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CAPM estendido para momentos superiores : um teste empírico
(2011)
The inclusion of higher moments in CAPM has been discussed in recent decades. This work performs an empirical test of the model extended to the third and fourth moments, in which the skewness and kurtosis are also priced. ...
Estimación de Parámetros de un Canal Compuesto Utilizando el Método de Momentos Generalizado-Edición Única
(Instituto Tecnológico y de Estudios Superiores de Monterrey, 2015)
O mercado de caupi no Estado do Pará: aplicação do método dos momentos generalizados.
(UFRA/Campus Belém, 2021)
Estimation of real estate asset pricing models
(Universidad EAFITEconomíaEscuela de Economía y Finanzas. Departamento de Economía., 2016)
In this project we aim to develop 4 different methods in order to estimate the real market price of 380 properties owned by Midtown Realty Group in Miami, Florida -- We used the ordinary least squares, generalized method ...
Factores determinantes del tipo de cambio real peruano, 2003-2019
(Universidad Nacional del Altiplano, 2021)
Modelos de ciclos reais de negócios aplicados à economia brasileira
(Instituto de Pesquisa Econômica Aplicada (Ipea), 2015)
O método generalizado dos momentos (MGM): conceitos básicos
(Escola de Pós-Graduação em Economia da FGV, 2003-11-01)
This text presents the basic properties of the Generalised Method of Moments (GMM). It makes for a chapter of a work (textbook) in progress.
Asymptotic efficiency in an instrumental variable model
(2015-04-28)
This work studies the hypothesis testing based on generalized method of moments (GMM) estimation given by instruments condition. The importance for the development of Economics lies on the fact that when identi cation is ...