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Generalized Method of Moments
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Cited by:
- Juan Manuel Julio & Javier Guillermo Gómez & Manuel Dario Hernández, 2017. "La Inflación de los Precios Rígidos en Colombia," Borradores de Economia 1007, Banco de la Republica de Colombia.
- Justin Yifu Lin & Miaojie Yu, 2008. "The Economics of Price Scissors : An Empirical Investigation for China," Governance Working Papers 22019, East Asian Bureau of Economic Research.
- Pierre Siklos & Martin Bohl, 2009.
"Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule,"
Open Economies Review, Springer, vol. 20(1), pages 39-59, February.
- P. Siklos & M. Bohl, 2006. "Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule," Working Papers eg0053, Wilfrid Laurier University, Department of Economics, revised 2006.
- Pierre L. Siklos & Martin T. Bohl, 2007. "Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule," Working Paper series 32_07, Rimini Centre for Economic Analysis.
- Biljana Tashevska & Daniela Bojadjieva & Gunter Merdzan, 2023. "The Effects Of Remittances On Poverty And Inequality Alleviation In Selected Central And South-East European Countries," Shaping Post-COVID World – Challenges for Economic Theory and Policy, in: Aleksandra Praščević & Miomir Jakšić & Mihail Arandarenko & Dejan Trifunović & Milutin Ješić (ed.),Shaping Post-COVID World – Challenges for Economic Theory and Policy, chapter 9, pages 183-207, Faculty of Economics and Business, University of Belgrade.
- Piper, Alan T., 2018. "Adult life satisfaction: largely (though not wholly) contemporaneous? A System General Method of Moments dynamic panel analysis," MPRA Paper 85601, University Library of Munich, Germany.
- Arnab Bhattacharjee & Sean Holly, 2013.
"Understanding Interactions in Social Networks and Committees,"
Spatial Economic Analysis, Taylor & Francis Journals, vol. 8(1), pages 23-53, March.
- Bhattacharjee, Arnab & Holly, Sean, 2009. "Understanding Interactions in Social Networks and Committees," SIRE Discussion Papers 2009-53, Scottish Institute for Research in Economics (SIRE).
- Arnab Bhattacharjee & Sean Holly, 2010. "Understanding Interactions in Social Networks and Committees," CDMA Working Paper Series 201004, Centre for Dynamic Macroeconomic Analysis.
- Bhattacharjee, A. & Holly, S., 2010. "Understanding Interactions in Social Networks and Committees," Cambridge Working Papers in Economics 1003, Faculty of Economics, University of Cambridge.
- Tsyplakov, Alexander, 2010. "Revealing the arcane: an introduction to the art of stochastic volatility models," MPRA Paper 25511, University Library of Munich, Germany.
- Hujer Reinhard & Rodrigues Paulo J. M. & Wolf Katja, 2008. "Dynamic Panel Data Models with Spatial Correlation," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 228(5-6), pages 612-629, October.
- Anita Angelovska Bezovska & Jane Bogoev & Ana Mitreska & Maja Kadievska Vojnovik, 2011.
"Investigating the Cyclical Behavior of Fiscal Policy in the Republic of Macedonia during the Period of Transition,"
Croatian Economic Survey, The Institute of Economics, Zagreb, vol. 13(1), pages 57-104, April.
- Anita Angelovska Bezoska & Jane Bogoev & Ana Mitreska & Maja Kadievska Vojnovik, 2011. "Investigating the Cyclical Behavior of Fiscal Policy in the Republic of Macedonia during the Period of Transition," Working Papers 2011-01, National Bank of the Republic of North Macedonia, revised 2011.
- Drescher, Christian & Erler, Alexander & Krizanac, Damir, 2010. "The Fed's TRAP: A Taylor-type Rule with Asset Prices," MPRA Paper 23293, University Library of Munich, Germany.
- Piper, Alan T., 2013. "Happiness, Dynamics and Adaptation," MPRA Paper 52342, University Library of Munich, Germany.
- Lynch, Anthony W. & Wachter, Jessica A., 2013.
"Using Samples of Unequal Length in Generalized Method of Moments Estimation,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 48(1), pages 277-307, February.
