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A unifying approach to the empirical evaluation of asset pricing models
Peñaranda, Francisco; Sentana, Enrique - 2010
Persistent link: https://www.econbiz.de/10008656170
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Systemic loops and liquidity regulation
Aldasoro, Iñaki; Faia, Ester - 2015
Persistent link: https://www.econbiz.de/10011408102
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Methods for measuring expectations and uncertainty in Markov-switching models
Bianchi, Francesco - 2013
Persistent link: https://www.econbiz.de/10010206763
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Generalized method of moments with latent variables
Gallant, A. Ronald; Giacomini, Raffaella; Ragusa, Giuseppe - 2013
Persistent link: https://www.econbiz.de/10010206776
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GMM estimation of empirical growth models
Bond, Stephen - 2001
Persistent link: https://www.econbiz.de/10013423645
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An investment-growth asset pricing model
Li, Qing - 2001
Persistent link: https://www.econbiz.de/10013423687
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Incidence and growth of patent thickets : the impact of technological opportunities and complexity
Graevenitz, Georg von; Wagner, Stefan; Harhoff, Dietmar - 2008
Persistent link: https://www.econbiz.de/10003741038
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Gun prevalence, homicide rates and causality : a GMM approach to endogeneity bias
Kovandzic, Tomislav; Schaffer, Mark E.; Kleck, Gary - 2005
Persistent link: https://www.econbiz.de/10003285018
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Factor-GMM estimation with large sets of possibly weak instruments
Kapetanios, George; Marcellino, Massimiliano - 2010
Persistent link: https://www.econbiz.de/10003957676
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Improving the performance of random coefficients demand models : the role of optimal instruments
Reynaert, Mathias; Verboven, Frank - 2012
Persistent link: https://www.econbiz.de/10009577518