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Search: subject:"Simulated Method of Moments"
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simulated method of moments
53
Method of moments
38
Momentenmethode
38
Theorie
32
Theory
30
Simulation
25
Simulated method of moments
23
Simulated Method of Moments
15
asset pricing
14
CAPM
13
Estimation
12
Schätzung
12
New-Keynesian Model
11
Risikoprämie
10
Risk premium
10
Bounded Rationality
9
Capital income
8
Kapitaleinkommen
8
Animal Spirits
7
long-run risk
7
Equity premium puzzle
6
Equity-Premium-Puzzle
6
Life cycle
6
indirect inference
6
rare disaster risk
6
Erwartungsbildung
5
Expectation formation
5
Forecasting model
5
Multi-sector models
5
Prognoseverfahren
5
equity premium
5
Euro Area
4
Forecast Heuristics
4
Lebenszyklus
4
Mehrsektoren-Modell
4
Multisectoral model
4
Rational expectations
4
Rationale Erwartung
4
Risiko
4
Risk
4
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Online availability
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Free
73
Undetermined
19
Type of publication
All
Book / Working Paper
73
Article
22
Other
1
Type of publication (narrower categories)
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Working Paper
38
Graue Literatur
25
Non-commercial literature
25
Arbeitspapier
22
Article in journal
17
Aufsatz in Zeitschrift
17
Konferenzschrift
2
Thesis
2
Collection of articles of several authors
1
Collection of articles written by one author
1
Hochschulschrift
1
Sammelwerk
1
Sammlung
1
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English
67
Undetermined
29
Author
All
Grammig, Joachim
13
Jang, Tae-Seok
12
Sacht, Stephen
12
Schaub, Eva-Maria
7
Sönksen, Jantje
7
Gálvez, Julio
4
Assa, Hirbod
3
Bouakez, Hafedh
3
Cardia, Emanuela
3
Dabbous, Amal
3
Kukacka, Jiri
3
Paz Pardo, Gonzalo
3
RUGE-MURCIA, Francisco J.
3
Ried, Stefan
3
Ruge-Murcia, Francisco Javier
3
BOUAKEZ, Hafedh
2
Bai, Hang
2
CARDIA, Emanuela
2
Chor, Davin
2
Cozzi, Guido
2
Dobrescu, Loretti I.
2
Ghysels, Eric
2
Giri, Rahul
2
Girsberger, Esther Mirjam
2
Gospodinov, Nikolay
2
Guay, Alain
2
Hintermaier, Thomas
2
Kaji, Tetsuya
2
Koeniger, Winfried
2
Kotlikoff, Laurence J.
2
Li, Erica X. N.
2
Manner, Hans
2
Manresa, Elena
2
Mantovan, Noemi
2
Michaelides, Alexander
2
Motta, Alberto
2
Ng, Serena
2
Nilsen, Øivind Anti
2
Pouliot, Guillaume
2
Ruge-Murcia, Francisco
2
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Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
Center for Financial Studies
2
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
2
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
2
Département de Sciences Économiques, Université de Montréal
2
Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät
2
Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
2
School of Economics, University of Adelaide
2
C.E.P.R. Discussion Papers
1
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
1
Centre de Recherche sur l'Emploi et les Fluctuations Économiques (CREFÉ), École des Sciences de la Gestion (ESG)
1
Cowles Foundation for Research in Economics, Yale University
1
Department of Economics, Boston College
1
East Asian Bureau of Economic Research (EABER)
1
Eberhard Karls Universität Tübingen
1
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
1
Federal Reserve Bank of Atlanta
1
HAL
1
London School of Economics (LSE)
1
Maison des Sciences Économiques, Université Paris 1 (Panthéon-Sorbonne)
1
School of Economics, Singapore Management University
1
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
1
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Cahiers de recherche
5
CFS Working Paper Series
4
Economics Working Paper
4
Economics working paper
3
MPRA Paper
3
CFR Working Papers
2
CFS working paper series
2
CIRANO Working Papers
2
Discussion paper series / IZA
2
Economics Working Papers / Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
2
European Economic Review
2
European economic review : EER
2
IZA Discussion Papers
2
Journal of economic behavior & organization : JEBO
2
Journal of economic dynamics & control
2
School of Economics Working Papers
2
Working paper / Centre for Financial Research
2
Annals of financial economics
1
Boston College Working Papers in Economics
1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
