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Covariance matrix estimation
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91
Small sample properties of GMM for business cycle analysis
Christiano, Lawrence J.
;
Den Haan, Wouter J.
-
1994
Persistent link: https://www.econbiz.de/10000903874
Saved in:
92
GMM estimation of a stochastic volatility model : a Monte Carlo study
Andersen, Torben
-
1995
Persistent link: https://www.econbiz.de/10000932332
Saved in:
93
GMM inference when the number of moment conditions is large
Koenker, Roger
;
Machado, José A. F.
-
1996
Persistent link: https://www.econbiz.de/10000933190
Saved in:
94
Small sample properties of GMM for business cycle analysis
Christiano, Lawrence J.
;
Den Haan, Wouter J.
-
1995
Persistent link: https://www.econbiz.de/10000934956
Saved in:
95
Generalized method of moments (GMM) with some nonstationary variables
Kim, Chae-yŏng
-
1995
Persistent link: https://www.econbiz.de/10000952796
Saved in:
96
An examination of the dynamic behavior of local governments using GMM bootstrapping methods
Dahlberg, Matz
;
Johansson, Eva
-
1997
Persistent link: https://www.econbiz.de/10000962921
Saved in:
97
An introduction to the generalized method of moments
Ōgaki, Masao
-
1992
Persistent link: https://www.econbiz.de/10000831130
Saved in:
98
Small sample properties of GMM for business cycle analysis
Christiano, Lawrence J.
;
Den Haan, Wouter J.
-
1995
Persistent link: https://www.econbiz.de/10000915814
Saved in:
99
Small sample properties of GMM for business cycle analysis
Christiano, Lawrence J.
;
Den Haan, Wouter J.
-
1995
Persistent link: https://www.econbiz.de/10000922496
Saved in:
100
Alternative GMM methods for nonlinear panel data models
Breitung, Jörg
;
Lechner, Michael
-
1998
Persistent link: https://www.econbiz.de/10000996772
Saved in:
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