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A Fractionally Integrated Wishart Stochastic Volatility Model

A Fractionally Integrated Wishart Stochastic Volatility Model
Digital文書・図像類
Asai, Manabu, McAleer, MichaelInstitute of Economic Research, Kyoto University2013-02KIER Discussion Paper848
Available onlineOther Libraries in Japan
  • Summary, etc....meters via the generalized method of moments in the second step. Monte Car...
  • Subject Heading...rownian motion Generalized Method of Moments

Empirical Likelihood Block Bootstrapping

Empirical Likelihood Block Bootstrapping
Digital文書・図像類
Allen, Jason, Gregory, Allan W., 下津, 克己Graduate School of Economics, Hitotsubashi University2010-03
Available onlineOther Libraries in Japan

Testing a Parametric Function Against a Nonparametric Alternative in IV and GMM Settings

Testing a Parametric Function Against a Nonparametric Alternative in IV and GMM Settings
Digital文書・図像類
Gørgens, Tue, Würtz, AllanInstitute of Economic Research, Hitotsubashi University2010-12
Available onlineOther Libraries in Japan
  • Subject HeadingGeneralized method of moments specification test nonparamet...

Moment-Based Estimation of Smooth Transition Regression Models with Endogenous Variables

Moment-Based Estimation of Smooth Transition Regression Models with Endogenous Variables
Paper文書・図像類
Areosa, Waldyr Dutra, McAleer, Michael, Medeiros, Marcelo C.日本経済国際共同センター2009-09Discussion paper series. CIRJE-FCIRJE-F-671
Other Libraries in Japan
  • Subject Heading...ntal variables generalized method of moments endogeneity inflation targeti...

A Bias-Corrected Estimation for Dynamic Panel Models in Small Samples

A Bias-Corrected Estimation for Dynamic Panel Models in Small Samples
Digital文書・図像類
千木良, 弘朗, 山本, 拓Institute of Economic Research, Hitotsubashi University2006-07
Available onlineOther Libraries in Japan
  • Subject HeadingGeneralized method of moments bias correction panel data

The Role of Pension Funds in Capital Market Development

The Role of Pension Funds in Capital Market Development
Digital文書・図像類
MENG, Channarith, PFAU, Wade D.GRIPS Policy Research Center2010-10-01GRIPS Discussion PapersDP10-17
Other Libraries in Japan
  • Subject Heading...able estimator generalized method of moments estimator regulation asset al...

On the Effect of Nonstationary Initial Conditions in Dynamic Panel Data Models

On the Effect of Nonstationary Initial Conditions in Dynamic Panel Data Models
Digital文書・図像類
早川, 和彦Institute of Economic Research, Hitotsubashi University2008-03
Available onlineOther Libraries in Japan
  • Subject Heading...ny instruments generalized method of moments estimator nonstationary initi...

Efficient GMM Estimation of Dynamic Panel Data Models Where Large Heterogeneity May Be Present

Efficient GMM Estimation of Dynamic Panel Data Models Where Large Heterogeneity May Be Present
Digital文書・図像類
早川, 和彦Institute of Economic Research, Hitotsubashi University2006-01
Available onlineOther Libraries in Japan
  • Subject Heading...ny instruments generalized method of moments estimator unobservable large ...

Asymptotic Expansions and Higher Order Properties of Semi-Parametric Estimators in a System of Simultaneous Equations

Asymptotic Expansions and Higher Order Properties of Semi-Parametric Estimators in a System of Simultaneous Equations
Paper文書・図像類
Kunitomo, Naoto, Yukitoshi, Matsushita日本経済国際共同センター2009-02Discussion paper series. CIRJE-FCIRJE-F-611
Other Libraries in Japan
  • Subject Heading...ating Equation Generalized Method of Moments Limited Information Maximum L...

A New Light from Old Wisdoms : Alternative Estimation Methods of Simultaneous Equations with Possibly Many Instruments

A New Light from Old Wisdoms : Alternative Estimation Methods of Simultaneous Equations with Possibly Many Instruments
Paper文書・図像類
Anderson, T. W., Kunitomo, Naoto, Matsushita, Yukitoshi日本経済国際共同センター2006-02Discussion paper series. CIRJE-FCIRJE-F-399
Other Libraries in Japan
  • Subject HeadingFinite Sample Properties Generalized Method of Moments Simultaneous Equations with P...

Asymptotic Expansions of the Distributions of Semi-Parametric Estimators in a Linear Simultaneous Equations System

Asymptotic Expansions of the Distributions of Semi-Parametric Estimators in a Linear Simultaneous Equations System
Paper文書・図像類
Kunitomo, Naoto, Matsushita, Yukitoshi日本経済国際共同センター2003-08Discussion paper series. CIRJE-F2003-CF-237
Other Libraries in Japan
  • Subject Heading...ikelihood(MEL) Generalized Method of Moments(GMM) Linear Simultaneous Equa...

Finite Sample Distributions of the Empirical Likelihood Estimator and the GMM Estimator

Finite Sample Distributions of the Empirical Likelihood Estimator and the GMM Estimator
Paper文書・図像類
Kunitomo, Naoto, Matsushita, Yukitoshi日本経済国際共同センター2003-03Discussion paper series. CIRJE-F2003-CF-200
Other Libraries in Japan
  • Subject Heading...cal Likelihood Generalized Method of Moments Econometric Structura; Equati...

A New Light from Old Wisdoms : Alternative Estimation Methods of Simultaneous Equations and Microeconometric Models

A New Light from Old Wisdoms : Alternative Estimation Methods of Simultaneous Equations and Microeconometric Models
Paper文書・図像類
Anderson, T. W., Kunitomo, Naoto, Matsushita, Yukitoshi日本経済国際共同センター2005-02Discussion paper series. CIRJE-FCIRJE-F-321
Other Libraries in Japan
  • Subject Heading...cal Likelihood Generalized Method of Moments Microeconometric Models with ...

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