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isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
subject:"Stichprobenerhebung"
~isPartOf:"Journal of financial econometrics"
~subject:"Monte-Carlo-Simulation"
~subject:"Statistical test"
~subject:"Statistischer Test"
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Stichprobenerhebung
Monte-Carlo-Simulation
Statistical test
Statistischer Test
Estimation theory
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Estimation
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Kleibergen, Frank
4
Kong, Lingwei
4
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4
Huber, Martin
2
Khalaf, Lynda
2
Peñaranda, Francisco
2
Zaffaroni, Paolo
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1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of financial econometrics
Journal of econometrics
225
Economics letters
91
Econometric reviews
81
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
77
CEMMAP working papers / Centre for Microdata Methods and Practice
60
Econometric theory
53
The econometrics journal
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Discussion paper / Tinbergen Institute
43
Journal of the American Statistical Association : JASA
37
Statistics in transition : an international journal of the Polish Statistical Association
37
Cowles Foundation discussion paper
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Econometrics : open access journal
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Cowles Foundation Discussion Paper
25
Quantitative economics : QE ; journal of the Econometric Society
25
Applied economics
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Discussion paper / Center for Economic Research, Tilburg University
22
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Working paper / Department of Econometrics and Business Statistics, Monash University
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European journal of operational research : EJOR
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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IZA Discussion Paper
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Oxford bulletin of economics and statistics
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Cambridge working papers in economics
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Discussion paper / Central Bureau voor de Statistiek
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Journal of applied econometrics
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Journal of time series econometrics
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ECONIS (ZBW)
36
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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
Saved in:
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
A new test for multiple predictive regression
Xu, Ke-Li
;
Guo, Junjie
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 119-156
Persistent link: https://www.econbiz.de/10014526308
Saved in:
5
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:
6
Comment on: identification robust testing of risk premia in finite samples
Khalaf, Lynda
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 298-302
Persistent link: https://www.econbiz.de/10014314743
Saved in:
7
Discussion of identification robust testing of risk premia in finite samples
Peñaranda, Francisco
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 306-310
Persistent link: https://www.econbiz.de/10014314745
Saved in:
8
Integrating structural and reduced-form methods in empirical finance
Whited, Toni Marion
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 597-615
Persistent link: https://www.econbiz.de/10014314764
Saved in:
9
Oops! I shrunk the sample covariance matrix again : blockbuster meets shrinkage
De Nard, Gianluca
- In:
Journal of financial econometrics
20
(
2022
)
4
,
pp. 569-611
Persistent link: https://www.econbiz.de/10013349144
Saved in:
10
Bootstrap confidence intervals and hypothesis testing for market information shares
Schweikert, Karsten
- In:
Journal of financial econometrics
19
(
2021
)
5
,
pp. 934-959
Persistent link: https://www.econbiz.de/10012799055
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