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accessRights:"free"
type_genre:"Article in journal"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Journal of financial econometrics"
~subject:"Statistischer Test"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Estimation theory"
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Statistischer Test
Estimation theory
22
Schätztheorie
22
Estimation
9
Schätzung
9
Correlation
6
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6
Nichtparametrisches Verfahren
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asset pricing
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Graue Literatur
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Kleibergen, Frank
2
Kong, Lingwei
2
Zaffaroni, Paolo
2
Zhan, Zhaoguo
2
Gungor, Sermin
1
Hecq, Alain W. J.
1
Jochmans, Koen
1
Johnstone, Iain M.
1
Khalaf, Lynda
1
Luger, Richard
1
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1
Onatski, Alexei
1
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Cambridge-INET working papers
Journal of financial econometrics
CEMMAP working papers / Centre for Microdata Methods and Practice
45
Cowles Foundation discussion paper
30
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
21
Econometrics : open access journal
19
Quantitative economics : QE ; journal of the Econometric Society
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Discussion paper / Tinbergen Institute
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CREATES research paper
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Discussion papers of interdisciplinary research project 373
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Cambridge working papers in economics
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IEAS working paper
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Working papers / Universitat Pompeu Fabra, Department of Economics and Business
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CESifo working papers
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Discussion papers / Department of Economics, University of Copenhagen
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Comment on: identification robust testing of risk premia in finite samples
Zaffaroni, Paolo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 303-305
Persistent link: https://www.econbiz.de/10014314744
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2
Rejoinder on: identification robust testing of risk premia in finite samples
Kleibergen, Frank
;
Kong, Lingwei
;
Zhan, Zhaoguo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 311-315
Persistent link: https://www.econbiz.de/10014314746
Saved in:
3
Granger causality testing in high-dimensional VARs : a post-double-selection procedure
Hecq, Alain W. J.
;
Margaritella, Luca
;
Smeekes, Stephan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 915-958
Persistent link: https://www.econbiz.de/10014314841
Saved in:
4
Exact inference in long-horizon predictive quantile regressions with an application to stock returns
Gungor, Sermin
;
Luger, Richard
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 746-788
Persistent link: https://www.econbiz.de/10012654991
Saved in:
5
A portmanteau test for correlation in short panels
Jochmans, Koen
-
2018
Persistent link: https://www.econbiz.de/10012672305
Saved in:
6
Testing in high-dimensional spiked models
Johnstone, Iain M.
;
Onatski, Alexei
-
2018
Persistent link: https://www.econbiz.de/10012667588
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