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isPartOf:"Journal of urban economics"
subject:"United States"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Estimation"
~subject:"Microeconometrics"
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Estimation
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Estimation theory
48
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20
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McMillen, Daniel P.
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Aït-Sahalia, Yacine
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Journal of urban economics
The journal of finance : the journal of the American Finance Association
Journal of econometrics
249
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
207
Economics letters
130
Discussion paper series / IZA
68
Econometric reviews
61
Applied economics letters
59
Applied economics
57
CEMMAP working papers / Centre for Microdata Methods and Practice
57
Journal of applied econometrics
57
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
54
NBER working paper series
54
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53
NBER Working Paper
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Working paper / National Bureau of Economic Research, Inc.
50
The review of economics and statistics
49
Discussion paper / Tinbergen Institute
42
Working paper / Department of Econometrics and Business Statistics, Monash University
38
Working paper
35
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
34
IZA Discussion Paper
34
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
34
Discussion paper
33
Journal of banking & finance
33
The econometrics journal
32
CESifo working papers
31
Quantitative economics : QE ; journal of the Econometric Society
31
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Econometric theory
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International journal of forecasting
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Journal of the American Statistical Association : JASA
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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American journal of agricultural economics
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Journal of empirical finance
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CREATES research paper
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Econometrics : open access journal
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ECONIS (ZBW)
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1
JUE insight: difference-in-differences with geocoded microdata
Butts, Kyle
- In:
Journal of urban economics
133
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014286536
Saved in:
2
Two-pass tests of asset pricing models with useless factors
Kan, Raymond
;
Zhang, Chu
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 203-235
Persistent link: https://www.econbiz.de/10001355207
Saved in:
3
Conditioning variables and the cross section of stock returns
Ferson, Wayne E.
;
Harvey, Campbell R.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1325-1360
Persistent link: https://www.econbiz.de/10001395766
Saved in:
4
Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine
- In:
The journal of finance : the journal of the American …
53
(
1998
)
2
,
pp. 499-547
Persistent link: https://www.econbiz.de/10001238271
Saved in:
5
On the robustness of size and book-to-market in cross-sectional regressions
Knez, Peter J.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
4
,
pp. 1355-1382
Persistent link: https://www.econbiz.de/10001227649
Saved in:
6
Multiple regime bid-rent function estimation
McMillen, Daniel P.
- In:
Journal of urban economics
41
(
1997
)
2
,
pp. 301-319
Persistent link: https://www.econbiz.de/10001217144
Saved in:
7
Time-varying expected returns in international bond markets
Ilmanen, Antti
- In:
The journal of finance : the journal of the American …
50
(
1995
)
2
,
pp. 481-506
Persistent link: https://www.econbiz.de/10001184817
Saved in:
8
Good news, bad news, volatility, and betas
Braun, Phillip A.
- In:
The journal of finance : the journal of the American …
50
(
1995
)
5
,
pp. 1575-1603
Persistent link: https://www.econbiz.de/10001191709
Saved in:
9
Predictability of stock returns : robustness and economic significance
Pesaran, M. Hashem
- In:
The journal of finance : the journal of the American …
50
(
1995
)
4
,
pp. 1201-1228
Persistent link: https://www.econbiz.de/10001191734
Saved in:
10
On cointegration and exchange rate dynamics
Diebold, Francis X.
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 727-735
Persistent link: https://www.econbiz.de/10001169036
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