The Econometric Analysis of Hedge Fund Returns: An Errors-In-Variables Perspective
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The GMM and the Orthogonality Conditions

The Econometric Analysis of Hedge Fund Returns: An Errors-In-Variables Perspective ◽

10.4272/978-84-9745-378-3.ch4 ◽

2011 ◽

pp. 18-19

Keyword(s):

Orthogonality Conditions

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Maximum Likelihood and the GMM

The Econometric Analysis of Hedge Fund Returns: An Errors-In-Variables Perspective ◽

10.4272/978-84-9745-378-3.ch5 ◽

2011 ◽

pp. 20-33

Keyword(s):

Maximum Likelihood

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The Method of Moments and the Instrumental Variable (IV) Estimator

The Econometric Analysis of Hedge Fund Returns: An Errors-In-Variables Perspective ◽

10.4272/978-84-9745-378-3.ch3 ◽

2011 ◽

pp. 15-17 ◽

Cited By ~ 1

Keyword(s):

Method Of Moments ◽

Instrumental Variable

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Introduction to the Methods of Moments

The Econometric Analysis of Hedge Fund Returns: An Errors-In-Variables Perspective ◽

10.4272/978-84-9745-378-3.ch1 ◽

2011 ◽

pp. 11-12

Keyword(s):

Methods Of Moments

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Measurement Errors in Financial Models of Returns in Relation with the Alpha: An Application to Indices and Individual Hedge Funds

The Econometric Analysis of Hedge Fund Returns: An Errors-In-Variables Perspective ◽

10.4272/978-84-9745-378-3.ch7 ◽

2011 ◽

pp. 53-68

Keyword(s):

Hedge Funds ◽

Measurement Errors ◽

Financial Models

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A Study of Dynamic Market Strategies of Hedge Funds Using the Kalman Filter

The Econometric Analysis of Hedge Fund Returns: An Errors-In-Variables Perspective ◽

10.4272/978-84-9745-378-3.ch9 ◽

2011 ◽

pp. 97-122

Keyword(s):

Kalman Filter ◽

Hedge Funds ◽

Market Strategies

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Panel data. A Panel Analysis of Hedge Fund Returns

The Econometric Analysis of Hedge Fund Returns: An Errors-In-Variables Perspective ◽

10.4272/978-84-9745-378-3.ch8 ◽

2011 ◽

pp. 69-96 ◽

Cited By ~ 5

Keyword(s):

Panel Data ◽

Hedge Fund ◽

Panel Analysis ◽

Hedge Fund Returns

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On Optimal Instrumental Variables Generators: An Application to Hedge Funds Returns

The Econometric Analysis of Hedge Fund Returns: An Errors-In-Variables Perspective ◽

10.4272/978-84-9745-378-3.ch6 ◽

2011 ◽

pp. 34-52

Keyword(s):

Instrumental Variables ◽

Hedge Funds ◽

Hedge Funds Returns

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The Method Moments and the OLS

The Econometric Analysis of Hedge Fund Returns: An Errors-In-Variables Perspective ◽

10.4272/978-84-9745-378-3.ch2 ◽

2011 ◽

pp. 13-14

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