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Moment-based tests under parameter uncertainty
Bontemps, Christian - In: The review of economics and statistics 101 (2019) 1, pp. 146-159
Persistent link: https://www.econbiz.de/10012039390
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GMM with weak identification
Stock, James H.; Wright, Jonathan H. - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 5, pp. 1055-1096
Persistent link: https://www.econbiz.de/10001510570
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Essays in forecast evaluation
Giacomini, Raffaella - 2003
Persistent link: https://www.econbiz.de/10003622452
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Tests of mean-variance spanning
Kan, Raymond (contributor); Zhou, Guofu (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001681234
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Tests of mean-variance spanning
Kan, Raymond; Zhou, Guofu - In: Annals of economics and finance 13 (2012) 1, pp. 139-187
Persistent link: https://www.econbiz.de/10009558304
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Structural estimation of the New-Keynesian model : a formal test of backward- and forward-looking behavior
Jang, Tae-Seok - 2012
This paper attempts to uncover the empirical relationship between the price-setting/consumer behavior and the sources of persistence in inflation and output. First, a small-scale New-Keynesian model (NKM) is examined using the method of moment and maximum likelihood estimators with US data from...
Persistent link: https://www.econbiz.de/10009563776
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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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Structural estimation of the New-Keynesian model : a formal test of backward- and forward-looking behavior
Jang, Tae-Seok - In: DSGE models in macroeconomics : estimation, evaluation, …, (pp. 421-467). 2012
Persistent link: https://www.econbiz.de/10009682773
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A common-feature approach for testing present-value restrictions with financial data
Hecq, Alain W. J.; Issler, João Victor - 2012
Persistent link: https://www.econbiz.de/10009500252