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GMM estimation of mixtures from grouped data : an application to income distributions

Griffiths, William E.; Hajargasht, Gholamreza - 2012

Persistent link: https://www.econbiz.de/10009553187

Inference for income distributions using grouped data

Hajargsht, Gholamreza; Griffiths, William E.; Brice, Joseph - 2012

Persistent link: https://www.econbiz.de/10009553207

Asymmetry, partial moments, and production risk

Antle, John M. - In: American journal of agricultural economics 92 (2010) 5, pp. 1294-1309

Persistent link: https://www.econbiz.de/10009238930

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

Option data, missing tails, and the intraday variation of implied moments

Ivanovas, Anselm - 2015

Die risikoneutrale Verteilung von Renditen, wie sie von S&P 500 Optionen impliziert wird, ist ein seit Jahren beliebtes Forschungsthema in den Finanzwissenschaften. Durch ihre vorausschauende Eigenschaft liefert diese Verteilung und im Speziellen ihre Momente, wertvolle Einsichten in die...

Persistent link: https://www.econbiz.de/10010510195

Momentum profit fluctuations in seasonal conditions due to default probability

Lee, Nicholas Rueilin; Liu, Jung Fang; Lin, Yih-Bey; … - In: The empirical economics letters : a monthly … 13 (2014) 6, pp. 715-722

Persistent link: https://www.econbiz.de/10010520042

Probabilistic and statistical properties of moment variations and their use in inference and estimation based on high requency return data

Lee, Kyungsub - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 19-36

Persistent link: https://www.econbiz.de/10011431109

On GMM estimation of distributions from grouped data

Griffiths, William E.; Hajargasht, Gholamreza - In: Economics letters 126 (2015), pp. 122-126

Persistent link: https://www.econbiz.de/10011376440

Geography of crop yield skewness

Du, Xiaodong; Yu, Cindy L.; Hennessy, David A.; Miao, … - In: Agricultural economics : the journal of the … 46 (2015) 4, pp. 463-473

Persistent link: https://www.econbiz.de/10011306040

Modeling maximum entropy distributions for financial returns by moment combination and selection

Chen, Yi-ting - In: Journal of financial econometrics : official journal of … 13 (2015) 2, pp. 414-455

Persistent link: https://www.econbiz.de/10011339297

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