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subject:"Börsenkurs"
subject:"Estimation"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Economic modelling"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Journal of banking & finance"
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Börsenkurs
Estimation
Estimation theory
335
Schätztheorie
335
Schätzung
121
Time series analysis
67
Zeitreihenanalyse
67
Regression analysis
53
Regressionsanalyse
53
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44
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Linton, Oliver
10
Kumar, Dilip
4
Escanciano, Juan Carlos
3
Gao, Jiti
3
Jochmans, Koen
3
Maheswaran, S.
3
Pesaran, M. Hashem
3
Verardi, Vincenzo
3
Bu, Ruijun
2
Chen, Jia
2
Füss, Roland
2
Hoderlein, Stefan
2
Kapetanios, George
2
Lewbel, Arthur
2
Li, Degui
2
Srisuma, Sorawoot
2
Abbasspour, Madjid
1
Abedi, Zahra
1
Acocella, Nicola
1
Adams, Zeno
1
Afuecheta, Emmanuel
1
Alexakis, Panayotis
1
Ali, Faek Menla
1
Alleva, Giorgio
1
Amini, Shahram
1
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1
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1
Argov, Eyal
1
Aslanidis, Nektarios
1
Assaf, Ata
1
Bahromov, Jamol
1
Baik, Hyeoncheol
1
Bailey, Natalia
1
Baltagi, Badi H.
1
Battisti, Michele
1
Bayar, Omer
1
Beaumont, Paul Michael
1
Bekiros, Stelios D.
1
Beqiraj, Elton
1
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Cambridge working papers in economics
Economic modelling
Empirical economics : a quarterly journal of the Institute for Advanced Studies
Journal of banking & finance
Journal of econometrics
236
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
137
Economics letters
117
Discussion paper series / IZA
59
Econometric reviews
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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48
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41
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38
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37
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36
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Finance research letters
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ECONIS (ZBW)
139
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1
Testing the correct specification of a system of spatial dependence models for stock returns
Kutzker, Tim
;
Wied, Dominik
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2083-2103
Persistent link: https://www.econbiz.de/10014520115
Saved in:
2
A joint impulse response function for vector autoregressive models
Wiesen, Thomas F. P.
;
Beaumont, Paul Michael
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
4
,
pp. 1553-1585
Persistent link: https://www.econbiz.de/10014519875
Saved in:
3
When to use matching and weighting or regression in instrumental variable estimation? : evidence from college proximity and returns to college
Tübbicke, Stefan
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
6
,
pp. 2979-2999
Persistent link: https://www.econbiz.de/10014389008
Saved in:
4
Kernel-based time-varying IV estimation : handle with care
Lucchetti, Riccardo
;
Valentini, Francesco
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
6
,
pp. 3001-3026
Persistent link: https://www.econbiz.de/10014389013
Saved in:
5
Assessing the consistency of the fixed-effects estimator : a regression-based Wald test
Spierdijk, Laura
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
4
,
pp. 1599-1630
Persistent link: https://www.econbiz.de/10014253710
Saved in:
6
Quantile regression version of Hodrick-Prescott filter
Yamada, Hiroshi
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
4
,
pp. 1631-1645
Persistent link: https://www.econbiz.de/10014253711
Saved in:
7
Bayesian estimation of the long-run trend of the US economy
Kim, Jaeho
;
Chon, Sora
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
2
,
pp. 461-485
Persistent link: https://www.econbiz.de/10012819475
Saved in:
8
CCE estimation of high-dimensional panel data models with interactive fixed effects
Vogt, Michael
;
Walsh, Christopher
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013485021
Saved in:
9
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
10
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
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