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On tests of representative consumer asset pricing models
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- Andersen, Torben G & Sorensen, Bent E, 1996.
"GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 14(3), pages 328-352, July.
- Torben G. Andersen & Hyung-Jin Chung & Bent E. Sorensen, "undated". "EMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study," Computing in Economics and Finance 1997 6, Society for Computational Economics.
- Torben G. Andersen & Bent E. Sorensen, 1995. "GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study," Discussion Papers 95-19, University of Copenhagen. Department of Economics.
- Galeotti, Marzio & Maccini, Louis J. & Schiantarelli, Fabio, 2005.
"Inventories, employment and hours,"
Journal of Monetary Economics, Elsevier, vol. 52(3), pages 575-600, April.
- Marzio Galeotti & Louis J. Maccini & Fabio Schiantarelli, 2002. "Inventories, Employment and Hours," Boston College Working Papers in Economics 522, Boston College Department of Economics.
- Marzio Galeotti & Louis J. Maccini & Fabio Schiantarelli, 2002. "Inventories, employment and hours," Working Papers (-2012) 0202, University of Bergamo, Department of Economics.
- Galeotti, Marzio & Maccini, Louis J. & Schiantarelli, Fabio, 2002. "Inventories, Employment and Hours," IZA Discussion Papers 458, Institute of Labor Economics (IZA).
- Marzio Galeotti & Louis J Maccini & Fabio Schiantarelli, 2002. "Inventories Employment and Hours," Economics Working Paper Archive 473, The Johns Hopkins University,Department of Economics.
- Acharya, Viral V. & Imbierowicz, Björn & Steffen, Sascha & Teichmann, Daniel, 2020.
"Does the lack of financial stability impair the transmission of monetary policy?,"
Journal of Financial Economics, Elsevier, vol. 138(2), pages 342-365.
- Acharya, Viral V. & Imbierowicz, Björn & Steffen, Sascha & Teichmann, Daniel, 2015. "Does Lack of Financial Stability Impair the Transmission of Monetary Policy?," HIT-REFINED Working Paper Series 24, Institute of Economic Research, Hitotsubashi University.
- Viral V. Acharya & Björn Imbierowicz & Sascha Steffen & Daniel Teichmann, 2019. "Does the Lack of Financial Stability Impair the Transmission of Monetary Policy?," NBER Working Papers 26479, National Bureau of Economic Research, Inc.
- Acharya, Viral V. & Imbierowicz, Björn & Steffen, Sascha & Teichmann, Daniel, 2019. "Does the lack of financial stability impair the transmission of monetary policy?," CFS Working Paper Series 620, Center for Financial Studies (CFS).
- Acharya, Viral V. & Imbierowicz, Björn & Steffen, Sascha & Teichmann, Daniel, 2019. "Does the lack of financial stability impair the transmission of monetary policy?," Discussion Papers 48/2019, Deutsche Bundesbank.
- Xiaohong Chen & Timothy Christensen & Keith O’Hara & Elie Tamer, 2016.
"MCMC Confidence sets for Identified Sets,"
Cowles Foundation Discussion Papers
2037R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2016.
- Xiaohong Chen & Timothy M. Christensen & Keith O'Hara & Elie Tamer, 2016. "MCMC confidence sets for identified sets," CeMMAP working papers CWP28/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Xiaohong Chen & Timothy Christensen & Elie Tamer, 2016. "MCMC Confidence sets for Identified Sets," Cowles Foundation Discussion Papers 2037, Cowles Foundation for Research in Economics, Yale University.
- Claudio Campanale & Rui Castro & Gian Luca Clementi, 2010.
"Asset Pricing in a Production Economy with Chew-Dekel Preferences,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(2), pages 379-402, April.
- Claudio Campanale & Rui Castro & Gian Luca Clementi, 2007. "Asset Pricing in a Production Economy with Chew-Dekel Preferences," Working Paper series 07_07, Rimini Centre for Economic Analysis.
