-based test for multivariate GARCH models using transformed quadratic residuals
Ke, Rui
;
Jia, Jing
;
Tan, Changchun
- In:
Economics letters
206
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012886565
Saved in:
19
Efficient GMM estimation of a spatial autoregressive model with an endogenous spatial weights matrix
Kong, Wei
;
Yang, Kai
- In:
Economics letters
208
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013207282
Saved in:
20
Estimating the mean under strong persistence
Hassler, Uwe
;
Hosseinkouchack, Mehdi
- In:
Economics letters
188
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012227832
Saved in:
21
A robust test for predictability with unknown persistence
Liu, Guannan
;
Yao, Shuang
- In:
Economics letters
189
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228019
Saved in:
22
First difference estimation of spatial dynamic panel data models with fixed effects
Jin, Fei
;
Lee, Lung-fei
;
Yu, Jihai
- In:
Economics letters
189
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228071
Saved in:
23
Half-panel jackknife estimation for dynamic panel models
Mehic, Adrian
- In:
Economics letters
190
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228135
Saved in:
24
Identification of business cycles and the Great Moderation in the post-war U.S. economy
Jiang, Yu
- In:
Economics letters
190
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228144
Saved in:
25
The relation between the corporate bond-yield spread and the real economy : stable or time-varying?
Karlsson, Sune
;
Österholm, Pär
- In:
Economics letters
186
(
2020
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012503617
Saved in:
26
Exploiting information from singletons in panel data analysis : a GMM approach
Bruno, Randolph
;
Magazzini, Laura
;
Stampini, Marco
- In:
Economics letters
186
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012503722
Saved in:
27
A mixed frequency approach for stock returns and valuation ratios
Dergiades, Theologos
;
Milas, Costas
;
Panagiōtidēs, …
- In:
Economics letters
187
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012504317
Saved in:
28
Computationally efficient inference in large Bayesian mixed frequency VARs
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
Economics letters
191
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012508486
Saved in:
29
Response surface estimates of the LM unit root tests
Nazlıoğlu, Şaban
;
Lee, Junsoo
- In:
Economics letters
192
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012508574
Saved in:
30
Normalising cointegrating relationships subject to long-run exclusion
Kurita, Takamitsu
- In:
Economics letters
192
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012508580
Saved in:
31
An alternative two-step generalized method of moments estimator based on a reduced form model
Kim, Doosoo
- In:
Economics letters
192
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012508715
Saved in:
32
A modified Wilcoxon test for change points in long-range dependent time series
Wenger, Kai Rouven
;
Less, Vivien
- In:
Economics letters
192
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012508757
Saved in:
33
Time-varying cointegration with an application to the UK Great Ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
- In:
Economics letters
193
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012509073
Saved in:
34
(Consistently) testing strict exogeneity against the alternative of predeterminedness in linear time-series models
Mayer, Alexander
- In:
Economics letters
193
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509124
Saved in:
35
A time-varying diffusion index forecasting model
Wei, Jie
;
Zhang, Yonghui
- In:
Economics letters
193
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509212
Saved in:
36
A self-normalization test for correlation change
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
Economics letters
193
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509218
Saved in:
37
Asymptotically efficient root estimators for spatial autoregressive models with spatial autoregressive disturbances
Jin, Fei
;
Lee, Lung-fei
- In:
Economics letters
194
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509367
Saved in:
38
Quantile selection in non-linear GMM quantile models
Castro, Luciano I. de
;
Galvão Júnior, Antônio Fialho
; …
- In:
Economics letters
195
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509605
Saved in:
39
Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity
Lütkepohl, Helmut
- In:
Economics letters
195
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509991
Saved in:
40
A new test of asset return predictability with an unstable predictor
Chang, Seong Yeon
- In:
Economics letters
196
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012510680
Saved in:
41
Fixed effects spatial panel data models with time-varying spatial dependence
Guo, Juncong
;
Qu, Xi
- In:
Economics letters
196
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012510684
Saved in:
42
On the asymptotic distribution of the quadratic GMM estimator of a dynamic panel data model under a unit root
Gørgens, Tue
;
Han, Chirok
;
Xue, Sen
- In:
Economics letters
197
(
2020
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012511062
Saved in:
43
Estimating nonlinear dynamic equilibrium models by matching impulse responses
Ruge-Murcia, Francisco Javier
- In:
Economics letters
197
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012511070
Saved in:
44
A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States
Karlsson, Sune
;
Österholm, Pär
- In:
Economics letters
197
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012511133
Saved in:
45
On the identification of models with conditional characteristic functions
Han, Hyojin
- In:
Economics letters
186
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012500866
Saved in:
46
Consistent specification test for partially linear models with the k-nearest-neighbor method
Wang, Wenju
;
Wang, Qiao
- In:
Economics letters
177
(
2019
),
pp. 89-93
Persistent link: https://www.econbiz.de/10012121501
Saved in:
47
A numerical equivalence result for generalized method of moments
Phillips, Robert F.
- In:
Economics letters
179
(
2019
),
pp. 13-15
Persistent link: https://www.econbiz.de/10012121668
Saved in:
48
Separate cointegration in a VAR system subject to structural breaks
Kurita, Takamitsu
- In:
Economics letters
179
(
2019
),
pp. 19-23
Persistent link: https://www.econbiz.de/10012121674
Saved in:
49
Estimating impulse response functions when the shock series is observed
Choi, Chi-young
;
Chudik, Alexander
- In:
Economics letters
180
(
2019
),
pp. 71-75
Persistent link: https://www.econbiz.de/10012121767
Saved in:
50
On the nexus of fertility and debt
Sun, Lixin
- In:
Economics letters
181
(
2019
),
pp. 120-126
Persistent link: https://www.econbiz.de/10012121864
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