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isPartOf:"Discussion paper / Centre for Economic Policy Research"
subject:"USA"
~subject:"Bootstrap approach"
~subject:"Kapitalmarkttheorie"
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USA
Bootstrap approach
Kapitalmarkttheorie
Estimation theory
71
Schätztheorie
71
Theorie
30
Theory
30
Estimation
19
Schätzung
19
United States
11
Time series analysis
7
VAR model
7
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7
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7
Dynamic equilibrium
5
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Großbritannien
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Marcellino, Massimiliano
2
Adrian, Tobias
1
Bams, Dennis
1
Barnichon, Régis
1
Benkwitz, Alexander
1
Beyer, Robert
1
Brownlees, Christian
1
Cavicchioli, Maddalena
1
Chernov, Mikhail
1
Crump, Richard K.
1
Darvas, Zsolt M.
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Forni, Mario
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Ghysels, Eric
1
Guérin, Pierre
1
Gürkaynak, Refet S.
1
Jordà, Òscar
1
Kilian, Lutz
1
Kim, Yun Jung
1
Knüppel, Malte
1
Kozak, Serhiy
1
Kısacıkoğlu, Burçin
1
Lippi, Marco
1
Lochstoer, Lars A.
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Lundeby, Stig
1
Lütkepohl, Helmut
1
Manresa, Elena
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Meenagh, David
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Mönch, Emanuel
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Nagel, Stefan
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Peñaranda, Francisco
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Redding, Stephen
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Santosh, Shrihari
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Schotman, Peter C.
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Sentana, Enrique
1
Theodoridis, Konstantinos
1
Weinstein, David E.
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Wieland, Volker
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Wolters, Jürgen
1
Wright, Jonathan H.
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Discussion paper / Centre for Economic Policy Research
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
121
Journal of econometrics
105
The review of economics and statistics
45
Working paper / National Bureau of Economic Research, Inc.
39
CEMMAP working papers / Centre for Microdata Methods and Practice
37
Economics letters
33
Econometric reviews
29
Journal of applied econometrics
27
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
23
CREATES research paper
21
American journal of agricultural economics
19
The econometrics journal
19
Discussion paper / Tinbergen Institute
17
Econometric theory
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Cowles Foundation discussion paper
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Journal of financial and quantitative analysis : JFQA
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Discussion paper series / IZA
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The journal of futures markets
15
Applied economics
14
The journal of finance : the journal of the American Finance Association
14
The review of financial studies
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
Journal of macroeconomics
13
Journal of the American Statistical Association : JASA
13
NBER working paper series
13
Queen's Economics Department working paper
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International journal of forecasting
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Journal of forecasting
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Technical working paper / National Bureau of Economic Research
11
Journal of banking & finance
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Journal of money, credit and banking : JMCB
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Journal of productivity analysis
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Oxford bulletin of economics and statistics
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Applied economics letters
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Computational economics
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Discussion papers of interdisciplinary research project 373
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International economic review
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KBI
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ECONIS (ZBW)
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1
Missing events in event studies : identifying the effects of partially-measured news surprises
Gürkaynak, Refet S.
;
Kısacıkoğlu, Burçin
;
Wright, …
-
2018
Persistent link: https://www.econbiz.de/10011981002
Saved in:
2
Conditional dynamics and the multi-horizon risk-return trade-off
Chernov, Mikhail
;
Lochstoer, Lars A.
;
Lundeby, Stig
-
2018
Persistent link: https://www.econbiz.de/10012109645
Saved in:
3
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
-
2017
Persistent link: https://www.econbiz.de/10011708502
Saved in:
4
Shrinking the cross section
Kozak, Serhiy
;
Nagel, Stefan
;
Santosh, Shrihari
-
2017
Persistent link: https://www.econbiz.de/10011819206
Saved in:
5
Instability, imprecision and inconsistent use of equilibrium real interest rate estimates
Beyer, Robert
;
Wieland, Volker
-
2017
Persistent link: https://www.econbiz.de/10011654990
Saved in:
6
Eigenvalue ratio estimators for the number of common factors
Cavicchioli, Maddalena
;
Forni, Mario
;
Lippi, Marco
; …
-
2016
Persistent link: https://www.econbiz.de/10011544556
Saved in:
7
A unified approach to estimating demand and welfare
Redding, Stephen
;
Weinstein, David E.
-
2016
Persistent link: https://www.econbiz.de/10011524468
Saved in:
8
Impulse response estimation by smooth local projections
Barnichon, Régis
;
Brownlees, Christian
-
2016
Persistent link: https://www.econbiz.de/10011606743
Saved in:
9
Regression based estimation of dynamic asset pricing models
Adrian, Tobias
;
Crump, Richard K.
;
Mönch, Emanuel
-
2015
Persistent link: https://www.econbiz.de/10010509481
Saved in:
10
Regime switches in the risk-return trade-off
Ghysels, Eric
;
Guérin, Pierre
;
Marcellino, Massimiliano
-
2013
Persistent link: https://www.econbiz.de/10010206904
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