IDEAS home Printed from https://ideas.repec.org/r/cup/cbooks/9780521660136.html
   My bibliography  Save this item

Generalized Method of Moments Estimation

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Demir, İshak, 2014. "Monetary policy responses to the exchange rate: Empirical evidence from the ECB," Economic Modelling, Elsevier, vol. 39(C), pages 63-70.
  2. Matteo Richiardi, 2003. "The Promises and Perils of Agent-Based Computational Economics," LABORatorio R. Revelli Working Papers Series 29, LABORatorio R. Revelli, Centre for Employment Studies.
  3. Alexandre Carvalho & Daniel da Mata & Kenneth M. Chomitz, 2005. "Estimation of Multiequation Cross-Section Models in the Presence of Spatial Autocorrelation," Discussion Papers 1111, Instituto de Pesquisa Econômica Aplicada - IPEA.
  4. Inkmann, Joachim, 2001. "Accounting for Nonresponse Heterogeneity in Panel Data," CoFE Discussion Papers 01/03, University of Konstanz, Center of Finance and Econometrics (CoFE).
  5. Lux, Thomas & Morales-Arias, Leonardo, 2009. "Forecasting volatility under fractality, regime-switching, long memory and student-t innovations," Kiel Working Papers 1532, Kiel Institute for the World Economy (IfW Kiel).
  6. Rosenblatt-Wisch, Rina, 2008. "Loss aversion in aggregate macroeconomic time series," European Economic Review, Elsevier, vol. 52(7), pages 1140-1159, October.
  7. Chatelain, Jean-Bernard & Teurlai, Jean-Christophe, 2001. "Pitfalls in investment Euler equations," Economic Modelling, Elsevier, vol. 18(2), pages 159-179, April.
  8. Huse, Cristian, 2011. "Term structure modelling with observable state variables," Journal of Banking & Finance, Elsevier, vol. 35(12), pages 3240-3252.
  9. Lux, Thomas & Morales-Arias, Leonardo & Sattarhoff, Cristina, 2011. "A Markov-switching multifractal approach to forecasting realized volatility," Kiel Working Papers 1737, Kiel Institute for the World Economy (IfW Kiel).
  10. Leonel Muinelo-Gallo & Adrián Rodríguez-Miranda & Pablo Castro-Scavone, 2016. "Intergovernmental Transfers and Regional Income Inequalities: An Empirical Analysis of Uruguay," Hacienda Pública Española / Review of Public Economics, IEF, vol. 219(4), pages 9-34, December.
  11. Akbar, Muhammad & Ahmad, Eatzaz, 2021. "Repercussions of exchange rate depreciation on the economy of Pakistan: Simulation analysis using macroeconometric model," Journal of Policy Modeling, Elsevier, vol. 43(3), pages 574-600.
  12. Bruno Chiarini & Elisabetta Marzano, 2006. "Market consumption and hidden consumption. A test for substitutability," Applied Economics, Taylor & Francis Journals, vol. 38(6), pages 707-716.
  13. Groen, Jan J J & Kleibergen, Frank, 2003. "Likelihood-Based Cointegration Analysis in Panels of Vector Error-Correction Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(2), pages 295-318, April.
  14. Denis Kojevnikov, 2021. "The Bootstrap for Network Dependent Processes," Papers 2101.12312, arXiv.org.
  15. Stanislav Anatolyev, 2007. "Optimal Instruments In Time Series: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 21(1), pages 143-173, February.
  16. Olaf Hübler, 2006. "Multilevel and Nonlinear Panel Data Models," Springer Books, in: Olaf Hübler & Jachim Frohn (ed.), Modern Econometric Analysis, chapter 9, pages 119-135, Springer.
  17. Majid M. Al-Sadoon & Tong Li & M. Hashem Pesaran, 2017. "Exponential class of dynamic binary choice panel data models with fixed effects," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 898-927, October.
  18. Luca Guerrieri & Christopher Gust & J. David López-Salido, 2010. "International Competition and Inflation: A New Keynesian Perspective," American Economic Journal: Macroeconomics, American Economic Association, vol. 2(4), pages 247-280, October.
  19. Ravenna, Federico & Walsh, Carl E., 2008. "Vacancies, unemployment, and the Phillips curve," European Economic Review, Elsevier, vol. 52(8), pages 1494-1521, November.
  20. Fertig, Michael & Schmidt, Christoph M., 2000. "Aggregate-Level Migration Studies as a Tool for Forecasting Future Migration Streams," IZA Discussion Papers 183, Institute of Labor Economics (IZA).
