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subject:"Schätztheorie"
type_genre:"Non-commercial literature"
~isPartOf:"Econometric Institute research papers"
~person:"Imbens, Guido"
~person:"McAleer, Michael"
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Schätztheorie
Estimation theory
4
ARCH model
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ARCH-Modell
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CAPM
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Consistent standard errors
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Correct specification
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Endogeneity
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Fama-French Factors
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Frankreich
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Hausman test
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Hausman tests
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Imbens, Guido
McAleer, Michael
Franses, Philip Hans
4
Groenen, Patrick J. F.
2
Koning, Alex J.
2
Allen, David E.
1
Asai, Manabu
1
Bijwaard, Govert
1
Camehl, Annika
1
Chang, Chia-Lin
1
Dijk, Dick van
1
Dutra Areosa, Waldyr
1
Hafner, Christian M.
1
Lam, Kar Yin
1
Medeiros, Marcelo C.
1
Nawata, Kazumitsu
1
Pauwels, Laurent
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Rosmalen, Joost van
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Technical working paper / National Bureau of Economic Research
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Discussion paper series / Harvard Institute of Economic Research
7
Working papers in quantitative economics and econometrics
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Working paper
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4
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Report / Econometric Institute, Erasmus University Rotterdam
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Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
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Working papers / Department of Economics, The Johns Hopkins University
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ECONIS (ZBW)
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Drawbacks in the 3-factor approach of Fama and French : (2018)
Allen, David E.
;
McAleer, Michael
-
2019
Persistent link: https://www.econbiz.de/10012149751
Saved in:
2
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
3
The maximum number of parameters for the Hausman test : when the estimators are from different sets of equations
Nawata, Kazumitsu
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10010354383
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4
Moment-bases estimation of smooth transition regression models with endogenous variables
Dutra Areosa, Waldyr
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2008
Persistent link: https://www.econbiz.de/10003893429
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