CEPR Discussion Papers
1
CESifo Working Paper
1
CESifo working papers
1
CFR Working Paper
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Cahiers de la Maison des Sciences Economiques
1
Cahiers de recherche CREFE / CREFE Working Papers
1
Cowles Foundation Discussion Papers
1
Discussion paper / NHH, Department of Economics
1
Documentos de trabajo / Banco de España
1
ECB Working Paper
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic modelling
1
Ensaios econômicos
1
Finance and economics discussion series
1
Fisher College of Business Working Paper
1
Fisher College of Business working paper series
1
IES Working Paper
1
IES working paper
1
Iranian journal of economic studies : IJES
1
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Source
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ECONIS (ZBW)
42
RePEc
35
EconStor
16
BASE
3
Showing
41
-
50
of
96
Sort
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41
Consumption-based asset pricing with rare disaster risk
Grammig, Joachim
;
Sönksen, Jantje
-
2014
-based asset pricing model (CBM) using a combination of the
simulated
method
of
moments
and bootstrapping. We consider several …
Persistent link: https://www.econbiz.de/10010412353
Saved in:
42
Give me strong moments and time : combining GMM and SMM to estimate long-run risk asset pricing models
Grammig, Joachim
;
Schaub, Eva-Maria
-
2014
simulated
method
of
moments
(SMM) provides a natural framework to estimate its deep parameters, but caveats concern model …
Persistent link: https://www.econbiz.de/10010412357
Saved in:
43
Consumption-based asset pricing with rare disaster risk
Grammig, Joachim
;
Sönksen, Jantje
-
2014
-based asset pricing model (CBM) using a combination of the
simulated
method
of
moments
and bootstrapping. We consider several …
Persistent link: https://www.econbiz.de/10010388611
Saved in:
44
Give me strong moments and time : combining GMM and SMM to estimate long-run risk asset pricing
Grammig, Joachim
;
Schaub, Eva-Maria
-
2014
simulated
method
of
moments
(SMM) provides a natural framework to estimate its deep parameters, but caveats concern model …
Persistent link: https://www.econbiz.de/10010390134
Saved in:
45
Consumption-based asset pricing with rare disaster risk
Grammig, Joachim
;
Sönksen, Jantje
-
Center for Financial Studies
-
2014
-based asset pricing model (CBM) using a combination of the
simulated
method
of
moments
and bootstrapping. We consider several …
Persistent link: https://www.econbiz.de/10010986365
Saved in:
46
Animal spirits and the business cycle: Empirical evidence from moment matching
Jang, Tae-Seok
;
Sacht, Stephen
-
Institut für Volkswirtschaftslehre, …
-
2014
inflation gap. The model is estimated via the
simulated
method
of
moments
using Euro Area data from 1975Q1 to 2009Q4. In …
Persistent link: https://www.econbiz.de/10010954820
Saved in:
47
Give me strong moments and time: Combining GMM and SMM to estimate long-run risk asset pricing
Grammig, Joachim
;
Schaub, Eva-Maria
-
Institut für Finanzmarktforschung, Wirtschafts- und …
-
2014
simulated
method
of
moments
(SMM) provides a natural framework to estimate its deep parameters, but caveats concern model …
Persistent link: https://www.econbiz.de/10010957263
Saved in:
48
Give me strong moments and time: Combining GMM and SMM to estimate long-run risk asset pricing models
Grammig, Joachim
;
Schaub, Eva-Maria
-
Center for Financial Studies
-
2014
simulated
method
of
moments
(SMM) provides a natural framework to estimate its deep parameters, but caveats concern model …
Persistent link: https://www.econbiz.de/10010958629
Saved in:
49
Consumption-based asset pricing with rare disaster risk
Grammig, Joachim
;
Sönksen, Jantje
-
Institut für Finanzmarktforschung, Wirtschafts- und …
-
2014
-based asset pricing model (CBM) using a combination of the
simulated
method
of
moments
and bootstrapping. We consider several …
Persistent link: https://www.econbiz.de/10010984852
Saved in:
50
Equilibrium commodity prices with irreversible investment and non-linear technologies
Casassus, Jaime
;
Collin-Dufresne, Pierre
;
Routledge, …
- In:
Journal of banking & finance
95
(
2018
),
pp. 128-147
Persistent link: https://www.econbiz.de/10011966725
Saved in:
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