How to weight in moments matchings : a new approach and applications to earnings dynamics
Xu Cheng, Alejandro Sánchez-Becerra, Andrew Shephard
| Year of publication: |
June 25, 2023
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| Authors: | Cheng, Xu ; Sánchez-Becerra, Alejandro ; Shephard, Andrew |
| Publisher: |
Philadelphia, PA : Penn Institute for Economic Research, Department of Economics, University of Pennsylvania |
| Subject: | cross fitting | covariance structure model | earnings dynamics | graphicallasso | many moments | minimum distance estimation | weighting matrix | Schätztheorie | Estimation theory | Momentenmethode | Method of moments | Korrelation | Correlation | Schätzung | Estimation |
freely available
| Extent: | 1 Online-Ressource (circa 41 Seiten) Illustrationen |
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| Series: | Working papers / Penn Institute for Economic Research. - Philadelphia, Penn., ZDB-ID 2405838-5. - Vol. 23, 010 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | This version: June 25, 2023 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014312966