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subject:"Probability theory"
subject:"Simulation"
~isPartOf:"The review of economic studies"
~isPartOf:"The review of financial studies"
~subject:"USA"
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Probability theory
Simulation
USA
Estimation theory
110
Schätztheorie
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Theorie
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Theory
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United States
22
Capital income
12
Estimation
12
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Hotz, Vincent Joseph
3
Nimalendran, Mahendrarajah
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Arellano, Manuel
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Attanasio, Orazio P.
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Bazdresch, Santiago
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The review of economic studies
The review of financial studies
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
127
Journal of econometrics
90
Economics letters
52
The review of economics and statistics
49
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
45
Working paper / National Bureau of Economic Research, Inc.
40
Econometric reviews
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Discussion paper / Tinbergen Institute
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Journal of applied econometrics
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European journal of operational research : EJOR
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American journal of agricultural economics
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International journal of forecasting
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Statistics in transition : an international journal of the Polish Statistical Association
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Econometric theory
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Applied economics
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Journal of financial and quantitative analysis : JFQA
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International economic review
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Oxford bulletin of economics and statistics
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The journal of futures markets
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Report / Econometric Institute, Erasmus University Rotterdam
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The journal of finance : the journal of the American Finance Association
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Journal of macroeconomics
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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The econometrics journal
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1
Conditional dynamics and the multihorizon risk-return trade-off
Chernov, Mikhail
;
Lochstoer, Lars A.
;
Lundeby, Stig R. H.
- In:
The review of financial studies
35
(
2022
)
3
,
pp. 1310-1347
Persistent link: https://www.econbiz.de/10012878991
Saved in:
2
Approximate permutation tests and induced order statistics in the regression discontinuity design
Canay, Ivan A.
;
Kamat, Vishal
- In:
The review of economic studies
85
(
2018
)
3
,
pp. 1577-1608
Persistent link: https://www.econbiz.de/10011923477
Saved in:
3
Estimating and testing dynamic corporate finance models
Bazdresch, Santiago
;
Kahn, R. Jay
;
Whited, Toni Marion
- In:
The review of financial studies
31
(
2018
)
1
,
pp. 322-361
Persistent link: https://www.econbiz.de/10011924631
Saved in:
4
Nonlinear shrinkage of the covariance matrix for portfolio selection : Markowitz meets Goldilocks
Ledoit, Olivier
;
Wolf, Michael
- In:
The review of financial studies
30
(
2017
)
12
,
pp. 4349-4388
Persistent link: https://www.econbiz.de/10011924578
Saved in:
5
Common errors : how to (and not to) control for unobserved heterogeneity
Gormley, Todd A.
;
Matsa, David A.
- In:
The review of financial studies
27
(
2014
)
2
,
pp. 617-661
Persistent link: https://www.econbiz.de/10010357867
Saved in:
6
Generalized transform analysis of affine processes and applications in finance
Chen, Hui
;
Joslin, Scott
- In:
The review of financial studies
25
(
2012
)
7
,
pp. 2225-2256
Persistent link: https://www.econbiz.de/10009571713
Saved in:
7
Inverse probability tilting for moment condition models with missing data
Graham, Bryan S.
;
Pinto, Cristine Campos de Xavier
; …
- In:
The review of economic studies
79
(
2012
)
3
,
pp. 1053-1079
Persistent link: https://www.econbiz.de/10009613909
Saved in:
8
Identification and estimation of auction models with unobserved heterogeneity
Krasnokutskaya, Elena
- In:
The review of economic studies
78
(
2011
)
1
,
pp. 293-327
Persistent link: https://www.econbiz.de/10009162030
Saved in:
9
Conditioning information and variance bounds on pricing kernels
Bekaert, Geert
;
Lui, Jun
- In:
The review of financial studies
17
(
2004
)
2
,
pp. 339-378
Persistent link: https://www.econbiz.de/10002026857
Saved in:
10
Constrained indirect estimation
Calzolari, Giorgio
;
Fiorentini, Gabriele
- In:
The review of economic studies
71
(
2004
)
4
,
pp. 945-973
Persistent link: https://www.econbiz.de/10002377654
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