- CAMPANALE, Claudio & CASTRO, Rui & CLEMENTI, Gian Luca, 2009. "Asset Pricing in a Production Economy with Chew-Dekel Preferences," Cahiers de recherche 10-2009, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- CAMPANALE, Claudio & CASTRO, Rui & CLEMENTI, Gian Luca, 2009. "Asset Pricing in a Production Economy with Chew–Dekel Preferences," Cahiers de recherche 2009-09, Universite de Montreal, Departement de sciences economiques.
- Claudio Campanale & Rui Castro & Gian Luca Clementi, 2007. "Asset Pricing in a Production Economy with Chew-Dekel Preferences," Working Papers 07-12, New York University, Leonard N. Stern School of Business, Department of Economics.
- Allen, Jason & Gregory, Allan W. & Shimotsu, Katsumi, 2011.
"Empirical likelihood block bootstrapping,"
Journal of Econometrics, Elsevier, vol. 161(2), pages 110-121, April.
- Jason Allen & Allan Gregory & Katsumi Shimotsu, 2008. "Empirical Likelihood Block Bootstrapping," Working Paper 1156, Economics Department, Queen's University.
- Jason Allen & Allan Gregory & Katsumi Shimotsu, 2008. "Empirical Likelihood Block Bootstrapping," Staff Working Papers 08-18, Bank of Canada.
- Allen, Jason & Gregory, Allan W. & Shimotsu, Katsumi & 下津, 克己, 2010. "Empirical Likelihood Block Bootstrapping," Discussion Papers 2010-01, Graduate School of Economics, Hitotsubashi University.
- Scheufele, Rolf, 2010.
"Evaluating the German (New Keynesian) Phillips curve,"
The North American Journal of Economics and Finance, Elsevier, vol. 21(2), pages 145-164, August.
- Scheufele, Rolf, 2008. "Evaluating the German (New Keynesian) Phillips Curve," IWH Discussion Papers 10/2008, Halle Institute for Economic Research (IWH).
- A. Johri & M-A. Letendre, 2001. "Labour Market Dynamics in RBC Models," Department of Economics Working Papers 2001-03, McMaster University.
- Borovička, Jaroslav & Stachurski, John, 2021.
"Stability of equilibrium asset pricing models: A necessary and sufficient condition,"
Journal of Economic Theory, Elsevier, vol. 193(C).
- Jaroslav Borovicka & John Stachurski, 2019. "Stability of Equilibrium Asset Pricing Models: A Necessary and Sufficient Condition," Papers 1910.00778, arXiv.org, revised Feb 2021.
- Joachim Inkmann, 2000.
"Finite Sample Properties of One-Step, Two-Step and Bootstrap Empirical Likelihood Approaches to Efficient GMM Estimation,"
Econometric Society World Congress 2000 Contributed Papers
0332, Econometric Society.
- Inkmann, Joachim, 2000. "Finite Sample Properties of One-step, Two-step and Bootstrap Empirical Likelihood Approaches to Efficient GMM Estimation," CoFE Discussion Papers 00/03, University of Konstanz, Center of Finance and Econometrics (CoFE).
- Kenneth D. West & David W. Wilcox, 1993.
"Some evidence on finite sample behavior of an instrumental variables estimator of the linear quadratic inventory model,"
Finance and Economics Discussion Series
93-29, Board of Governors of the Federal Reserve System (U.S.).
- Kenneth D. West & David W. Wilcox, 1993. "Some Evidence on Finite Sample Behavior of an Instrumental Variables Estimator of the Linear Quadtratic Inventory Model," NBER Technical Working Papers 0139, National Bureau of Economic Research, Inc.
- Mehmet Caner, 2010.
"Exponential Tilting with Weak Instruments: Estimation and Testing,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 72(3), pages 307-325, June.
- Mehmet Caner, 2005. "Exponential Tilting with Weak Instruments: Estimation and Testing," Econometrics 0509017, University Library of Munich, Germany.
- Narayana Kocherlakota & Luigi Pistaferri, 2009.
"Asset Pricing Implications of Pareto Optimality with Private Information,"
Journal of Political Economy, University of Chicago Press, vol. 117(3), pages 555-590, June.
- Narayana R. Kocherlakota & Luigi Pistaferri, 2004. "Asset Pricing Implications of Pareto Optimality with Private Information," Levine's Bibliography 122247000000000508, UCLA Department of Economics.
