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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~language:"cat"
~language:"eng"
~person:"Chen, Xiaohong"
~person:"Hwang, Jungbin"
~subject:"Method of moments"
~type_genre:"Article in journal"
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Method of moments
Nichtparametrisches Verfahren
17
Nonparametric statistics
17
Estimation theory
16
Schätztheorie
16
Time series analysis
11
Zeitreihenanalyse
11
Momentenmethode
9
Theorie
9
Theory
9
Autocorrelation
4
Autokorrelation
4
Heteroscedasticity
4
Heteroskedastizität
4
Statistical test
4
Statistischer Test
4
Fixed-smoothing asymptotics
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Semiparametric efficiency
3
Bootstrap approach
2
Bootstrap-Verfahren
2
Generalized method of moments
2
Heteroskedasticity and autocorrelation robust
2
Irregular functional
2
Latent variables
2
Multivariate Analyse
2
Multivariate Verteilung
2
Multivariate analysis
2
Multivariate distribution
2
Roll model
2
Two-step GMM
2
USA
2
United States
2
Weak dependence
2
Weighted average derivatives
2
distribution
2
(Nonlinear) Irregular functionals
1
1986-1998
1
ARCH model
1
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Article in journal
Aufsatz in Zeitschrift
9
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Valencian
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Chen, Xiaohong
Hwang, Jungbin
Lee, Lung-fei
8
Gallant, A. Ronald
6
Schmidt, Peter
6
Antoine, Bertille
5
Sarafidis, Vasilis
5
Chernov, Mikhail
4
Dovonon, Prosper
4
Ghysels, Eric
4
Hall, Alastair R.
4
Hsiao, Cheng
4
Li, Kunpeng
4
Shi, Xiaoxia
4
Smith, Richard J.
4
Su, Liangjun
4
Sun, Yiguo
4
Sun, Yixiao
4
Ahn, Seung Chan
3
Andrews, Donald W. K.
3
Caner, Mehmet
3
Carrasco, Marine
3
Gagliardini, Patrick
3
Hayakawa, Kazuhiko
3
Inoue, Atsushi
3
Lee, Seojeong
3
Newey, Whitney K.
3
Otsu, Taisuke
3
Pesaran, M. Hashem
3
Renault, Eric
3
Sentana, Enrique
3
Tauchen, George Eugene
3
Trojani, Fabio
3
Yamagata, Takashi
3
Armstrong, Timothy B.
2
Baltagi, Badi H.
2
Bollerslev, Tim
2
Canay, Ivan A.
2
Chaudhuri, Saraswata
2
Chen, Song Xi
2
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Journal of econometrics
Journal of financial economics
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
The review of economic studies
1
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ECONIS (ZBW)
9
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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
Saved in:
2
A doubly corrected robust variance estimator for linear GMM
Hwang, Jungbin
;
Kang, Byunghoon
;
Lee, Seojeong
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 276-298
Persistent link: https://www.econbiz.de/10013441882
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
Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions
Chen, Xiaohong
;
Pouzo, Demian
;
Powell, James
- In:
Journal of econometrics
213
(
2019
)
1
,
pp. 30-53
Persistent link: https://www.econbiz.de/10012304541
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
Saved in:
7
High dimensional generalized empirical likelihood for moment restrictions with dependent data
Chan, Jinyuan
;
Chen, Song Xi
;
Chen, Xiaohong
- In:
Journal of econometrics
185
(
2015
)
1
,
pp. 283-304
Persistent link: https://www.econbiz.de/10011339855
Saved in:
8
Sieve semiparametric two-step GMM under weak dependence
Chen, Xiaohong
;
Liao, Zhipeng
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 163-186
Persistent link: https://www.econbiz.de/10011502514
Saved in:
9
The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions
Ai, Chunrong
;
Chen, Xiaohong
- In:
Journal of econometrics
170
(
2012
)
2
,
pp. 442-457
Persistent link: https://www.econbiz.de/10009686778
Saved in:
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