//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Gagliardini, Patrick"
~person:"Sun, Yixiao"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Method of moments"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Method of moments
36
Momentenmethode
36
Theorie
25
Theory
25
CAPM
11
Derivat
9
Derivative
9
Risikoprämie
9
Risk premium
9
Heteroscedasticity
8
Heteroskedastizität
8
Autocorrelation
7
Autokorrelation
7
Robust statistics
7
Robustes Verfahren
7
Statistical test
6
Statistischer Test
6
Bootstrap approach
5
Bootstrap-Verfahren
5
Estimation theory
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Regression analysis
5
Regressionsanalyse
5
Schätztheorie
5
Time series analysis
5
Zeitreihenanalyse
5
Fixed-smoothing asymptotics
4
Consumer demand theory
3
F distribution
3
Nachfragetheorie des Haushalts
3
Panel
3
Panel study
3
Bootstrap
2
Engel Curve
2
Estimation
2
Generalized Method of Moments
2
IV-Schätzung
2
Ill-posed Inverse Problems
2
Instrumental Variables
2
more ...
less ...
Online availability
All
Free
18
Undetermined
6
Type of publication
All
Book / Working Paper
23
Article
14
Type of publication (narrower categories)
All
Graue Literatur
15
Non-commercial literature
15
Arbeitspapier
14
Article in journal
14
Aufsatz in Zeitschrift
14
Working Paper
14
Language
All
English
36
Undetermined
1
Author
All
Gagliardini, Patrick
Sun, Yixiao
Windmeijer, Frank
61
Andrews, Donald W. K.
47
Otsu, Taisuke
36
Hall, Alastair R.
32
Pesaran, M. Hashem
31
Hayakawa, Kazuhiko
30
Smith, Richard J.
29
Lee, Lung-fei
28
Bond, Stephen
26
Chen, Xiaohong
26
Phillips, Peter C. B.
26
Sarafidis, Vasilis
26
Asongu, Simplice
25
Linton, Oliver
23
Newey, Whitney K.
23
Renault, Eric
22
Sentana, Enrique
22
Han, Chirok
21
Sacht, Stephen
21
Egger, Peter
20
Jang, Tae-Seok
20
Baltagi, Badi H.
19
Shi, Xiaoxia
19
Gao, Jiti
18
Hall, Stephen G.
18
Tavlas, George S.
18
Bun, Maurice J. G.
17
Caporale, Guglielmo Maria
17
Guggenberger, Patrik
17
Badinger, Harald
16
Grammig, Joachim
16
Liao, Zhipeng
16
Gospodinov, Nikolaj
15
Gouriéroux, Christian
15
Kleibergen, Frank
15
Carrasco, Marine
14
Hook, Law Siong
14
Lux, Thomas
14
more ...
less ...
Published in...
All
Journal of econometrics
7
Research paper series / Swiss Finance Institute
3
Swiss Finance Institute Research Paper
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Recent work / Department of Economics, UC SD
2
Annals of economics and statistics
1
CEA_372Cass working paper series
1
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
Cass Business School Research Paper
1
Cowles Foundation Discussion Paper
1
Cowles Foundation discussion paper
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Econometric theory
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
1
Recent work / Department of Economics, UC San Diego
1
Recent work / Department of Economics, UCSD
1
Swiss Finance Institute Research Paper Series
1
The review of economics and statistics
1
Working papers / Ryerson University, Department of Economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
36
RePEc
1
Showing
1
-
10
of
37
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
Heteroscedasticity and autocorrelation robust F and t tests in stata
Ye, Xiaoqing
;
Sun, Yixiao
-
2018
Persistent link: https://www.econbiz.de/10011914436
Saved in:
3
Asymptotic F tests under possibly weak identification
Martínez-Iriarte, Julián
;
Sun, Yixiao
;
Wang, Xuexin
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 140-177
Persistent link: https://www.econbiz.de/10012482936
Saved in:
4
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
Saved in:
5
Asymptotic F and t tests in an efficient GMM setting
Hwang, Jungbin
;
Sun, Yixiao
-
2015
Persistent link: https://www.econbiz.de/10011441999
Saved in:
6
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
-
2015
Persistent link: https://www.econbiz.de/10011442025
Saved in:
7
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
-
2015
According to the conventional asymptotic theory, the two-step Generalized
Method
of
Moments
(GMM) estimator and test …
Persistent link: https://www.econbiz.de/10013017394
Saved in:
8
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
Saved in:
9
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:
10
Fixed-smoothing Asymptotics in a Two-step GMM Framework
Sun, Yixiao
-
2013
Persistent link: https://www.econbiz.de/10010209788
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->