- Narayana R Kocherlakota & Luigi Pistaferri, 2005. "Asset Pricing Implications of Pareto Optimality with Private Information," Levine's Bibliography 784828000000000507, UCLA Department of Economics.
- Narayana R. Kocherlakota & Luigi Pistaferri, 2007. "Asset Pricing Implications of Pareto Optimality with Private Information," Levine's Bibliography 321307000000000701, UCLA Department of Economics.
- Pistaferri, Luigi & Kocherlakota, Narayana, 2005. "Asset Pricing Implications of Pareto Optimality with Private Information," CEPR Discussion Papers 4930, C.E.P.R. Discussion Papers.
- Kocherlakota, Narayana R. & Pistaferri, Luigi, 2005. "Asset pricing implications of Pareto optimality with private information," Discussion Paper Series 1: Economic Studies 2005,29, Deutsche Bundesbank.
- Hamori, Shigeyuki, 1997. "Risk premiums and conditional covariances in tests of asset pricing models: Some evidence from Japan," Japan and the World Economy, Elsevier, vol. 9(3), pages 413-430, August.
- Masao Ogaki & Carmen M. Reinhart, 1998.
"Measuring Intertemporal Substitution: The Role of Durable Goods,"
Journal of Political Economy, University of Chicago Press, vol. 106(5), pages 1078-1098, October.
- Reinhart, Carmen & Ogaki, Masao, 1995. "Measuring intertemporal substitution: The role of durable goods," MPRA Paper 13690, University Library of Munich, Germany.
- Ogaki, M & Reinhart, C-M, 1995. "Measuring Intertemporal Substitution : The Role of Durable Goods," RCER Working Papers 404, University of Rochester - Center for Economic Research (RCER).
- Marco Haan & Hans Maks, 1996.
"Stackelberg and Cournot competition under equilibrium limit pricing,"
Journal of Economic Studies, Emerald Group Publishing Limited, vol. 23(5/6), pages 110-127, December.
- Haan, M. & Maks, J.A.H., 1996. "Stackelberg and Cournot competition under equilibrium limit pricing," Research Memorandum 003, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Chistiano, Lawrence J & den Haan, Wouter J, 1996.
"Small-Sample Properties of GMM for Business-Cycle Analysis,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 14(3), pages 309-327, July.
- Lawrence J. Christiano & Wouter J. Den Haan, 1995. "Small sample properties of GMM for business cycle analysis," Working Paper Series, Macroeconomic Issues 95-3, Federal Reserve Bank of Chicago.
- Lawrence J. Christiano & Wouter J. Den Haan, 1995. "Small Sample Properties of GMM for Business Cycle Analysis," NBER Technical Working Papers 0177, National Bureau of Economic Research, Inc.
- Lawrence J. Christiano & Wouter J. Den Haan, 1995. "Small sample properties of GMM for business cycle analysis," Staff Report 199, Federal Reserve Bank of Minneapolis.
- Stanislav Anatolyev, 2007.
"Optimal Instruments In Time Series: A Survey,"
Journal of Economic Surveys, Wiley Blackwell, vol. 21(1), pages 143-173, February.
- Stanislav Anatolyev, 2005. "Optimal Instruments in Time Series: A Survey," Working Papers w0069, New Economic School (NES).
- Stanislav Anatolyev, 2005. "Optimal Instruments in Time Series: A Survey," Working Papers w0069, Center for Economic and Financial Research (CEFIR).
- Eric LANGLAIS, 2008.
"On Insurance Contract Design For Low Probability Events,"
Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 3(2(4)_Summ).
- Eric Langlais, 2008. "On insurance contract design for low probability events," Cahiers du CEREFIGE 0809, CEREFIGE (Centre Europeen de Recherche en Economie Financiere et Gestion des Entreprises), Universite de Lorraine, revised 2008.
- Eric Langlais, 2008. "On insurance contract design for low probability events," Working Papers hal-04140722, HAL.
- Eric Langlais, 2008. "On insurance contract design for low probability events," EconomiX Working Papers 2008-33, University of Paris Nanterre, EconomiX.
- Pancrazi, Roberto, 2014.
