Search for

Results of search for GMM

Records found: 23

DP14538	Higher-Order Income Risk over the Business Cycle Author(s): Christopher Busch and Alexander Ludwig Published: March 2020
DP14298	The Informativeness of Estimation Moments Author(s): Áureo De Paula Published: January 2020
DP13724	Blockchain Characteristics and the Cross-Section of Cryptocurrency Returns Author(s): Siddharth Bhambhwani, Stefanos Delikouras and George Korniotis Published: May 2019
DP12085	Empirical Evaluation of Overspecified Asset Pricing Models Author(s): Elena Manresa, Francisco Peñaranda and Enrique Sentana Published: June 2017
DP11032	Solution and Estimation Methods for DSGE Models Author(s): Jesús Fernández-Villaverde, Juan Francisco Rubio-Ramírez and Frank Schorfheide Published: December 2015
DP10449	Regression Based Estimation of Dynamic Asset Pricing Models Author(s): Tobias Adrian, Richard K. Crump and Emanuel Moench Published: March 2015
DP9579	Tariffs, Trade and Productivity: A Quantitative Evaluation of Heterogeneous Firm Models Author(s): Holger Breinlich and Alejandro Cuñat Published: July 2013
DP8599	The Democratic Transition Author(s): Fabrice Murtin and Romain Wacziarg Published: October 2011
DP7943	A Unifying Approach to the Empirical Evaluation of Asset Pricing Models Author(s): Francisco Peñaranda and Enrique Sentana Published: August 2010
DP7726	Factor-GMM Estimation with Large Sets of Possibly Weak Instruments Author(s): George Kapetanios and Massimiliano Marcellino Published: March 2010
DP6745	International Competitiveness, Job Creation and Job Destruction - An Establishment Level Study of German Job Flows Author(s): Christoph Moser, Dieter M Urban and Beatrice Weder di Mauro Published: March 2008
DP6410	Sectoral Agglomeration Economies in a Panel of European Regions Author(s): Marius Brülhart and Nicole Andréa Mathys Published: August 2007
DP5357	Gun Prevalence, Homicide Rates and Causality: A GMM Approach to Endogeneity Bias Author(s): Gary Kleck, Tomislav Kovandzic and Mark E Schaffer Published: December 2005
DP4913	Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets Author(s): George Chacko and Luis M Viceira Published: February 2005
DP4903	Foreign Direct Investment, Competitive Pressure and Spillovers. An Empirical Analysis of Spanish Firm Level Data Author(s): Alessandro Sembenelli and Georges Siotis Published: February 2005
DP4422	Spanning Tests in Return and Stochastic Discount Factor Mean Variance Frontiers: A Unifying Approach Author(s): Francisco Peñaranda and Enrique Sentana Published: June 2004
DP4184	Labour and the Market Value of the Firm Author(s): Monika Merz and Eran Yashiv Published: January 2004
DP3957	Estimating the Probability of Leaving Unemployment Using Uncompleted Spells from Repeated Cross-Section Data Author(s): Maia Güell and Luojia Hu Published: July 2003
DP3722	Search Intensity, Cost of Living and Local Labour Markets in Britain Author(s): Eleonora Patacchini and Yves Zenou Published: January 2003
DP3058	An Investment-Growth Asset Pricing Model Author(s): Qing Li, Maria Vassalou and Yuhang Xing Published: November 2001
DP3057	News Related to Future GDP Growth as a Risk Factor in Equity Returns Author(s): Maria Vassalou Published: November 2001
DP2178	Modelling and Identifying Central Banks' Preferences Author(s): Carlo A. Favero and Riccardo Rovelli Published: June 1999
DP1663	Evaluating Portfolio Performance with Stochastic Discount Factors Author(s): Magnus Dahlquist and Paul Söderlind Published: June 1997

Records Found 23