Generalized method of moments

Results: 219



#Item
191Instrumental variable / Linear regression / Vector autoregression / Least squares / Generalized method of moments / Econometric model / Heteroscedasticity / Maximum likelihood / Bootstrapping / Statistics / Econometrics / Regression analysis

ECONOMETRICS Bruce E. Hansen c 2000, 20101 University of Wisconsin

Add to Reading List

Source URL: www.ssc.wisc.edu

Language: English - Date: 2010-01-10 12:03:23
192Linear regression / Heteroscedasticity / Generalized method of moments / Instrumental variable / Least squares / Quantile regression / Vector autoregression / Generalized least squares / Gauss–Markov theorem / Statistics / Regression analysis / Econometrics

ECONOMETRICS Bruce E. Hansen c 2000, 20121 University of Wisconsin

Add to Reading List

Source URL: www.ssc.wisc.edu

Language: English - Date: 2012-01-18 12:38:22
193Estimation theory / Statistical inference / Least squares / Ordinary least squares / Linear regression / Instrumental variable / Generalized method of moments / Bootstrapping / Generalized least squares / Statistics / Regression analysis / Econometrics

ECONOMETRICS Bruce E. Hansen c 2000, 2001, 2002, 2003, 20041 University of Wisconsin www.ssc.wisc.edu/~bhansen Revised: January 2004

Add to Reading List

Source URL: www.ssc.wisc.edu

Language: English - Date: 2008-01-16 12:28:54
194Econometrics / Matrix theory / Estimation theory / Multivariate statistics / Generalized method of moments / Vector autoregression / Matrix / Multivariate random variable / Linear regression / Algebra / Statistics / Linear algebra

ECONOMETRICS Bruce E. Hansen c 2000, 2001, 2002, 20031 University of Wisconsin www.ssc.wisc.edu/~bhansen Revised: January 2003

Add to Reading List

Source URL: www.ssc.wisc.edu

Language: English - Date: 2008-01-16 12:29:36
195Matrix theory / Matrix / Determinant / Invertible matrix / Trace / Vector autoregression / Generalized method of moments / Eigendecomposition of a matrix / Diagonal matrix / Algebra / Linear algebra / Mathematics

ECONOMETRICS Bruce E. Hansen c 2000, 2001, 20021 University of Wisconsin www.ssc.wisc.edu/~bhansen Revised: January 2002

Add to Reading List

Source URL: www.ssc.wisc.edu

Language: English - Date: 2008-01-16 12:30:16
196Linear regression / Bootstrapping / Resampling / Instrumental variable / Generalized method of moments / Quantile regression / Vector autoregression / Linear least squares / Multivariate random variable / Statistics / Econometrics / Regression analysis

ECONOMETRICS Bruce E. Hansen c °2000, 20061 University of Wisconsin

Add to Reading List

Source URL: www.ssc.wisc.edu

Language: English - Date: 2006-01-10 14:33:45
197Financial economics / Finance / Technical analysis / Volatility / Instrumental variable / Generalized method of moments / Financial market / Futures contract / Econometrics / Economics / Mathematical finance

Economic Impact Study on Clearing and Settlement - Annex II Niels Schulze and Dirk Baur∗ European Commission - DG JRC May 2006

Add to Reading List

Source URL: ec.europa.eu

Language: English - Date: 2009-07-03 05:31:38
198Keynesian economics / Monetary policy / Phillips curve / Generalized method of moments / Inflation / John Maynard Keynes / Economic model / Macroeconomic model / Macroeconomics / Economics / Economic theories

Remarks on Inflation Persistence and Optimal Monetary Policy

Add to Reading List

Source URL: www.ecb.europa.eu

Language: English - Date: 2009-08-20 04:45:33
199National accounts / Macroeconomics / International economics / Balance of payments / Generalized method of moments / Least squares / Gross domestic product / Macroeconomic model / Economic model / Economics / Econometrics / Regression analysis

Thousands of models, one story: current account imbalances in the global economy

Add to Reading List

Source URL: www.ecb.europa.eu

Language: English - Date: 2012-06-01 03:06:16
200Research and development / Generalized method of moments / Macroeconomic model / JEL classification codes / Instrumental variable / Forecasting / Econometrics / Statistics / Economics

Expectations and R&D investments over the firm’s business cycle.∗ Davide Arnaudo, Diego Scalise, Giulia M. Tanzi† January 9, 2014 Abstract

Add to Reading List

Source URL: www.bancaditalia.it

Language: English - Date: 2014-01-15 13:32:11
UPDATE