"How beneficial was the Great Moderation after all?,"
Journal of Economic Dynamics and Control, Elsevier, vol. 46(C), pages 73-90.
- Pancrazi, Roberto, 2013. "How Benefcial Was the Great Moderation After All?," Economic Research Papers 270533, University of Warwick - Department of Economics.
- Pancrazi, Roberto, 2013. "How Beneficial was the Great Moderation After All?," The Warwick Economics Research Paper Series (TWERPS) 1016, University of Warwick, Department of Economics.
- Caner, Mehmet, 2008.
"Nearly-singular design in GMM and generalized empirical likelihood estimators,"
Journal of Econometrics, Elsevier, vol. 144(2), pages 511-523, June.
- Mehmet Caner, 2005. "Nearly Singular Design In Gmm And Generalized Empirical Likelihood Estimators," Econometrics 0509019, University Library of Munich, Germany.
- Patrick Fève & François Langot, 1995. "La méthode des moments généralisés et ses extensions : théorie et applications en macro-économie," Économie et Prévision, Programme National Persée, vol. 119(3), pages 139-170.
- Chatelain, Jean-Bernard & Teurlai, Jean-Christophe, 2001.
"Pitfalls in investment Euler equations,"
Economic Modelling, Elsevier, vol. 18(2), pages 159-179, April.
- Jean-Bernard Chatelain & Jean-Christophe Teurlai, 2001. "Pitfalls in Investment Euler Equations," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00432130, HAL.
- Jean-Bernard Chatelain & Jean-Christophe Teurlai, 2001. "Pitfalls in Investment Euler Equations," Post-Print halshs-00432130, HAL.
- Chatelain, J.-B. & Teurlai, J.-C., 2001. "Pitfalls in Investment Euler Equations," Working papers 81, Banque de France.
- Robert Amano & Tony S. Wirjanto, "undated".
"An Empirical Investigation into Government Spending and Private Sector Behaviour,"
Staff Working Papers
94-8, Bank of Canada.
- Robert A. Amano & Tony S. Wirjanto, 1995. "An Empirical Investigation into Government Spending and Private Sector Behaviour," Macroeconomics 9502005, University Library of Munich, Germany.
- Andrei Semenov, 2004.
"Asset Pricing with Idiosyncratic Consumption Risk and Limited Participation,"
Working Papers
2004_1, York University, Department of Economics.
- Andrei SEMENOV, 2010. "Asset Pricing with Idiosyncratic Consumption Risk and Limited Participation," EcoMod2004 330600126, EcoMod.
- Wagenvoort, Rien & Waldmann, Robert, 2002. "On B-robust instrumental variable estimation of the linear model with panel data," Journal of Econometrics, Elsevier, vol. 106(2), pages 297-324, February.
- Alastair R. Hall, 2015. "Econometricians Have Their Moments: GMM at 32," The Economic Record, The Economic Society of Australia, vol. 91(S1), pages 1-24, June.
- Franke, Reiner & Westerhoff, Frank, 2012.
"Structural stochastic volatility in asset pricing dynamics: Estimation and model contest,"
Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1193-1211.
- Franke, Reiner & Westerhoff, Frank, 2011. "Structural stochastic volatility in asset pricing dynamics: Estimation and model contest," BERG Working Paper Series 78, Bamberg University, Bamberg Economic Research Group.
- Alexis Akira Toda & Kieran James Walsh, 2017.
"Fat tails and spurious estimation of consumption‐based asset pricing models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(6), pages 1156-1177, September.
- Toda, Alexis Akira & Walsh, Kieran James, 2016. "Fat Tails and Spurious Estimation of Consumption-Based Asset Pricing Models," MPRA Paper 78980, University Library of Munich, Germany.
- Toda, Alexis Akira & Walsh, Kieran James, 2017. "Fat tails and spurious estimation of consumption-based asset pricing models," University of California at San Diego, Economics Working Paper Series qt8df3x7gw, Department of Economics, UC San Diego.
- Letendre, Marc-Andre, 2004.
"Semi-parametric predictions of the intertemporal approach to the current account,"
Journal of International Economics, Elsevier, vol. 64(2), pages 363-386, December.
