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Method of moments
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ECONIS (ZBW)
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BASE
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Other ZBW resources
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1
Estimating preference parameters from stock returns using simulated method of moments
Biswas, Anindya Kumar
;
Mandal, Biwwajit
- In:
Annals of financial economics
11
(
2016
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011504190
Saved in:
2
Measurement errors in a spatial context
Le Gallo, Julie
;
Fingleton, Bernard
- In:
Regional science & urban economics
42
(
2012
)
1/2
,
pp. 114-125
Persistent link: https://www.econbiz.de/10009621220
Saved in:
3
Investor expectations, earnings management, and asset prices
Du, Kai
- In:
Journal of economic dynamics & control
105
(
2019
),
pp. 134-157
Persistent link: https://www.econbiz.de/10012131947
Saved in:
4
Sectoral price rigidity and aggregate dynamics
Bouakez, Hafedh
;
Cardia, Emanuela
;
Ruge-Murcia, …
- In:
European economic review : EER
65
(
2014
),
pp. 1-22
Persistent link: https://www.econbiz.de/10010421798
Saved in:
5
Testing for structural breaks in factor copula models
Manner, Hans
;
Stark, Florian
;
Wied, Dominik
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 324-345
Persistent link: https://www.econbiz.de/10012145023
Saved in:
6
Skewness risk and bond prices
Ruge-Murcia, Francisco Javier
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 379-400
Persistent link: https://www.econbiz.de/10011690214
Saved in:
7
Why aren’t developed countries saving?
Dobrescu, Loretti I.
;
Kotlikoff, Laurence J.
;
Motta, Alberto
- In:
European economic review : EER
56
(
2012
)
6
,
pp. 1261-1275
Persistent link: https://www.econbiz.de/10009696330
Saved in:
8
The expected real return to equity
Warusawitharana, Missaka
- In:
Journal of economic dynamics & control
37
(
2013
)
9
,
pp. 1929-1946
Persistent link: https://www.econbiz.de/10009786055
Saved in:
9
Moment set selection for the SMM using simple machine learning
Zila, Eric
;
Kukacka, Jiri
- In:
Journal of economic behavior & organization : JEBO
212
(
2023
),
pp. 366-391
Persistent link: https://www.econbiz.de/10014472224
Saved in:
10
A monitoring procedure for detecting structural breaks in factor copula models
Manner, Hans
;
Stark, Florian
;
Wied, Dominik
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
4
,
pp. 171-192
Persistent link: https://www.econbiz.de/10012657681
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