  21. repec:elg:eechap:14395_7 is not listed on IDEAS
  22. Park, Suk K. & Ahn, Sung K. & Cho, Sinsup, 2011. "Generalized method of moments estimation for cointegrated vector autoregressive models," Computational Statistics & Data Analysis, Elsevier, vol. 55(9), pages 2605-2618, September.
  23. Kiefer, Nicholas M. & Vogelsang, Timothy J., 2005. "A New Asymptotic Theory For Heteroskedasticity-Autocorrelation Robust Tests," Econometric Theory, Cambridge University Press, vol. 21(6), pages 1130-1164, December.
  24. Hübler, Olaf, 2005. "Panel Data Econometrics: Modelling and Estimation," Hannover Economic Papers (HEP) dp-319, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  25. Christian A. Vossler, 2013. "Analyzing repeated-game economics experiments: robust standard errors for panel data with serial correlation," Chapters, in: John A. List & Michael K. Price (ed.), Handbook on Experimental Economics and the Environment, chapter 3, pages 89-112, Edward Elgar Publishing.
  26. Ravenna, Federico & Walsh, Carl E., 2006. "Optimal monetary policy with the cost channel," Journal of Monetary Economics, Elsevier, vol. 53(2), pages 199-216, March.
  27. Andreas P. Kyriacou & Leonel Muinelo-Gallo & Oriol Roca-Sagalés, 2015. "Regional inequalities, fiscal decentralization and government quality: empirical evidence from simultaneous equations," Working Papers. Collection A: Public economics, governance and decentralization 1501, Universidade de Vigo, GEN - Governance and Economics research Network.
  28. Nicolas Péridy, 2003. "Exchange rate volatility, sectoral trade, and the aggregation bias," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 139(3), pages 389-418, September.
  29. Erik Biørn, 2002. "Handling the measurement error problem by means of panel data: Moment methods applied on firm data," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 B6-1, International Conferences on Panel Data.
  30. repec:awi:wpaper:0462 is not listed on IDEAS
  31. Bellmann, Lutz & Caliendo, Marco & Hujer, Reinhard & Radic, Dubravko, 2002. "Beschäftigungswirkungen technisch-organisatorischen Wandels : eine mikroökonometrische Analyse mit dem Linked IAB-Panel (Technological and organisational change and its effects on employment : a micro," Mitteilungen aus der Arbeitsmarkt- und Berufsforschung, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 35(4), pages 506-522.
  32. Muinelo-Gallo, Leonel & Rodriguez-Miranda, Adrián & Castro-Scavone, Pablo, 2017. "Intergovernmental transfers and regional income inequalities in Uruguay," MPRA Paper 76983, University Library of Munich, Germany.
  33. Herwartz, Helmut & Morales-Arias, Leonardo, 2010. "An empirical analysis of the relationship between US monetary policy and international asset prices," Kiel Working Papers 1581, Kiel Institute for the World Economy (IfW Kiel).
  34. Aktham Maghyereh, 2005. "Dynamic Capital Structure: Evidence From The Small Developing Country Of Jordan," IIUM Journal of Economics and Management, IIUM Journal of Economis and Management, vol. 13(1), pages 1-32, June.
  35. Kokosalakis, George & Merika, Anna & Triantafyllou, Anna, 2021. "Energy efficiency and emissions control: The response of the second-hand containerships sector," Energy Economics, Elsevier, vol. 100(C).
  36. Annie Qu & Bruce G. Lindsay, 2003. "Building adaptive estimating equations when inverse of covariance estimation is difficult," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(1), pages 127-142, February.
  37. Calvin Atewamba & Bruno Nkuiya, 2017. "Testing the Assumptions and Predictions of the Hotelling Model," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 66(1), pages 169-203, January.
  38. Andrikopoulos, Andreas & Merika, Anna & Merikas, Andreas & Sigalas, Christos, 2021. "Related party transactions and principal-principal conflicts in public companies: Evidence from the maritime shipping industry," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 145(C).
  39. Bellmann, Lutz & Caliendo, Marco & Hujer, Reinhard & Radic, Dubravko, 2002. "Beschäftigungswirkungen technisch-organisatorischen Wandels : eine mikroökonometrische Analyse mit dem Linked IAB-Panel (Technological and organisational change and its effects on employment : a micro," Mitteilungen aus der Arbeitsmarkt- und Berufsforschung, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 35(4), pages 506-522.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.