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~subject:"Moment-based estimation"
~subject:"Schätzung"
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Moment-based estimation
Schätzung
Schätztheorie
48
Estimation theory
46
Theorie
33
Theory
33
Method of moments
29
Momentenmethode
29
Zeitreihenanalyse
14
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12
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9
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9
Strukturbruch
9
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7
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7
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7
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6
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6
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5
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5
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4
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4
First-order identification failure
4
Heteroscedasticity
4
Heteroskedastizität
4
Korrelation
4
Agriculture
3
Estimation
3
Generalized Method of Moments estimation
3
Kleinste-Quadrate-Methode
3
Landwirtschaft
3
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3
Minimum-chi squared estimation
3
Moment condition models
3
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English
6
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Hall, Alastair R.
6
Dovonon, Prosper
2
Baillie, Richard T.
1
Chung, Chae-shick
1
Donovon, Prosper
1
Fleissig, Adrian R.
1
Hu, Fan
1
Nychka, Douglas W.
1
Pedroni, Peter Louis
1
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1
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1
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Applying Kernel and nonparametric estimation to economic topics
1
Economics discussion paper series : EDP
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Macroeconomic dynamics
1
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ECONIS (ZBW)
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The asymptotic properties of GMM and indirect inference under second-order identification
Dovonon, Prosper
;
Hall, Alastair R.
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 76-111
Persistent link: https://www.econbiz.de/10012110241
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2
The asymptotic properties of GMM and indirect inference under second-order identification
Dovonon, Prosper
;
Hall, Alastair R.
-
2018
Persistent link: https://www.econbiz.de/10011948531
Saved in:
3
A nonparametric approach to stochastic discount factor estimation
Hu, Fan
;
Hall, Alastair R.
;
Nychka, Douglas W.
- In:
Applying Kernel and nonparametric estimation to …
,
(pp. 155-176)
.
2000
Persistent link: https://www.econbiz.de/10001548534
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4
Testing target-zone models using efficient method of moments
Chung, Chae-shick
;
Tauchen, George Eugene
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
3
,
pp. 255-269
Persistent link: https://www.econbiz.de/10001603242
Saved in:
5
GARP, separability, and the representative agent
Fleissig, Adrian R.
;
Hall, Alastair R.
;
Seater, John J.
- In:
Macroeconomic dynamics
4
(
2000
)
3
,
pp. 324-342
Persistent link: https://www.econbiz.de/10001520612
Saved in:
6
The asymptotic properties of GMM and indirect inference under second inference
Donovon, Prosper
;
Hall, Alastair R.
-
2017
Persistent link: https://www.econbiz.de/10011669274
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