- M-A. Letendre, 2002. "Semi-Parametric Predictions of the Intertemporal Approach to the Current Account," Department of Economics Working Papers 2002-01, McMaster University.
- Marcel Fafchamps & Måns Söderbom, 2004.
"Wages and Labor Management in African Manufacturing,"
Development and Comp Systems
0409043, University Library of Munich, Germany.
- Marcel Fafchamps & Måns Söderbom, 2004. "Wages and Labor Management in African Manufacturing," CSAE Working Paper Series 2004-02, Centre for the Study of African Economies, University of Oxford.
- Cogley, Timothy, 2001. "Estimating and testing rational expectations models when the trend specification is uncertain," Journal of Economic Dynamics and Control, Elsevier, vol. 25(10), pages 1485-1525, October.
- Waqas Ahmed & Adnan Haider & Javed Iqbal, 2012.
"Estimation of Discount Factor ß and Coefficient of Relative Risk Aversion ? in Selected Countries,"
Working Papers
id:5087, eSocialSciences.
- Waqas Ahmed & Adnan Haider & Javed Iqbal, 2012. "Estimation of Discount Factor and Coefficient of Relative Risk Aversion in Selected Countries," SBP Working Paper Series 53, State Bank of Pakistan, Research Department.
- Arief Ramayandi, 2007. "Approximating Monetary Policy: Case Study for the ASEAN-5," Working Papers in Economics and Development Studies (WoPEDS) 200707, Department of Economics, Padjadjaran University, revised Aug 2007.
- James H. Stock & Jonathan Wright, 1996. "Asymptotics for GMM Estimators with Weak Instruments," NBER Technical Working Papers 0198, National Bureau of Economic Research, Inc.
- Marquering, Wessel & Verbeek, Marno, 1999.
"An empirical analysis of intertemporal asset pricing models with transaction costs and habit persistence,"
Journal of Empirical Finance, Elsevier, vol. 6(3), pages 243-265, September.
- Wessel Marquering & Marno Verbeek, 1998. "An Empirical Analysis of Intertemporal Asset Pricing Models with Transaction Costs and Habit Persistence," Working Papers of Department of Economics, Leuven ces9824, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Wessel Marquering & Marno Verbeek, 1998. "An Empirical Analysis of Intertemporal Asset Pricing Models with Transaction Costs and Habit Persistence," Working Papers of Department of Economics, Leuven 501285, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Mehmet Caner, 2005. "Nearly Singular design in gmm and generalized empirical likelihood estimators," Working Paper 211, Department of Economics, University of Pittsburgh, revised Jan 2005.
- Martínez-Iriarte, Julián & Sun, Yixiao & Wang, Xuexin, 2020.
"Asymptotic F tests under possibly weak identification,"
Journal of Econometrics, Elsevier, vol. 218(1), pages 140-177.
- Martínez-Iriarte, Julián & Sun, Yixiao & Wang, Xuexin, 2019. "Asymptotic F Tests under Possibly Weak Identification," University of California at San Diego, Economics Working Paper Series qt6qk200q8, Department of Economics, UC San Diego.
- Julian Martinez-Iriarte & Yixiao Sun & Xuexin Wang, 2019. "Asymptotic F Tests under Possibly Weak Identification," Working Papers 2019-03-12, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Florens, C. & Jondeau, E. & Le Bihan, H., 2001.
"Assessing GMM Estimates of the Federal Reserve Reaction Function,"
Working papers
83, Banque de France.
- Clémentine Florens & Eric Jondeau & Hervé Le Bihan, 2001. "Assessing GMM Estimates of the Federal Reserve Reaction Function," Econometrics 0111003, University Library of Munich, Germany.
- Wang, Zhi, 2000. "Production-based asset pricing: a cross-industry study," ISU General Staff Papers 2000010108000013294, Iowa State University, Department of Economics.
- Kasa, Kenneth, 1997. "Consumption-based versus production-based models of international equity markets," Journal of International Money and Finance, Elsevier, vol. 16(5), pages 653-680, September.
- Rui Castro & Claudio Campanale & Gian Luca Clementi, 2007.
"Asset Pricing in a General Equilibrium Production Economy with Chew-Dekel Risk Preferences,"
2007 Meeting Papers
503, Society for Economic Dynamics.
