//--> //--> //--> //-->
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
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:"Efficient Method of Moments"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
efficient method of moments
21
Efficient method of moments
11
Efficient Method of Moments
7
Method of moments
7
Momentenmethode
7
indirect inference
7
Monte Carlo
6
Volatility
6
Volatilität
6
EGARCH
4
Reprojection
4
adaptive beliefs
4
bounded rationality
4
evolutionary dynamics
4
heterogeneous expectations
4
stochastic volatility models
4
ARMA
3
Efficient Method of Moments (EMM)
3
Estimation
3
Estimation theory
3
Indirect inference
3
Schätztheorie
3
Schätzung
3
Stochastic Volatility
3
Stochastic process
3
Stochastischer Prozess
3
Theorie
3
Theory
3
Time series analysis
3
Zeitreihenanalyse
3
computing
3
financial time series
3
identification
3
maximum likelihood
3
Börsenkurs
2
Dynamic structural model
2
Firm leverage determinants
2
Option Pricing
2
Parameter updates
2
Share price
2
more ...
less ...
Online availability
All
Free
23
Undetermined
16
Type of publication
All
Book / Working Paper
24
Article
18
Other
1
Type of publication (narrower categories)
All
Working Paper
6
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Article in journal
4
Aufsatz in Zeitschrift
4
research-article
4
more ...
less ...
Language
All
English
21
Undetermined
21
Hungarian
1
Author
All
Sluis, Pieter J. van der
5
Amilon, Henrik
4
Halbleib, Roxana
4
Barigozzi, Matteo
3
Chernov, Mikhail
3
Gallant, A. Ronald
3
Ghysels, Eric
3
Veredas, David
3
Chumacero, Rómulo
2
Chumacero, Rómulo A.
2
Fuleky, Peter
2
Jiang, George J.
2
Menichini, Amilcar
2
Rómulo Chumacero
2
Sluis, Pieter van der
2
Tauchen, George
2
Veiga, Maria Helena Lopes Moreira da
2
Zivot, Eric
2
Baek, In-Seok
1
Calzolari, Giorgio
1
Daníelsson, Jón
1
Dungey, Mardi H.
1
Jiang, G.J.
1
Kim, In
1
Kim, Sol
1
Martin, Vance
1
Michaelides, Alexander
1
Ng, Serena
1
Noh, Jaesun
1
Peñaranda, Francisco
1
SLUIS, PIETER J. VAN DER
1
Solibakke, Per Bjarte
1
Sørensen, Helle
1
Tang, Chrismin
1
Tauchen, George Eugene
1
Taştan, Hüseyin
1
Tremayne, Andrew
1
Valderrama, Diego
1
Wong, Hoi
1
Wong, Tsz
1
more ...
less ...
Institution
All
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
3
Departament d'Economia i Història Econòmica, Universitat Autònoma de Barcelona
2
Society for Computational Economics - SCE
2
Banco de España
1
Department of Economics and Business, Universitat Pompeu Fabra
1
Department of Economics, University of Hawaii-Manoa
1
European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management
1
Finance Discipline Group, Business School
1
London School of Economics (LSE)
1
Sveriges Riksbank
1
Tilburg University, Center for Economic Research
1
University of Hawai'i Economic Research Organization (UHERO), University of Hawaii-Manoa
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
Økonomisk Institut, Københavns Universitet
1
more ...
less ...
Published in...
