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isPartOf:"Advances of theoretical economics"
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Advances of theoretical economics
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3,498
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2,658
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1,714
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ECONIS (ZBW)
364
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71
Factor models with many assets : strong factors, weak factors, and the two-pass procedure
Anatolyev, Stanislav
;
Mikusheva, Anna
- In:
Journal of econometrics
229
(
2022
)
1
,
pp. 103-126
Persistent link: https://www.econbiz.de/10013441835
Saved in:
72
High-dimensional test for alpha in linear factor pricing models with sparse alternatives
Feng, Long
;
Lan, Wei
;
Liu, Binghui
;
Ma, Yanyuan
- In:
Journal of econometrics
229
(
2022
)
1
,
pp. 152-175
Persistent link: https://www.econbiz.de/10013441842
Saved in:
73
Kotlarski with a factor loading
Lewbel, Arthur
- In:
Journal of econometrics
229
(
2022
)
1
,
pp. 176-179
Persistent link: https://www.econbiz.de/10013441849
Saved in:
74
Adaptive Bayesian estimation of conditional discrete-continuous distributions with an application to stock market trading activity
Norets, Andriy
;
Pelenis, Justinas
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 62-82
Persistent link: https://www.econbiz.de/10013441915
Saved in:
75
Posterior-based Wald-type statistics for hypothesis testing
Liu, Xiaobin
;
Li, Yong
;
Yu, Jun
;
Zeng, Tao
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 83-113
Persistent link: https://www.econbiz.de/10013441919
Saved in:
76
Real-time Bayesian learning and bond return predictability
Wan, Runqing
;
Fulop, Andras
;
Li, Junye
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 114-130
Persistent link: https://www.econbiz.de/10013441922
Saved in:
77
Bayesian nonparametric learning of how skill is distributed across the mutual fund industry
Fisher, Mark
;
Jensen, Mark J.
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 131-153
Persistent link: https://www.econbiz.de/10013441924
Saved in:
78
Factor investing : a Bayesian hierarchical approach
Feng, Guanhao
;
He, Jingyu
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 183-200
Persistent link: https://www.econbiz.de/10013441934
Saved in:
79
Beliefs about public debt and the demand for government spending
Roth, Christopher
;
Settele, Sonja
;
Wohlfart, Johannes
- In:
Journal of econometrics
231
(
2022
)
1
,
pp. 165-187
Persistent link: https://www.econbiz.de/10013441975
Saved in:
80
Heterogeneity in households' stock market beliefs : levels, dynamics, and epistemic uncertainty
Gaudecker, Hans-Martin von
;
Wogrolly, Axel
- In:
Journal of econometrics
231
(
2022
)
1
,
pp. 232-247
Persistent link: https://www.econbiz.de/10013441983
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