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The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis

JOURNAL ARTICLE published March 2002 in Journal of Econometrics

Authors: Anil K. Bera | Yannis Bilias

Sample selection and information-theoretic alternatives to GMM

JOURNAL ARTICLE published March 2002 in Journal of Econometrics

Authors: Aviv Nevo

GMM estimation with cross sectional dependence

JOURNAL ARTICLE published September 1999 in Journal of Econometrics

Authors: T.G. Conley

Semiparametric GMM estimation of spatial autoregressive models

JOURNAL ARTICLE published April 2012 in Journal of Econometrics

Authors: Liangjun Su

GMM estimation of affine term structure models

JOURNAL ARTICLE published January 2020 in Econometrics and Statistics

Authors: Jaroslava Hlouskova | Leopold Sögner

GMM estimation in panel data models with measurement error

JOURNAL ARTICLE published September 2001 in Journal of Econometrics

Authors: Tom Wansbeek

Generalized moment based estimation and inference

JOURNAL ARTICLE published March 2002 in Journal of Econometrics

Authors: Marco van Akkeren | George Judge | Ron Mittelhammer

Efficiency results of MLE and GMM estimation with sampling weights

JOURNAL ARTICLE published May 2000 in Journal of Econometrics

Authors: J.S. Butler

Connections between entropic and linear projections in asset pricing estimation

JOURNAL ARTICLE published March 2002 in Journal of Econometrics

Authors: Yuichi Kitamura | Michael Stutzer

GMM estimation of social interaction models with centrality

JOURNAL ARTICLE published November 2010 in Journal of Econometrics

Authors: Xiaodong Liu | Lung-fei Lee

Spectral GMM estimation of continuous-time processes

JOURNAL ARTICLE published September 2003 in Journal of Econometrics

Authors: George Chacko | Luis M. Viceira

GMM and 2SLS estimation of mixed regressive, spatial autoregressive models

JOURNAL ARTICLE published April 2007 in Journal of Econometrics

Authors: Lung-fei Lee

GMM estimation of spatial autoregressive models with unknown heteroskedasticity

JOURNAL ARTICLE published July 2010 in Journal of Econometrics

Authors: Xu Lin | Lung-fei Lee

Alternative over-identifying restriction test in the GMM estimation of panel data models

JOURNAL ARTICLE published April 2019 in Econometrics and Statistics

Research funded by JSPS (25780153,25285067,15H01943,16H03606,17K03660)

Authors: Kazuhiko Hayakawa

GMM estimation of a maximum entropy distribution with interval data

JOURNAL ARTICLE published June 2007 in Journal of Econometrics

Authors: Ximing Wu | Jeffrey M. Perloff

Local GMM estimation of time series models with conditional moment restrictions

JOURNAL ARTICLE published October 2012 in Journal of Econometrics

Authors: Nikolay Gospodinov | Taisuke Otsu

QML and GMM Estimation of SAR Models with Dominant Units

BOOK CHAPTER published November 2023 in Spatial Econometrics

The 2SLS and GMM Estimation and Tests of SAR Models

BOOK CHAPTER published November 2023 in Spatial Econometrics

GMM identification and estimation of peer effects in a system of simultaneous equations

JOURNAL ARTICLE published December 2020 in Journal of Spatial Econometrics

Authors: Xiaodong Liu

Author index to volume 107

JOURNAL ARTICLE published March 2002 in Journal of Econometrics