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subject:"CAPM"
subject:"Estimation"
~person:"Bera, Anil K."
~person:"Ullah, Aman"
~subject:"Theory"
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CAPM
Estimation
Theory
Estimation theory
147
Schätztheorie
147
Theorie
46
Nichtparametrisches Verfahren
23
Nonparametric statistics
23
Regression analysis
19
Regressionsanalyse
19
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18
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17
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15
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58
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Bera, Anil K.
Ullah, Aman
Pesaran, M. Hashem
89
Härdle, Wolfgang
78
Phillips, Peter C. B.
67
Gouriéroux, Christian
57
Linton, Oliver
53
Newey, Whitney K.
48
Franses, Philip Hans
46
Andrews, Donald W. K.
45
Heckman, James J.
44
Baltagi, Badi H.
43
Swanson, Norman R.
43
Gao, Jiti
42
McAleer, Michael
42
Diebold, Francis X.
41
Giles, David E. A.
36
Imbens, Guido
36
Kapetanios, George
36
Robinson, Peter M.
36
Hsiao, Cheng
34
Horowitz, Joel
33
Li, Qi
33
Winkelmann, Rainer
33
Koop, Gary
32
Lechner, Michael
32
Lütkepohl, Helmut
31
Zakoïan, Jean-Michel
31
Angrist, Joshua D.
29
Dufour, Jean-Marie
29
Kohn, Robert
28
Lee, Lung-fei
28
Marcellino, Massimiliano
28
Brännäs, Kurt
27
Granger, C. W. J.
27
King, Maxwell L.
27
Wooldridge, Jeffrey M.
27
Cai, Zongwu
26
Hahn, Jinyong
26
Ohtani, Kazuhiro
26
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Journal of quantitative economics : official journal of the Indian Econometric Society
8
Office of Research working paper / University of Illinois at Urbana-Champaign, College of Commerce and Business Administration
8
Econometric reviews
6
Journal of econometrics
5
Economics letters
3
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3
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2
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2
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2
Anvesak : journal of the Sardar Patel Institute of Economic and Social Research
1
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1
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1
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1
Handbook of empirical economics and finance
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
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1
Forecasting under structural breaks using improved weighted estimation
Lee, Tae-hwy
;
Parsaeian, Shahnaz
;
Ullah, Aman
-
2022
Persistent link: https://www.econbiz.de/10013284029
Saved in:
2
Efficient combined estimation under structural breaks
Lee, Tae-hwy
;
Parsaeian, Shahnaz
;
Ullah, Aman
-
2020
Persistent link: https://www.econbiz.de/10012602650
Saved in:
3
Maximum entropy analysis of consumption-based capital asset pricing model and volatility
Lee, Tae-hwy
;
Mao, Millie Yi
;
Ullah, Aman
- In:
Journal of econometric methods
10
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012437809
Saved in:
4
Estimation of random components and prediction in one and two-way error component regression models
Sharma, Subhash Chandra
;
Bera, Anil K.
- In:
Journal of quantitative economics
19
(
2021
),
pp. 419-441
Persistent link: https://www.econbiz.de/10013441736
Saved in:
5
Information theoretic approaches to income density estimation with an application to the U.S. income data
Park, Sung Y.
;
Bera, Anil K.
- In:
Journal of economic inequality
16
(
2018
)
4
,
pp. 461-486
Persistent link: https://www.econbiz.de/10012055124
Saved in:
6
Distribution of the mean reversion estimator in the Ornstein-Uhlenbeck process
Bao, Yong
;
Ullah, Aman
;
Wang, Yun
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 1039-1056
Persistent link: https://www.econbiz.de/10011795564
Saved in:
7
Nonparametric and semiparametric regressions subject to monotonicity constraints : estimation and forecasting
Lee, Tae-hwy
;
Tu, Yundong
;
Ullah, Aman
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 196-210
Persistent link: https://www.econbiz.de/10010497090
Saved in:
8
Nonparametric and Semiparametric Estimation of a Set of Regression Equations
Ullah, Aman
;
Wang, Yun
- In:
The Oxford handbook of applied nonparametric and …
.
2014
Persistent link: https://www.econbiz.de/10012881210
Saved in:
9
Local linear GMM estimation of functional coefficient IV model with an application to estimating the rate od return to schooling
Su, Liangjun
;
Murtazashvili, Irina
;
Ullah, Aman
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
2
,
pp. 184-207
Persistent link: https://www.econbiz.de/10009754005
Saved in:
10
Nonparametric and semiparametric panel econometric models : estimation and testing
Su, Liangjun
;
Ullah, Aman
- In:
Handbook of empirical economics and finance
,
(pp. 455-497)
.
2011
Persistent link: https://www.econbiz.de/10009130109
Saved in:
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