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~isPartOf:"Applied economics"
~isPartOf:"Journal of econometrics"
~subject:"Momentenmethode"
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Momentenmethode
Theorie
3,122
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3,122
Estimation
488
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488
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428
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428
Estimation theory
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Gallant, A. Ronald
4
Lee, Lung-fei
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Schmidt, Peter
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2
Baltagi, Badi H.
2
Carrasco, Marine
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2
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2
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2
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2
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2
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2
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2
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2
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2
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1
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Applied economics
Journal of econometrics
Econometric reviews
30
Economics letters
30
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
28
Cowles Foundation discussion paper
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
CEMMAP working papers / Centre for Microdata Methods and Practice
18
Econometric theory
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
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11
Generalized method of moments estimation
11
Journal of economic dynamics & control
11
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10
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10
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10
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10
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9
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8
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8
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8
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7
Journal of empirical finance
7
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7
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European economic review : EER
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ECONIS (ZBW)
94
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1
GMM estimation with cross sectional dependence
Conley, Timothy G.
- In:
Journal of econometrics
92
(
1999
)
1
,
pp. 1-45
Persistent link: https://www.econbiz.de/10001400085
Saved in:
2
The relative efficiency of method of moments estimators
Gallant, A. Ronald
;
Tauchen, George Eugene
- In:
Journal of econometrics
92
(
1999
)
1
,
pp. 149-172
Persistent link: https://www.econbiz.de/10001400094
Saved in:
3
Finite sample properties of tests of the Epstein-Zin asset pricing model
Smith, David C.
- In:
Journal of econometrics
93
(
1999
)
1
,
pp. 113-148
Persistent link: https://www.econbiz.de/10001406645
Saved in:
4
GMM inference when the number of moment conditions is large
Koenker, Roger
;
Machado, José A. F.
- In:
Journal of econometrics
93
(
1999
)
2
,
pp. 327-344
Persistent link: https://www.econbiz.de/10001406661
Saved in:
5
Efficient method of moments estimation of a stochastic volatility model : a Monte Carlo study
Andersen, Torben
;
Chung, Hyung-Jin
;
Sørensen, Bent E.
- In:
Journal of econometrics
91
(
1999
)
1
,
pp. 61-87
Persistent link: https://www.econbiz.de/10001382157
Saved in:
6
Redundancy of moment conditions
Breusch, Trevor S.
(
contributor
)
- In:
Journal of econometrics
91
(
1999
)
1
,
pp. 89-111
Persistent link: https://www.econbiz.de/10001382159
Saved in:
7
Improved instrumental variables and generalized method of moments estimators
Qian, Hailong
;
Schmidt, Peter
- In:
Journal of econometrics
91
(
1999
)
1
,
pp. 145-169
Persistent link: https://www.econbiz.de/10001382169
Saved in:
8
Model selection tests for moment inequality models
Shi, Xiaoxia
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011498717
Saved in:
9
A non-linear dynamic model of the variance risk premium
Eraker, Bjørn
;
Wang, Jiakou
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 547-556
Persistent link: https://www.econbiz.de/10011499758
Saved in:
10
Large sample properties of the matrix exponential spatial specification with an application to FDI
Debarsy, Nicolas
;
Jin, Fei
;
Lee, Lung-fei
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011500241
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