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Large Sample Properties of Generalized Method of Moments Estimators

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Estimating the Yield-Curve - An Implied Volatility Approach (in Danish)
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Prisfastsættelse af Obligationer i Kontinuert Tid (The Pricing of Bonds in Continuous Time)
inferred← citeshttps://doi.org/10.2139/ssrn.1488723openalex-extracted
GMM Estimation with Noncausal Instruments
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GMM Overidentification Test with First Order Underidentification
inferred← citeshttps://doi.org/10.2139/ssrn.1503158openalex-extracted
The Profitability of Banks in Japan: The Road to Recovery?
inferred← citeshttps://doi.org/10.2139/ssrn.1505392openalex-extracted
The Emergence of Biofuels and the Co-Movement Between Crude Oil and Agricultural Prices
inferred← citeshttps://doi.org/10.2139/ssrn.1507247openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.1507969openalex-extracted
The Relationship between Pricing Behavior and Ownership Type in the Wisconsin Nursing Home Industry, 1984-1995
inferred← citeshttps://doi.org/10.2139/ssrn.1508385openalex-extracted
Correcting the Bias in the Concentration Index When Income is Grouped
inferred← citeshttps://doi.org/10.2139/ssrn.1509868openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.15109openalex-extracted
The Risk Premium of Volatility Implicit in Currency Options
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Regulating Two-Sided Markets: An Empirical Investigation
inferred← citeshttps://doi.org/10.2139/ssrn.151489openalex-extracted
Swapping the Nested Fixed Point Algorithm: A Class of Estimators for Discrete Markov Decision Models
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Asymptotic Distributions of Impulse Response Functions in Short Panel Vector Autoregressions
inferred← citeshttps://doi.org/10.2139/ssrn.1516333openalex-extracted
A Specification Test for Instrumental Variables Regression with Many Instruments
inferred← citeshttps://doi.org/10.2139/ssrn.1518086openalex-extracted
Two-Pass Cross-Sectional Regression of Factor Pricing Models: A Minimum Distance Approach
inferred← citeshttps://doi.org/10.2139/ssrn.1520110openalex-extracted
Social Ties and User Generated Content: Evidence from an Online Social Network
inferred← citeshttps://doi.org/10.2139/ssrn.1521023openalex-extracted
Family Firms and Investments
inferred← citeshttps://doi.org/10.2139/ssrn.1522023openalex-extracted
Regulating Two-Sided Markets: An Empirical Investigation
inferred← citeshttps://doi.org/10.2139/ssrn.1524063openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.1525456openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.152890openalex-extracted
Estimating a Bargaining Model with Asymmetric Information: Evidence from Medical Malpractice Disputes
inferred← citeshttps://doi.org/10.2139/ssrn.1529021openalex-extracted
The Indirect Continuum-GMM Estimation
inferred← citeshttps://doi.org/10.2139/ssrn.1530022openalex-extracted
It’s All in the Timing: Simple Active Portfolio Strategies that Outperform Naive Diversification
inferred← citeshttps://doi.org/10.2139/ssrn.1530242openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.1532758openalex-extracted
The Determinants of Merger Litigation Strategies: An Empirical Analysis of EC Mergers
inferred← citeshttps://doi.org/10.2139/ssrn.1533821openalex-extracted
Macroeconomic Implications of Agglomeration
inferred← citeshttps://doi.org/10.2139/ssrn.1537254openalex-extracted
Macroeconomic Implications of Agglomeration
inferred← citeshttps://doi.org/10.2139/ssrn.1540693openalex-extracted
How Riskless is 'Riskless' Arbitrage?
inferred← citeshttps://doi.org/10.2139/ssrn.1543239openalex-extracted
Euler-Equation Estimation for Discrete Choice Models: A Capital Accumulation Appplication
inferred← citeshttps://doi.org/10.2139/ssrn.1543280openalex-extracted
Do Lawyers Affect Legal Disputes in Italy? An Instrumental Variables Approach
inferred← citeshttps://doi.org/10.2139/ssrn.1543835openalex-extracted
An Estimable Demand System for a Large Auction Platform Market
inferred← citeshttps://doi.org/10.2139/ssrn.1544461openalex-extracted
Euler-Equation Estimation for Discrete Choice Models: A Capital Accumulation Application
inferred← citeshttps://doi.org/10.2139/ssrn.1545010openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.1550135openalex-extracted
Efficient Derivative Pricing by the Extended Method of Moments
inferred← citeshttps://doi.org/10.2139/ssrn.15516openalex-extracted
Using Indirect Inference to Solve the Initial Conditions Problem
inferred← citeshttps://doi.org/10.2139/ssrn.1552185openalex-extracted
Economic Insecurity and the Spread of Obesity in Social Networks
inferred← citeshttps://doi.org/10.2139/ssrn.1553676openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.1555791openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.1555827openalex-extracted
Testing Over-Identifying Restrictions Without Consistent Estimation of the Asymptotic Covariance Matrix
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