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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Method of moments
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The empirical economics letters : a monthly international journal of economics
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Industrial and corporate change
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Review of industrial organization : RIO
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1
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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2
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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3
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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4
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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5
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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6
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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7
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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8
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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9
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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10
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
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