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subject:"Estimation theory"
subject:"Statistische Methodenlehre"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"CAPM"
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Estimation theory
Statistische Methodenlehre
CAPM
Theorie
1,509
Theory
1,509
Schätztheorie
240
Spieltheorie
180
Game theory
177
USA
99
United States
99
Nichtparametrisches Verfahren
79
Nonparametric statistics
79
Statistical theory
76
Time series analysis
76
Zeitreihenanalyse
76
Equilibrium theory
67
Gleichgewichtstheorie
67
Experiment
60
Asymmetric information
56
Asymmetrische Information
56
Risk
54
Risiko
53
Statistical test
52
Statistischer Test
52
Auction theory
51
Auktionstheorie
51
Entscheidung
51
Decision
50
Estimation
49
Schätzung
49
Learning process
47
Lernprozess
47
Economics of information
45
Informationsökonomik
45
Agency theory
41
Induktive Statistik
41
Prinzipal-Agent-Theorie
41
Statistical inference
41
Nutzen
39
Nash equilibrium
38
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Article
309
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Article in journal
306
Aufsatz in Zeitschrift
306
Language
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English
309
Author
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Andrews, Donald W. K.
20
Newey, Whitney K.
13
Phillips, Peter C. B.
10
Horowitz, Joel
8
Robinson, Peter M.
8
Imbens, Guido
6
Stock, James H.
6
Bai, Jushan
5
Dufour, Jean-Marie
5
Lewbel, Arthur
5
White, Halbert
5
Chernozhukov, Victor
4
Chesher, Andrew
4
Duffie, Darrell
4
Hirano, Keisuke
4
Kitamura, Yuichi
4
Matzkin, Rosa L.
4
Nelson, Daniel B.
4
Perron, Pierre
4
Ploberger, Werner
4
Smith, Richard J.
4
Vuong, Quang H.
4
Aït-Sahalia, Yacine
3
Davidson, Russell
3
Gallant, A. Ronald
3
Gouriéroux, Christian
3
Graham, Bryan S.
3
Hahn, Jinyong
3
Hansen, Bruce E.
3
Linton, Oliver
3
Manski, Charles F.
3
Pakes, Ariel
3
Porter, Jack
3
Powell, James
3
Ross, Stephen A.
3
Sims, Christopher A.
3
Spady, Richard Henry
3
Tauchen, George Eugene
3
Ai, Chunrong
2
Altonji, Joseph G.
2
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Economics letters
493
Journal of econometrics
451
Econometric theory
307
Working paper / National Bureau of Economic Research, Inc.
262
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
260
NBER working paper series
223
Série des documents de travail / Centre de Recherche en Économie et Statistique
206
The journal of finance : the journal of the American Finance Association
173
NBER Working Paper
172
Journal of financial economics
162
Econometric reviews
160
Journal of economic dynamics & control
157
The review of financial studies
154
Journal of applied econometrics
153
Journal of quantitative economics : official journal of the Indian Econometric Society
148
The review of economics and statistics
137
Journal of banking & finance
135
CORE discussion paper : DP
116
Discussion paper / Tinbergen Institute
113
Oxford bulletin of economics and statistics
111
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
108
Discussion paper / Center for Economic Research, Tilburg University
102
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
97
Journal of empirical finance
97
Statistical papers
87
Journal of financial and quantitative analysis : JFQA
84
Applied economics
82
Europäische Hochschulschriften / 5
82
Mathematical finance : an international journal of mathematics, statistics and financial theory
82
Discussion paper / Centre for Economic Policy Research
81
International economic review
81
Management science : journal of the Institute for Operations Research and the Management Sciences
80
Finance research letters
77
The review of economic studies
77
Journal of monetary economics
76
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
72
Technical working paper / National Bureau of Economic Research
72
Working paper
70
Annales d'économie et de statistique
68
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ECONIS (ZBW)
309
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1
Spurious inference in reduced-rank asset-pricing models
Gospodinov, Nikolaj
;
Kan, Raymond
;
Robotti, Cesare
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
5
,
pp. 1613-1628
Persistent link: https://www.econbiz.de/10011791596
Saved in:
2
The identification of beliefs from asset demand
Kubler, Felix
;
Polemarchakis, Heraklis M.
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
4
,
pp. 1219-1238
Persistent link: https://www.econbiz.de/10011791238
Saved in:
3
Robust contracts in continuous time
Miao, Jianjun
;
Rivera, Alejandro
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1405-1440
Persistent link: https://www.econbiz.de/10011611100
Saved in:
4
Time-varying risk premium in large cross-sectional equity data sets
Gagliardini, Patrick
;
Ossola, Elisa
;
Scaillet, Olivier
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
3
,
pp. 985-1046
Persistent link: https://www.econbiz.de/10011579614
Saved in:
5
Intersection bounds : estimation and inference
Chernozhukov, Victor
;
Lee, Sokbae
;
Rosen, Adam M.
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
2
,
pp. 667-737
Persistent link: https://www.econbiz.de/10009752302
Saved in:
6
Nonparametric estimation in random coefficients binary choice models
Gautier, Eric
;
Kitamura, Yuichi
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
2
,
pp. 581-607
Persistent link: https://www.econbiz.de/10009752306
Saved in:
7
An approach to asset pricing under incomplete and diverse perceptions
Eyster, Erik
;
Piccione, Michele
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
4
,
pp. 1483-1506
Persistent link: https://www.econbiz.de/10009793482
Saved in:
8
Robustness, infinitesimal, neighborhoods, and moment restrictions
Kitamura, Yuichi
;
Otsu, Taisuke
;
Evdokimov, Kirill
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
3
,
pp. 1185-1201
Persistent link: https://www.econbiz.de/10009763128
Saved in:
9
Sequential estimation of structural models with a fixed point constraint
Kasahara, Hiroyuki
;
Shimotsu, Katsumi
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
5
,
pp. 2303-2319
Persistent link: https://www.econbiz.de/10009665454
Saved in:
10
Partial distributional policy effects
Rothe, Christoph
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
5
,
pp. 2269-2301
Persistent link: https://www.econbiz.de/10009665457
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