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subject:"Volatilität"
~person:"Hwang, Jungbin"
~subject:"Capital income"
~subject:"Momentenmethode"
~subject:"Regressionsanalyse"
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Search: subject_exact:"Autoregressives Modell"
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Volatilität
Capital income
Momentenmethode
Regressionsanalyse
Autocorrelation
6
Autokorrelation
6
Heteroscedasticity
6
Heteroskedastizität
6
Method of moments
6
Estimation theory
3
Fixed-smoothing asymptotics
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Two-step GMM
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Heteroskedasticity and autocorrelation robust
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distribution
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t and F tests
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Efficient GMM
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Finite-sample Correction
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Fixed-smoothing Asymptotics
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Generalized Method of Moments
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Generalized method of moments
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Heteroskedasticity Autocorrelated Robust
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Heteroskedasticity and Autocorrelation Robust
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Heteroskedasticity and autocorrelation
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1
Nonstandard asymptotics
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Robustes Verfahren
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Hwang, Jungbin
Lee, Lung-fei
18
Sun, Yixiao
16
Phillips, Peter C. B.
15
Baltagi, Badi H.
11
Bollerslev, Tim
7
Jin, Fei
7
Jin, Sainan
7
Kelejian, Harry H.
7
Koopman, Siem Jan
7
Prucha, Ingmar R.
7
Badinger, Harald
6
Di Cesare, Antonio
6
Egger, Peter
6
Kapetanios, George
6
Andersen, Torben
5
Bohl, Martin T.
5
Calvet, Laurent E.
5
Doğan, Osman
5
Fingleton, Bernard
5
Li, Guodong
5
Liu, Long
5
McAleer, Michael
5
Pierdzioch, Christian
5
Sun, Yiguo
5
Taspinar, Suleyman
5
Wang, Weining
5
Yu, Jihai
5
Clark, Todd E.
4
Diebold, Francis X.
4
Dogan, Osman
4
Fisher, Adlai
4
Härdle, Wolfgang
4
Kelly, Morgan
4
Kiviet, J. F.
4
Li, Dong
4
Lo, Andrew W.
4
Makarov, Igor
4
Nielsen, Jens Perch
4
Pirotte, Alain
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Journal of econometrics
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Working papers / University of Connecticut, Department of Economics
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1
Finite-sample corrected inference for two-step GMM in time series
Hwang, Jungbin
;
Valdés, Gonzalo
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 327-352
Persistent link: https://www.econbiz.de/10014364895
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2
Finite-sample corrected inference for two-step GMM in time series
Hwang, Jungbin
;
Valdés, Gonzalo
-
2020
Persistent link: https://www.econbiz.de/10012214073
Saved in:
3
Simple and trustworthy cluster-robust GMM inference
Hwang, Jungbin
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 993-1023
Persistent link: https://www.econbiz.de/10012619814
Saved in:
4
Simple and trustworthy cluster-robust GMM inference
Hwang, Jungbin
-
2017
Persistent link: https://www.econbiz.de/10011785481
Saved in:
5
Should we go one step further? : an accurate comparison of one-step and two-step procedures in a generalized method of moments framework
Hwang, Jungbin
;
Sun, Yixiao
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 381-405
Persistent link: https://www.econbiz.de/10012116364
Saved in:
6
Asymptotic F and t tests in an efficient GMM setting
Hwang, Jungbin
;
Sun, Yixiao
- In:
Journal of econometrics
198
(
2017
)
2
,
pp. 277-295
Persistent link: https://www.econbiz.de/10011818796
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