- Anthony W. Lynch & Jessica A. Wachter, 2008. "Using Samples of Unequal Length in Generalized Method of Moments Estimation," NBER Working Papers 14411, National Bureau of Economic Research, Inc.
- Ghysels, E., 1995.
"On Stable Factor Structurs in the Pricing of Risk,"
Cahiers de recherche
9525, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, E., 1995. "On Stable Factor Structurs in the Pricing of Risk," Cahiers de recherche 9525, Universite de Montreal, Departement de sciences economiques.
- Eric Ghysels, 1995. "On Stable Factor Structures in the Pricing of Risk," CIRANO Working Papers 95s-16, CIRANO.
- Atanas Christev & Olga Kupets & Hartmut Lehmann, 2008.
"Trade Liberalisation and Employment Effects in Ukraine,"
Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 50(2), pages 318-340, June.
- Christev, Atanas & Kupets, Olga & Lehmann, Hartmut, 2005. "Trade Liberalization and Employment Effects in Ukraine," IZA Discussion Papers 1826, Institute of Labor Economics (IZA).
- Atanas Christev & Olga Kupets & Hartmut Lehmann, 2005. "Trade Liberalisation and Employment Effects in Ukraine," CERT Discussion Papers 0506, Centre for Economic Reform and Transformation, Heriot Watt University.
- A. Christev & O. Kupets & H. Lehmann, 2005. "Trade Liberalization and Employment Effects in Ukraine," Working Papers 552, Dipartimento Scienze Economiche, Universita' di Bologna.
- 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," Post-Print halshs-00432130, HAL.
- Chatelain, J.-B. & Teurlai, J.-C., 2001. "Pitfalls in Investment Euler Equations," Working papers 81, Banque de France.
- Jean-Bernard Chatelain & Jean-Christophe Teurlai, 2001. "Pitfalls in Investment Euler Equations," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00432130, HAL.
- Carrasco, Marine & Florens, Jean-Pierre, 2014.
"On The Asymptotic Efficiency Of Gmm,"
Econometric Theory, Cambridge University Press, vol. 30(2), pages 372-406, April.
- Carrasco, Marine & Florens, Jean-Pierre, 2003. "On the Asymptotic Efficiency of GMM," IDEI Working Papers 173, Institut d'Économie Industrielle (IDEI), Toulouse.
- Jean-Pierre Florens & Marine Carrasco, 2004. "On the Asymptotic Efficiency of GMM," Econometric Society 2004 North American Winter Meetings 436, Econometric Society.
- A. Craig Burnside, 2007.
"Empirical Asset Pricing and Statistical Power in the Presence of Weak Risk Factors,"
NBER Working Papers
13357, National Bureau of Economic Research, Inc.
- A. Craig Burnside, 2010. "Empirical Asset Pricing and Statistical Power in the Presence of Weak Risk Factors," Working Papers 10-45, Duke University, Department of Economics.
- Kevin Bica & Erinda Imeraj, 2024. "Assessment of Public Debt Drivers in the Balkans," Journal of Financial Studies, Institute of Financial Studies, vol. 16(9), pages 52-67, May.
- Sowell, Fallaw, 2009. "The empirical saddlepoint likelihood estimator applied to two-step GMM," MPRA Paper 15494, University Library of Munich, Germany, revised May 2009.
- Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia, 2008. "Inference regarding multiple structural changes in linear models estimated via two stage least squares," MPRA Paper 9251, University Library of Munich, Germany, revised 20 Jun 2008.
- Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2009.
"Identification of New Keynesian Phillips Curves from a Global Perspective,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(7), pages 1481-1502, October.
- Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2009. "Identification of New Keynesian Phillips Curves from a Global Perspective," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(7), pages 1481-1502, October.
- Dées, Stéphane & Pesaran, Hashem & Smith, Vanessa & Smith, Ron P., 2008. "Identification of new Keynesian Phillips Curves from a global perspective," Working Paper Series 892, European Central Bank.
- Dees, S. & Pesaran, M.H. & Smith, L.V. & Smith, R.P., 2008. "Identification of New Keynesian Phillips Curves from a Global Perspective," Cambridge Working Papers in Economics 0803, Faculty of Economics, University of Cambridge.
- Dees, Stephane & Pesaran, M. Hashem & Smith, L. Vanessa & Smith, Ron P., 2008. "Identification of New Keynesian Phillips Curves from a Global Perspective," IZA Discussion Papers 3298, Institute of Labor Economics (IZA).
- Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2008. "Identification of New Keynesian Phillips Curves from a Global Perspective," CESifo Working Paper Series 2219, CESifo.
- Campbell, John Y, 1996.
"Understanding Risk and Return,"
Journal of Political Economy, University of Chicago Press, vol. 104(2), pages 298-345, April.
- John Y. Campbell, 1993. "Understanding Risk and Return," NBER Working Papers 4554, National Bureau of Economic Research, Inc.
- Campbell, John, 1996. "Understanding Risk and Return," Scholarly Articles 3153293, Harvard University Department of Economics.
- John Y. Campbell, 1995. "Understanding Risk and Return," Harvard Institute of Economic Research Working Papers 1711, Harvard - Institute of Economic Research.
- Marcos Lima & Marcelo Resende, 2004. "Profit margins and business cycles in the Brazilian industry: a panel data study," Applied Economics, Taylor & Francis Journals, vol. 36(9), pages 923-930.
- Taisuke Otsu & Chen Qiu, 2018. "Information theoretic approach to high dimensional multiplicative models: Stochastic discount factor and treatment effect," STICERD - Econometrics Paper Series 595, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Pope, Rulon D. & LaFrance, Jeffrey T. & Just, Richard E., 2011.
"Agricultural arbitrage and risk preferences,"
Journal of Econometrics, Elsevier, vol. 162(1), pages 35-43, May.
- Pope, Rulon D. & LaFrance, Jeffrey T & Just, Richard E., 2007. "Agricultural Arbitrage and Risk Preferences," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt3tw1m1p0, Department of Agricultural & Resource Economics, UC Berkeley.
- Jeffrey LaFrance & Rulon Pope & Richard Just, 2008. "Agricultural Arbitrage and Risk Preferences," Working Papers 2009-01, School of Economic Sciences, Washington State University.
- Pope, Rulon D. & LaFrance, Jeffrey T. & Just, Richard E., 2007. "Agricultural Arbitrage and Risk Preferences," CUDARE Working Papers 7189, University of California, Berkeley, Department of Agricultural and Resource Economics.
- Martha López P., 2001.
"Seigniorage and the welfare cost of inflation in Colombia,"
Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 19(39), pages 115-131, June.
- Martha López P., 2001. "Seigniorage and the Welfare Cost of Inflation in Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 19(39), pages 115-131, June.
- Martha López, 2000. "Seigniorage and the Welfare Cost of Inflation in Colombia," Borradores de Economia 151, Banco de la Republica de Colombia.
- Martha López, 2000. "Seigniorage And The Welfare Cost Of Inflation In Colombia," Borradores de Economia 3488, Banco de la Republica.
- 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).
- Chatelain, Jean-Bernard, 2007.
"Improving consistent moment selection procedures for generalized method of moments estimation,"
Economics Letters, Elsevier, vol. 95(3), pages 380-385, June.
- Jean-Bernard Chatelain, 2007. "Improving Consistent Moment Selection Procedures for Generalized Method of Moments Estimation," Post-Print halshs-00112514, HAL.
- Jean-Bernard Chatelain, 2007. "Improving Consistent Moment Selection Procedures for Generalized Method of Moments Estimation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00112514, HAL.
- Juan Manuel Julio Román, 2006.
"The Monetary Policy Rule During The Transition To A Stable Level Of Inflation: The Case Of Colombia,"
Borradores de Economia
404, Banco de la Republica de Colombia.
- Juan Manuel Julio Román, 2006. "The Monetary Policy Rule During The Transition Toa Stable Lvel Of Inflation: The Case Of Colombia," Borradores de Economia 3613, Banco de la Republica.
- Zhen, Chen, 2009. "Long-Run Effects From Consumer Reaction To The Spread Of Foodborne Pathogens: The Case Of E. Coli Contamination Of Beef At Jack In The Box Restaurants," 2009 Conference, August 16-22, 2009, Beijing, China 51341, International Association of Agricultural Economists.
- Mr. Alin T Mirestean & Mr. Charalambos G Tsangarides & Huigang Chen, 2009. "Limited Information Bayesian Model Averaging for Dynamic Panels with Short Time Periods," IMF Working Papers 2009/074, International Monetary Fund.
