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subject:"CAPM"
subject:"USA"
~isPartOf:"Journal of applied econometrics"
~subject:"Forecasting model"
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Search: subject_exact:"Estimation theory"
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CAPM
USA
Forecasting model
Estimation theory
221
Schätztheorie
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Theorie
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Theory
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Estimation
40
Schätzung
40
Time series analysis
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Akira Toda, Alexis
1
Arguea, Nestor M.
1
Bailey, Natalia
1
Blattenberger, Gail
1
Bong, Joon Yoon
1
Buchinsky, Moshe
1
Cho, Dooyeon
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Corradi, Valentina
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Deb, Partha
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1
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1
Jordà, Òscar
1
Kapetanios, George
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1
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Journal of applied econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
146
Journal of econometrics
127
International journal of forecasting
119
Journal of forecasting
77
The review of economics and statistics
45
Economics letters
43
Working paper / National Bureau of Economic Research, Inc.
39
Discussion paper / Tinbergen Institute
28
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
27
NBER working paper series
25
Journal of empirical finance
24
Applied economics
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Finance research letters
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Journal of financial and quantitative analysis : JFQA
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
Journal of banking & finance
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The journal of finance : the journal of the American Finance Association
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Working paper
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American journal of agricultural economics
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CREATES research paper
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The econometrics journal
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Journal of the American Statistical Association : JASA
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Oxford bulletin of economics and statistics
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The journal of futures markets
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The review of financial studies
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CESifo working papers
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Discussion paper series / IZA
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European journal of operational research : EJOR
14
Journal of financial econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of macroeconomics
14
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1
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
Saved in:
2
Reassessing growth vulnerability
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 225-234
Persistent link: https://www.econbiz.de/10014471730
Saved in:
3
Robust forecast superiority testing with an application to assessing pools of expert forecasters
Corradi, Valentina
;
Jin, Sainan
;
Swanson, Norman R.
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 596-622
Persistent link: https://www.econbiz.de/10014288029
Saved in:
4
Fat tails and spurious estimation of consumption‐based asset pricing models
Akira Toda, Alexis
;
Walsh, Kieran
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1156-1177
Persistent link: https://www.econbiz.de/10011862571
Saved in:
5
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
6
Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 161-171
Persistent link: https://www.econbiz.de/10010414227
Saved in:
7
Estimation of treatment effects without an exclusion restriction : with an application to the analysis of the School Breakfast Program
Millimet, Daniel L.
;
Tchernis, Rusty
- In:
Journal of applied econometrics
28
(
2013
)
6
,
pp. 982-1017
Persistent link: https://www.econbiz.de/10010351088
Saved in:
8
Reconciling the evidence of Card and Krueger (1994) and Neumark and Wascher (2000)
Ropponen, Olli
- In:
Journal of applied econometrics
26
(
2011
)
6
,
pp. 1051-1057
Persistent link: https://www.econbiz.de/10009408794
Saved in:
9
Path forecast evaluation
Jordà, Òscar
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
25
(
2010
)
4
,
pp. 635-662
Persistent link: https://www.econbiz.de/10008667466
Saved in:
10
Business cycle non-linearities in UK consumption and production
Öcal, Nadir
;
Osborn, Denise R.
- In:
Journal of applied econometrics
15
(
2000
)
1
,
pp. 27-43
Persistent link: https://www.econbiz.de/10001465097
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