All
Studies in Nonlinear Dynamics & Econometrics
9
Discussion paper / Tinbergen Institute
4
CIRANO Working Papers
3
UFAE and IAE Working Papers
2
Asia-Pacific Financial Markets
1
Banco de España Working Papers
1
Computing in Economics and Finance 2001
1
Computing in Economics and Finance 2003
1
Discussion Paper / Tilburg University, Center for Economic Research
1
Discussion Papers / Økonomisk Institut, Københavns Universitet
1
Econometrics Journal
1
Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra
1
International Journal of Managerial Finance
1
International journal of managerial finance : IJMF
1
Journal of econometrics
1
Journal of financial econometrics
1
LSE Research Online Documents on Economics
1
MPRA Paper
1
Research Paper Series / Finance Discipline Group, Business School
1
Review of Quantitative Finance and Accounting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Sveriges Riksbank Working Paper Series
1
Sveriges Riksbank working paper series
1
The European Journal of Finance
1
Working Paper Series / Sveriges Riksbank
1
Working Papers / Department of Economics, University of Hawaii-Manoa
1
Working Papers / University of Hawai'i Economic Research Organization (UHERO), University of Hawaii-Manoa
1
Working Papers ECARES
1
more ...
less ...
Source
All
RePEc
28
ECONIS (ZBW)
9
Other ZBW resources
4
BASE
1
EconStor
1
Showing
1
-
10
of
43
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A latent factor model for forecasting realized variances
Calzolari, Giorgio
;
Halbleib, Roxana
;
Zagidullina, Aygul
- In:
Journal of financial econometrics
19
(
2021
)
5
,
pp. 860-909
Persistent link: https://www.econbiz.de/10012799052
Saved in:
2
A threshold mixed count time series model : estimation and application
Dungey, Mardi H.
;
Martin, Vance
;
Tang, Chrismin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012198537
Saved in:
3
Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale
Gallant, A. Ronald
;
Tauchen, George Eugene
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 140-155
Persistent link: https://www.econbiz.de/10012110246
Saved in:
4
Which model to match?
Barigozzi, Matteo
;
Halbleib, Roxana
;
Veredas, David
-
2012
The asymptotic efficiency of indirect estimation methods, such as the
efficient
method
of
moments
and indirect …
Persistent link: https://www.econbiz.de/10012530392
Saved in:
5
Which model to match?
Barigozzi, Matteo
;
Halbleib, Roxana
;
Veredas, David
-
Banco de España
-
2012
The asymptotic efficiency of indirect estimation methods, such as the
efficient
method
of
moments
and indirect …
Persistent link: https://www.econbiz.de/10010862251
Saved in:
6
Indirect Inference Based on the Score
Fuleky, Peter
;
Zivot, Eric
-
Department of Economics, University of Hawaii-Manoa
-
2011
The
Efficient
Method
of
Moments
(EMM) estimator popularized by Gallant and Tauchen (1996) is an indirect inference …
Persistent link: https://www.econbiz.de/10009321241
Saved in:
7
Simulation based estimation of threshold moving average models with contemporaneous shock asymmetry
Taştan, Hüseyin
-
Volkswirtschaftliche Fakultät, …
-
2011
on their work and examines the properties of
efficient
method
of
moments
(EMM) estimation of TMA class of models using …
Persistent link: https://www.econbiz.de/10009353839
Saved in:
8
Indirect Inference Based on the Score
Fuleky, Peter
;
Zivot, Eric
-
University of Hawai'i Economic Research Organization …
-
2011
The
Efficient
Method
of
Moments
(EMM) estimator popularized by Gallant and Tauchen (1996) is an indirect inference …
Persistent link: https://www.econbiz.de/10011201738
Saved in:
9
On the determinants of firm leverage : evidence from a structural estimation
Menichini, Amilcar
- In:
International journal of managerial finance : IJMF
11
(
2015
)
2
,
pp. 179-197
Persistent link: https://www.econbiz.de/10011303705
Saved in:
10
On the determinants of firm leverage: evidence from a structural estimation
Menichini, Amilcar
- In:
International Journal of Managerial Finance
11
(
2015
)
2
,
pp. 179-197
investment, leverage, and payout decisions for different types of firms. From an econometric standpoint, the
Efficient
Method
of
…
Moments
was used to recover the structural parameters. Findings – The structural model generates a leverage ratio that …
Persistent link: https://www.econbiz.de/10014785498
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->