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~subject:"Method of moments"
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Method of moments
Theorie
274
Theory
274
Estimation theory
91
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91
Time series analysis
47
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47
Monetary policy
35
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34
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34
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34
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34
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30
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24
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19
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16
Price stickiness
16
Risikomaß
16
Risk measure
16
Statistical theory
16
Statistische Methodenlehre
16
Unvollkommener Markt
16
Momentenmethode
15
Preisrigidität
15
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15
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4
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9
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6
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15
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Gouriéroux, Christian
14
Gagliardini, Patrick
10
Renault, Eric
6
Jasiak, Joann
4
Xu, Peng
2
Auray, Stéphane
1
Lepage-Saucier, Nicolas
1
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1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
4
Journal of econometrics
2
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2
Swiss Finance Institute Research Paper
2
CEA_372Cass working paper series
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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Doubly robust GMM inference and differentiated products demand models
Auray, Stéphane
;
Lepage-Saucier, Nicolas
;
Tuvaandorj, …
-
2018
Persistent link: https://www.econbiz.de/10012237172
Saved in:
2
The tradability premium on the S&P 500 Index
Gouriéroux, Christian
;
Jasiak, Joann
;
Xu, Peng
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 461-495
Persistent link: https://www.econbiz.de/10011623634
Saved in:
3
Efficiency in large dynamic panel models with common factors
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Econometric theory
30
(
2014
)
5
,
pp. 961-1020
Persistent link: https://www.econbiz.de/10010502133
Saved in:
4
Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 613-637
Persistent link: https://www.econbiz.de/10012149372
Saved in:
5
Efficient derivative pricing by extended method of moments
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Renault, Eric
-
2005
Persistent link: https://www.econbiz.de/10002771895
Saved in:
6
Efficient derivative pricing by extended method of moments
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Renault, Eric
-
2004
Persistent link: https://www.econbiz.de/10002597912
Saved in:
7
Efficient derivative pricing by the extended method of moments
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Renault, Eric
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
4
,
pp. 1181-1232
Persistent link: https://www.econbiz.de/10009267024
Saved in:
8
Efficient derivative pricing by extended methods of moments
Gagliardini, Patrick
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003806842
Saved in:
9
Non-tradable S&P 500 index and the pricing of its traded derivatives
Gouriéroux, Christian
;
Jasiak, Joann
;
Xu, Peng
-
2013
Persistent link: https://www.econbiz.de/10009753202
Saved in:
10
Efficiency in large dynamic panel models with common factor
Gagliardini, Patrick
;
Gouriéroux, Christian
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10003988271
Saved in:
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