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subject:"CAPM"
subject:"Estimation theory"
~isPartOf:"Econometric theory"
~isPartOf:"The review of economics and statistics"
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CAPM
Estimation theory
Theorie
1,339
Theory
1,339
Schätztheorie
407
USA
244
United States
244
Time series analysis
231
Zeitreihenanalyse
231
Estimation
130
Schätzung
130
Nichtparametrisches Verfahren
76
Nonparametric statistics
76
Regression analysis
76
Regressionsanalyse
76
Statistical test
69
Statistischer Test
69
Einheitswurzeltest
56
Unit root test
56
Statistical theory
49
Statistische Methodenlehre
49
Stochastic process
49
Stochastischer Prozess
49
Cointegration
44
Kointegration
44
Forecasting model
42
Prognoseverfahren
42
ARCH model
38
ARCH-Modell
38
Econometrics
34
Induktive Statistik
34
Statistical distribution
34
Statistical inference
34
Statistische Verteilung
34
Ökonometrie
34
Bootstrap approach
30
Bootstrap-Verfahren
30
Causality analysis
30
Kausalanalyse
30
Autocorrelation
29
Autokorrelation
29
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11
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Article
418
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417
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417
Collection of articles of several authors
4
Sammelwerk
4
Conference proceedings
2
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2
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1
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English
418
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Lee, Lung-fei
8
Linton, Oliver
7
Saikkonen, Pentti
7
Andrews, Donald W. K.
5
Chambers, Marcus J.
5
Jong, Robert M. de
5
Newey, Whitney K.
5
Phillips, Peter C. B.
5
White, Halbert
5
Wooldridge, Jeffrey M.
5
Bai, Jushan
4
Davidson, James E. H.
4
Donald, Stephen G.
4
Fan, Yanqin
4
Horváth, Lajos
4
Knight, John L.
4
Lieberman, Offer
4
Lütkepohl, Helmut
4
Pötscher, Benedikt M.
4
Satchell, Stephen
4
Zinde-Walsh, Victoria
4
Chen, Songnian
3
Chen, Xiaohong
3
Dufour, Jean-Marie
3
Gouriéroux, Christian
3
Hahn, Jinyong
3
Heckman, James J.
3
Kuan, Chung-ming
3
Li, Qi
3
McAleer, Michael
3
Nabeya, Seiji
3
Park, Joon Y.
3
Perron, Pierre
3
Shin, Dong-wan
3
Tanaka, Katsuto
3
Zheng, John Xu
3
Abadie, Alberto
2
Abadir, Karim Maher
2
Angrist, Joshua D.
2
Arcones, Miguel A.
2
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Econometric theory
The review of economics and statistics
Economics letters
447
Journal of econometrics
410
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
278
Working paper / National Bureau of Economic Research, Inc.
254
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
219
NBER working paper series
216
Série des documents de travail / Centre de Recherche en Économie et Statistique
170
The journal of finance : the journal of the American Finance Association
170
Journal of financial economics
161
NBER Working Paper
159
The review of financial studies
154
Journal of economic dynamics & control
148
Journal of applied econometrics
146
Journal of quantitative economics : official journal of the Indian Econometric Society
141
Econometric reviews
136
Journal of banking & finance
135
Oxford bulletin of economics and statistics
103
Discussion paper / Tinbergen Institute
102
Discussion paper / Center for Economic Research, Tilburg University
92
Journal of empirical finance
92
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
87
CORE discussion paper : DP
84
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
84
Journal of financial and quantitative analysis : JFQA
82
Mathematical finance : an international journal of mathematics, statistics and financial theory
82
Applied economics
81
Discussion paper / Centre for Economic Policy Research
80
Statistical papers
79
Finance research letters
77
Journal of monetary economics
75
Management science : journal of the Institute for Operations Research and the Management Sciences
75
The review of economic studies
72
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
69
International economic review
68
Working paper
68
Europäische Hochschulschriften / 5
65
Journal of international money and finance
63
Annales d'économie et de statistique
60
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ECONIS (ZBW)
418
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1
Credible school value-added with undersubscribed school lotteries
Angrist, Joshua D.
;
Hull, Peter
;
Pathak, Parag A.
; …
- In:
The review of economics and statistics
106
(
2024
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014517349
Saved in:
2
Sensitivity to calibrated parameters
Jørgensen, Thomas H.
- In:
The review of economics and statistics
105
(
2023
)
2
,
pp. 474-481
Persistent link: https://www.econbiz.de/10014296306
Saved in:
3
Approximate variational estimation for a model of network formation
Mele, Angelo
;
Zhu, Lingjiong
- In:
The review of economics and statistics
105
(
2023
)
1
,
pp. 113-124
Persistent link: https://www.econbiz.de/10014293245
Saved in:
4
Estimation and inference for linear models with two-way fixed effects and sparsely matched data
Verdier, Valentin
- In:
The review of economics and statistics
102
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012208026
Saved in:
5
Impulse response estimation by smooth local projections
Barnichon, Regis
;
Brownlees, Christian
- In:
The review of economics and statistics
101
(
2019
)
3
,
pp. 522-530
Persistent link: https://www.econbiz.de/10012039436
Saved in:
6
A new regression-based tail index estimator
Nicolau, João
;
Rodrigues, Paulo M. M.
- In:
The review of economics and statistics
101
(
2019
)
4
,
pp. 667-680
Persistent link: https://www.econbiz.de/10012116628
Saved in:
7
Choosing among regularized estimators in empirical economics : the risk of machine learning
Abadie, Alberto
;
Kasy, Maximilian
- In:
The review of economics and statistics
101
(
2019
)
5
,
pp. 743-762
Persistent link: https://www.econbiz.de/10012208803
Saved in:
8
Endogenous stratification in randomized experiments
Abadie, Alberto
;
Chingos, Matthew M.
;
West, Martin R.
- In:
The review of economics and statistics
100
(
2018
)
4
,
pp. 567-580
Persistent link: https://www.econbiz.de/10011959654
Saved in:
9
Estimation in the fixed-effects ordered logit model
Muris, Chris
- In:
The review of economics and statistics
99
(
2017
)
3
,
pp. 465-477
Persistent link: https://www.econbiz.de/10011793450
Saved in:
10
Two-way models for gravity
Jochmans, Koen
- In:
The review of economics and statistics
99
(
2017
)
3
,
pp. 478-485
Persistent link: https://www.econbiz.de/10011793491
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