- repec:beo:swcetp:23-09 is not listed on IDEAS
- Bing Su & Fukang Zhu & Ke Zhu, 2023. "Statistical inference for the logarithmic spatial heteroskedasticity model with exogenous variables," Papers 2301.06658, arXiv.org.
- Allen N. Berger & Leora F. Klapper & Rima Turk-Ariss, 2017.
"Bank competition and financial stability,"
Chapters, in: Jacob A. Bikker & Laura Spierdijk (ed.), Handbook of Competition in Banking and Finance, chapter 10, pages 185-204,
Edward Elgar Publishing.
- Allen Berger & Leora Klapper & Rima Turk-Ariss, 2009. "Bank Competition and Financial Stability," Journal of Financial Services Research, Springer;Western Finance Association, vol. 35(2), pages 99-118, April.
- Berger, Allen N. & Klapper,Leora & Turk-Ariss, Rima & Berger, Allen N. & Klapper, Leora F. & Turk-Ariss, Rima, 2008. "Bank competition and financial stability," Policy Research Working Paper Series 4696, The World Bank.
- 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.
- Luca Grassetti, 2011. "A note on transformed likelihood approach in linear dynamic panel models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 20(2), pages 221-240, June.
- Craig Burnside, 2016.
"Identification and Inference in Linear Stochastic Discount Factor Models with Excess Returns,"
Journal of Financial Econometrics, Oxford University Press, vol. 14(2), pages 295-330.
- Craig Burnside, 2010. "Identification and Inference in Linear Stochastic Discount Factor Models with Excess Returns," NBER Working Papers 16634, National Bureau of Economic Research, Inc.
- Jean-Marie Dufour & Alain Trognon & Purevdorj Tuvaandorj, 2017.
"Invariant tests based on M -estimators, estimating functions, and the generalized method of moments,"
Econometric Reviews, Taylor & Francis Journals, vol. 36(1-3), pages 182-204, March.
- Jean-Marie Dufour & Alain Trognon, 2000. "Invariant Tests Based on M-Estimators, Estimating Functions and the Generalized Method of Moments," Econometric Society World Congress 2000 Contributed Papers 1420, Econometric Society.
- Jean-Marie Dufour & Alain Trognon & Purevdorj Tuvaandorj, 2015. "Invariant tests based on M-estimators, estimating functions, and the generalized method of moments," CIRANO Working Papers 2015s-27, CIRANO.
- Taşpınar, Süleyman & Doğan, Osman & Bera, Anil K., 2017. "GMM gradient tests for spatial dynamic panel data models," Regional Science and Urban Economics, Elsevier, vol. 65(C), pages 65-88.
- Frank A. Wolak, 2007. "Quantifying the supply-side benefits from forward contracting in wholesale electricity markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(7), pages 1179-1209.
- Jalan, Jyotsna & Ravallion, Martin, 1997. "Spatial poverty traps?," Policy Research Working Paper Series 1862, The World Bank.
- David De La Croix & Jean-Pierre Urbain, 1998.
"Intertemporal substitution in import demand and habit formation,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(6), pages 589-612.
- de la Croix, David & Urbain, Jean-Pierre, 1996. "Intertemporal Substitution in Import Demand and Habit Formation," LIDAM Discussion Papers IRES 1996002, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Piper, Alan T., 2014.
"The Benefits, Challenges and Insights of a Dynamic Panel assessment of Life Satisfaction,"
MPRA Paper
59556, University Library of Munich, Germany.
- Alan Piper, 2015. "The Benefits, Challenges and Insights of a Dynamic Panel Assessment of Life Satisfaction," Danish-German Working Papers 004, Europa-Universität Flensburg, International Institute of Management (IIM);University of Southern Denmark, Department of Border Region Studies (IFG).
- Alan Piper, 2023. "What Does Dynamic Panel Analysis Tell Us About Life Satisfaction?," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 69(2), pages 376-394, June.
- Pierre Siklos, 2006. "What Can We Learn from Comprehensive Data Revisions for Forecasting Inflation: Some US Evidence," Working Papers eg0049, Wilfrid Laurier University, Department of Economics, revised 2006.