- Claudio Campanale & Gian Luca Clementi & Rui Castro, 2008. "Asset Pricing in a General Equilibrium Production Economy with Chew-Dekel Risk Preferences," Working Papers. Serie AD 2008-14, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Pakoš, Michal, 2011.
"Estimating Intertemporal and Intratemporal Substitutions When Both Income and Substitution Effects Are Present: The Role of Durable Goods,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 29(3), pages 439-454.
- Michal Pakoš, 2011. "Estimating Intertemporal and Intratemporal Substitutions When Both Income and Substitution Effects Are Present: The Role of Durable Goods," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(3), pages 439-454, July.
- Pakos, Michal, 2011. "Estimating Intertemporal and Intratemporal Substitutions When Both Income and Substitution Effects are Present: The Role of Durable Goods," MPRA Paper 43534, University Library of Munich, Germany.
- pakos, michal, 2011. "Estimating intertemporal and intratemporal substitutions when both income and substitution effects are present: the role of durable goods," MPRA Paper 32453, University Library of Munich, Germany.
- Shigeyuki Hamori & Shin-Ichi Kitasaka, 1998. "A numerical analysis of the monetary aspects of the Japanese economy: the cash-in-advance approach," Applied Financial Economics, Taylor & Francis Journals, vol. 8(1), pages 51-59.
- He, Hua & Modest, David M, 1995.
"Market Frictions and Consumption-Based Asset Pricing,"
Journal of Political Economy, University of Chicago Press, vol. 103(1), pages 94-117, February.
- Hua He and David M. Modest., 1992. "Market Frictions and Consumption-Based Asset Pricing," Research Program in Finance Working Papers RPF-223, University of California at Berkeley.
- Inoue, Atsushi & Rossi, Barbara, 2011.
"Testing for weak identification in possibly nonlinear models,"
Journal of Econometrics, Elsevier, vol. 161(2), pages 246-261, April.
- Barbara Rossi & Atsushi Inoue, 2010. "Testing for Weak Identification in Possibly Nonlinear Models," Working Papers 10-92, Duke University, Department of Economics.
- Canova, Fabio & Marrinan, Jane, 1996. "Reconciling the term structure of interest rates with the consumption-based ICAP model," Journal of Economic Dynamics and Control, Elsevier, vol. 20(4), pages 709-750, April.
- Tony Wirjanto, 1997. "Aggregate consumption behaviour with time-nonseparable preferences and liquidity constraints," Applied Financial Economics, Taylor & Francis Journals, vol. 7(1), pages 107-114.
- Zila, Eric & Kukacka, Jiri, 2023. "Moment set selection for the SMM using simple machine learning," Journal of Economic Behavior & Organization, Elsevier, vol. 212(C), pages 366-391.
- Craig Burnside & Martin Eichenbaum, 1994.
"Small Sample Properties of Generalized Method of Moments Based Wald Tests,"
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- Forneron, Jean-Jacques, 2024. "Detecting identification failure in moment condition models," Journal of Econometrics, Elsevier, vol. 238(1).
- Jean-Pierre Urbain & Franz Palm & David de la Croix, 2000.
"Labor market dynamics when effort depends on wage growth comparisons,"
Empirical Economics, Springer, vol. 25(3), pages 393-419.
- de la Croix, David & Palm, Franz & Urbain, Jean-Pierre, 1996. "Labor market dynamics when effort depends on wage growth comparisons," LIDAM Discussion Papers IRES 1996019, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), revised 00 Sep 1996.
- Franke, Reiner, 2009. "Applying the method of simulated moments to estimate a small agent-based asset pricing model," Journal of Empirical Finance, Elsevier, vol. 16(5), pages 804-815, December.
- Alon Brav & George M. Constantinides & Christopher C. Geczy, 2002.
"Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence,"
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- Alon Brav & George M. Constantinides & Christopher C. Geczy, "undated". "Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence," Rodney L. White Center for Financial Research Working Papers 23-99, Wharton School Rodney L. White Center for Financial Research.
- Alon Brav & George M. Constantinides & Christopher C. Geczy, 2002. "Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence," NBER Working Papers 8822, National Bureau of Economic Research, Inc.
