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~subject:"Factor analysis"
~subject:"Momentenmethode"
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A SPECIFICATION TEST FOR NONPA...
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
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2
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Time-varying risk premium in large cross-sectional equity data sets
Gagliardini, Patrick
;
Ossola, Elisa
;
Scaillet, Olivier
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
3
,
pp. 985-1046
Persistent link: https://www.econbiz.de/10011579614
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2
Efficiency in large dynamic panel models with common factors
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Econometric theory
30
(
2014
)
5
,
pp. 961-1020
Persistent link: https://www.econbiz.de/10010502133
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3
Comparing asset pricing models by the conditional Hansen-Jagannathan distance
Gagliardini, Patrick
;
Ronchetti, Diego
- In:
Journal of financial econometrics
18
(
2020
)
2
,
pp. 333-394
Persistent link: https://www.econbiz.de/10012232965
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4
Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 613-637
Persistent link: https://www.econbiz.de/10012149372
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5
A specification test for nonparametric instrumental variable regression
Gagliardini, Patrick
;
Scaillet, Olivier
- In:
Annals of economics and statistics
128
(
2017
),
pp. 151-202
Persistent link: https://www.econbiz.de/10011776891
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6
Double instrumental variable estimation of interaction models with big data
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 176-197
Persistent link: https://www.econbiz.de/10011918688
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7
Testing asset pricing models with coskewness
Barone-Adesi, Giovanni
;
Gagliardini, Patrick
;
Urga, Giovanni
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 474-485
Persistent link: https://www.econbiz.de/10002374125
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8
Tikhonov regularization for nonparametric instrumental variable estimators
Gagliardini, Patrick
;
Scaillet, Olivier
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 61-75
Persistent link: https://www.econbiz.de/10009551442
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9
Efficient derivative pricing by the extended method of moments
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Renault, Eric
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
4
,
pp. 1181-1232
Persistent link: https://www.econbiz.de/10009267024
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10
Robust GMM tests for structural breaks
Gagliardini, Patrick
;
Trojani, Fabio
;
Urga, Giovanni
- In:
Journal of econometrics
129
(
2005
)
1/2
,
pp. 139-182
Persistent link: https://www.econbiz.de/10003172760
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