- Mario Larch & Janette Walde, 2009. "Finite sample properties of alternative GMM estimators for random effects models with spatially correlated errors," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 43(2), pages 473-490, June.
- Paola Brighi & Stefano d'Addona & Antonio Carlo Francesco Della Bina, 2010. "Too Small or too Low? New Evidence on the 4-Factor Model," Working Paper series 31_10, Rimini Centre for Economic Analysis.
- Miaojie Yu, 2010. "Does Appreciation of the RMB Decrease Imports to the U.S. from China?," Trade Working Papers 22040, East Asian Bureau of Economic Research.
- Bohl, Martin T. & Siklos, Pierre L., 2005. "The Role of Asset Prices in Euro Area Monetary Policy: Specification and Estimation of Policy Rules and Implications for the European Central Bank," Working Paper Series 2005,6, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe.
- Pesaran, M. Hashem & Timmermann, Allan, 2009.
"Testing Dependence Among Serially Correlated Multicategory Variables,"
Journal of the American Statistical Association, American Statistical Association, vol. 104(485), pages 325-337.
- Pesaran, M.H. & Timmermann, A., 2006. "Testing Dependence Among Serially Correlated Multi-category Variables," Cambridge Working Papers in Economics 0648, Faculty of Economics, University of Cambridge.
- M. Hashem Pesaran & Allan Timmermann, 2006. "Testing Dependence among Serially Correlated Multi-category Variables," CESifo Working Paper Series 1770, CESifo.
- Pesaran, M. Hashem & Timmermann, Allan, 2006. "Testing Dependence among Serially Correlated Multi-Category Variables," IZA Discussion Papers 2196, Institute of Labor Economics (IZA).
- Gerdesmeier, Dieter & Roffia, Barbara & Eleftheriou, Maria, 2006. "Monetary policy rules in the pre-EMU era: Is there a common rule?," Working Paper Series 659, European Central Bank.
- Piper, Alan T., 2014. "An Investigation into Happiness, Dynamics and Adaptation," MPRA Paper 57778, University Library of Munich, Germany.
- Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2007.
"Enhanced routines for instrumental variables/GMM estimation and testing,"
CERT Discussion Papers
0706, Centre for Economic Reform and Transformation, Heriot Watt University.
- Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2007. "Enhanced routines for instrumental variables/GMM estimation and testing," Boston College Working Papers in Economics 667, Boston College Department of Economics, revised 05 Sep 2007.
- Stefan Boes, 2007. "Count Data Models with Unobserved Heterogeneity: An Empirical Likelihood Approach," SOI - Working Papers 0704, Socioeconomic Institute - University of Zurich.
- Jan Brùha & Alexis Derviz, 2006. "Macroeconomic Factors and the Balanced Value of the Czech Koruna/Euro Exchange Rate (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 56(7-8), pages 318-343, July.
- Alan Piper, 2018. "Adult life satisfaction largely (though not wholly) contemporaneous," Discussion Papers 028, Europa-Universität Flensburg, International Institute of Management.
- Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2004.
"Estimating nonlinear dynamic equilibrium economies: a likelihood approach,"
FRB Atlanta Working Paper
2004-1, Federal Reserve Bank of Atlanta.
- Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2004. "Estimating Nonlinear Dynamic Equilibrium economies: A Likelihood Approach," PIER Working Paper Archive 04-001, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Bulat Gafarov, 2023. "Generalized Automatic Least Squares: Efficiency Gains from Misspecified Heteroscedasticity Models," Papers 2304.07331, arXiv.org.
- Taspinar, Suleyman & Dogan, Osman & Bera, Anil K., 2017. "GMM Gradient Tests for Spatial Dynamic Panel Data Models," MPRA Paper 82830, University Library of Munich, Germany.
- Becker, Ralf, 1998. "Die verallgemeinerte Momentenmethode: Darstellung und Anwendung," Arbeitspapiere des Instituts für Statistik und Ökonometrie 16, Johannes Gutenberg-Universität Mainz, Institut für Statistik und Ökonometrie.
- Garcia, René, 1998. "Modèles d’évaluation des actifs financiers dans les marchés boursiers en émergence : identification des facteurs de risque et tests de changement structurel," L'Actualité Economique, Société Canadienne de Science Economique, vol. 74(3), pages 467-484, septembre.