- Alon Brav & George M. Constantinides & Christopher C. Geczy, 1999. "Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence," CRSP working papers 505, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- Alon Brav & George M. Constantinides & Christopher C. Geczy, 1999. "Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence," NBER Working Papers 7406, National Bureau of Economic Research, Inc.
- Hirukawa Masayuki, 2004. "A Two-Stage Plug-In Bandwidth Selection and Its Implementation in Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation," Working Papers 04005, Concordia University, Department of Economics.
- Jean-Pierre Urbain & Franz Palm & David de la Croix, 2000.
"Labor market dynamics when effort depends on wage growth comparisons,"
Empirical Economics,
Springer, vol. 25(3), pages 393-419.
- de la Croix, David & Palm, Franz & Urbain, Jean-Pierre, 1996. "Labor market dynamics when effort depends on wage growth comparisons," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1996019, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), revised 00 Sep 1996.
- Croix,David,de la & Palm,Franz & Urbain,Jean-Pierre, 1996. "Labor market dynamics when effort depends on wage growth comparisons," Research Memorandum 016, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Caner, Mehmet, 2007.
"Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases,"
Journal of Econometrics, Elsevier, vol. 137(1), pages 28-67, March.
- Mehmet Caner, 2005. "Boundedly Pivotal Structural Change Tests in Continuous Updating GMM with Strong, Weak Identification and Completely Unidentified Cases," Econometrics 0509016, University Library of Munich, Germany.
- Min-Hsien Chiang & Chihwa Kao, 2005.
"Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Model,"
Economics Bulletin, AccessEcon, vol. 3(10), pages 1-13.
- Min-Hsien Chiang & Chihwa Kao, 2002. "Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Models," Computing in Economics and Finance 2002 60, Society for Computational Economics.
- Aedín Doris & Donal O’Neill & Olive Sweetman, 2013.
"Identification of the covariance structure of earnings using the GMM estimator,"
The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 11(3), pages 343-372, September.
- Doris, Aedin & O'Neill, Donal & Sweetman, Olive, 2010. "Identification of the Covariance Structure of Earnings Using the GMM Estimator," IZA Discussion Papers 4952, Institute of Labor Economics (IZA).
- Aedin Doris & Donal O'Neill & Olive Sweetman, 2010. "Identification of the Covariance Structure of Earnings using the GMM Estimator," Economics Department Working Paper Series n208-10.pdf, Department of Economics, National University of Ireland - Maynooth.
- Somayeh Mardaneh, 2012. "How Do Oil Shocks A¤ect the Structural Stability of Hybrid New Keynesian Phillips Curve?," Discussion Papers in Economics 12/20, Division of Economics, School of Business, University of Leicester.
- Ahmed, Waqas & Haider, Adnan & Iqbal, Javed, 2012. "Estimation of discount factor (beta) and coefficient of relative risk aversion (gamma) in selected countries," MPRA Paper 39736, University Library of Munich, Germany.
- Giesen, Sebastian & Scheufele, Rolf, 2016.
"Effects of incorrect specification on the finite sample properties of full and limited information estimators in DSGE models,"
Journal of Macroeconomics, Elsevier, vol. 48(C), pages 1-18.
- Giesen, Sebastian & Scheufele, Rolf, 2013. "Effects of Incorrect Specification on the Finite Sample Properties of Full and Limited Information Estimators in DSGE Models," IWH Discussion Papers 8/2013, Halle Institute for Economic Research (IWH).
- Joaquim Ramalho, 2003. "Small Sample Bias of Alternative Estimation Methods for Moment Condition Models: Monte Carlo Evidence for Covariance Structures and Instrumental Variables," Economics Working Papers 9_2003, University of Évora, Department of Economics (Portugal).
- Michal Pakos, "undated". "Measuring Intratemporal and Intertemporal Substitutions When Both Income and Substitution Effects Are Present: The Role of Consumer Durables," GSIA Working Papers 2007-E29, Carnegie Mellon University, Tepper School of Business.
- Croix de la, D. & Urbain, J.R.Y.J. & Palm, F.C., 1996. "Labor market dynamics when effort depends on wage growth comparisons," Research Memorandum 028, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
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