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isPartOf:"The American economic review"
subject:"Panel"
~isPartOf:"Journal of banking & finance"
~subject:"Börsenkurs"
~subject:"Demand"
~subject:"Zinsstruktur"
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Search: subject_exact:"Estimation theory"
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Panel
Börsenkurs
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Estimation theory
103
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30
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23
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The American economic review
Journal of banking & finance
Journal of econometrics
211
Economics letters
105
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
Econometric reviews
62
CEMMAP working papers / Centre for Microdata Methods and Practice
42
The econometrics journal
41
Working paper / Department of Econometrics and Business Statistics, Monash University
34
Discussion paper series / IZA
33
CESifo working papers
30
Applied economics letters
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Cambridge working papers in economics
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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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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of empirical finance
17
Econometrics : open access journal
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Oxford bulletin of economics and statistics
16
CESifo Working Paper Series
15
IZA Discussion Paper
15
Journal of applied econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Working paper / National Bureau of Economic Research, Inc.
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Journal of financial and quantitative analysis : JFQA
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Quantitative economics : QE ; journal of the Econometric Society
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Computational economics
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International journal of economics and financial issues : IJEFI
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Regional science & urban economics
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Journal of risk and financial management : JRFM
11
The empirical economics letters : a monthly international journal of economics
11
The review of financial studies
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22
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1
Modeling persistent interest rates with double-autoregressive processes
Hansen, Anne Lundgaard
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013257376
Saved in:
2
Geostatistical modeling of dependent credit spreads : estimation of large covariance matrices and imputation of missing data
Hüttner, Amelie
;
Scherer, Matthias
;
Gräler, Benedikt
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012521061
Saved in:
3
Pre-event trends in the panel event-study design
Freyaldenhoven, Simon
;
Hansen, Christian Bailey
; …
- In:
The American economic review
109
(
2019
)
9
,
pp. 3307-3338
Persistent link: https://www.econbiz.de/10012107126
Saved in:
4
Evaluating the robustness of UK term structure decompositions using linear regression methods
Malik, Sheheryar
;
Meldrum, Andrew
- In:
Journal of banking & finance
67
(
2016
),
pp. 85-102
Persistent link: https://www.econbiz.de/10011634653
Saved in:
5
In search of robust methods for dynamic panel data models in empirical corporate finance
Dang, Viet Anh
;
Kim, Minjoo
;
Shin, Yongcheol
- In:
Journal of banking & finance
53
(
2015
),
pp. 84-98
Persistent link: https://www.econbiz.de/10011377703
Saved in:
6
Estimating the price impact of trades in a high-frequency microstructure model with jumps
Jondeau, Eric
;
Lahaye, Jérôme
;
Rockinger, Michael
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 205-224
Persistent link: https://www.econbiz.de/10011585573
Saved in:
7
Machine learning methods for demand estimation
Bajari, Patrick L.
;
Nekipelov, Denis N.
;
Ryan, Stephen
; …
- In:
The American economic review
105
(
2015
)
5
,
pp. 481-485
Persistent link: https://www.econbiz.de/10011699330
Saved in:
8
Term premia and inflation uncertainty : empirical evidence from an international panel dataset ; reply
Wright, Jonathan H.
- In:
The American economic review
104
(
2014
)
1
,
pp. 338-341
Persistent link: https://www.econbiz.de/10010340805
Saved in:
9
Term premia and inflation uncertainty : empirical evidence from an international panel dataset ; comment
Bauer, Michael D.
;
Rudebusch, Glenn D.
;
Wu, Jing Cynthia
- In:
The American economic review
104
(
2014
)
1
,
pp. 323-337
Persistent link: https://www.econbiz.de/10010340809
Saved in:
10
Volatility dynamics for the S&P 500 : further evidence from non-affine, multi-factor jump diffusions
Kaeck, Andreas
;
Alexander, Carol
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 3110-3121
Persistent link: https://www.econbiz.de/10009672975
Saved in:
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