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Weak instrument robust tests in GMM and the new Keynesian Phillips curve
Kleibergen, Frank; Mavroeidis, Sophocles - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 3, pp. 293-339
Persistent link: https://www.econbiz.de/10003893878
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Iterated feasible generalized least-squares estimation of augmented dynamic panel data models
Phillips, Robert F. - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 3, pp. 410-422
Persistent link: https://www.econbiz.de/10008736168
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The Markov-switching multifractal model of asset returns : GMM estimation and linear forecasting of volatility
Lux, Thomas - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 2, pp. 194-210
Persistent link: https://www.econbiz.de/10003675695
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Efficient Bayesian inference for multiple change-point and mixture innovation models
Giordani, Paolo; Kohn, Robert - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 1, pp. 66-77
Persistent link: https://www.econbiz.de/10003625229
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Frequentist evaluation of small DSGE models
Bårdsen, Gunnar; Fanelli, Luca - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 3, pp. 307-322
Persistent link: https://www.econbiz.de/10011390065
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Minimum distance estimation of possibly noninvertible moving average models
Gospodinov, Nikolaj; Ng, Serena - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 3, pp. 403-417
Persistent link: https://www.econbiz.de/10011390402
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Local linear GMM estimation of functional coefficient IV model with an application to estimating the rate od return to schooling
Su, Liangjun; Murtazashvili, Irina; Ullah, Aman - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 2, pp. 184-207
Persistent link: https://www.econbiz.de/10009754005
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Inference for income distribution using grouped data
Hajargasht, Gholamreza; Griffiths, William E.; Brice, Joseph - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 4, pp. 563-575
Persistent link: https://www.econbiz.de/10009667030
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Further results on the limiting distribution of GMM sample moment conditions
Gospodinov, Nikolaj; Kan, Raymond; Robotti, Cesare - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 4, pp. 494-504
Persistent link: https://www.econbiz.de/10009667053
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Adaptive elastic net for generalized methods of moments
Caner, Mehmet; Zhang, Hao Helen; Danaher, Peter J. - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 1, pp. 30-47
Persistent link: https://www.econbiz.de/10010380481