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~person:"Renault, Eric"
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Search: subject:"Generalized method of moments"
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Method of moments
21
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21
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12
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11
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11
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9
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7
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Generalized method of moments
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Renault, Eric
Andrews, Donald W. K.
47
Windmeijer, Frank
44
Otsu, Taisuke
36
Hall, Alastair R.
32
Hayakawa, Kazuhiko
30
Pesaran, M. Hashem
29
Smith, Richard J.
28
Lee, Lung-fei
27
Chen, Xiaohong
26
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26
Newey, Whitney K.
23
Bond, Stephen
22
Han, Chirok
21
Sentana, Enrique
21
Egger, Peter
20
Linton, Oliver
20
Sarafidis, Vasilis
20
Gagliardini, Patrick
19
Shi, Xiaoxia
19
Asongu, Simplice
18
Baltagi, Badi H.
18
Gao, Jiti
18
Hall, Stephen G.
18
Sun, Yixiao
18
Tavlas, George S.
18
Bun, Maurice J. G.
17
Caporale, Guglielmo Maria
17
Guggenberger, Patrik
17
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16
Liao, Zhipeng
16
Gospodinov, Nikolaj
15
Gouriéroux, Christian
15
Kleibergen, Frank
15
Hook, Law Siong
14
Lux, Thomas
14
Tsionas, Efthymios G.
14
Van Bon Nguyen
14
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14
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13
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4
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3
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2
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2
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2
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1
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1
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1
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1
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ECONIS (ZBW)
21
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1
Identification strength with a large number of moments
Han, Hyojin
;
Renault, Eric
- In:
Econometric reviews
39
(
2020
)
7
,
pp. 691-714
Persistent link: https://www.econbiz.de/10012262515
Saved in:
2
Indirect inference : which moments to match?
Frazier, David T.
;
Renault, Eric
- In:
Econometrics : open access journal
7
(
2019
)
1/14
,
pp. 1-17
efficient
Generalized
Method
of
Moments
(GMM)-based estimator for the auxiliary parameters, the resulting indirect inference …
Persistent link: https://www.econbiz.de/10012025566
Saved in:
3
Testing identification strength
Antoine, Bertille
;
Renault, Eric
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 271-293
Persistent link: https://www.econbiz.de/10012483002
Saved in:
4
Score tests in GMM : why use implied probabilities?
Chaudhuri, Saraswata
;
Renault, Eric
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 260-280
Persistent link: https://www.econbiz.de/10012483386
Saved in:
5
On the relevance of weaker instruments
Antoine, Bertille
;
Renault, Eric
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 928-945
Persistent link: https://www.econbiz.de/10011795536
Saved in:
6
Efficient derivative pricing by the extended method of moments
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Renault, Eric
-
2010
-
this version: October 2009
set of moment restrictions than the standard
Generalized
Method
of
Moments
(GMM) estimator. More specifically, the XMM …
Persistent link: https://www.econbiz.de/10003973066
Saved in:
7
Shrinkage of variance for minimum distance based tests
Chaudhuri, Saraswata
;
Renault, Eric
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 328-351
Persistent link: https://www.econbiz.de/10011373279
Saved in:
8
Maximization by parts in extremum estimation
Fan, Yanqin
;
Pastorello, Sergio
;
Renault, Eric
- In:
The econometrics journal
18
(
2015
)
2
,
pp. 147-171
Persistent link: https://www.econbiz.de/10011378476
Saved in:
9
Chapter 77 Linear Inverse Problems in Structural Econometrics Estimation Based on Spectral Decomposition and Regularization
Carrasco, Marine
;
Florens, Jean-Pierre
;
Renault, Eric
- In:
Handbook of econometrics : volume 6B
,
(pp. 5633-5751)
.
2007
the estimator. Integral equations of the first kind appear, for example, in the
generalized
method
of
moments
when the …
Persistent link: https://www.econbiz.de/10014024938
Saved in:
10
Testing for common conditionally heteroskedastic factors
Dovonon, Prosper
;
Renault, Eric
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
6
,
pp. 2561-2586
Persistent link: https://www.econbiz.de/10010237396
Saved in:
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