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subject:"United States"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~subject:"Bootstrap approach"
~subject:"Risk"
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United States
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Estimation theory
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Discussion paper / Centre for Economic Policy Research
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
143
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143
Economics letters
54
The review of economics and statistics
46
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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
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
-
2017
Persistent link: https://www.econbiz.de/10011708502
Saved in:
3
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:
4
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:
5
A unified approach to estimating demand and welfare
Redding, Stephen
;
Weinstein, David E.
-
2016
Persistent link: https://www.econbiz.de/10011524468
Saved in:
6
Impulse response estimation by smooth local projections
Barnichon, Régis
;
Brownlees, Christian
-
2016
Persistent link: https://www.econbiz.de/10011606743
Saved in:
7
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:
8
Impulse response matching estimators for DSGE models
Guerrón-Quintana, Pablo A.
;
Inoue, Atsushi
;
Kilian, Lutz
-
2014
Persistent link: https://www.econbiz.de/10010465634
Saved in:
9
Joint confidence sets for structual impulse responses
Inoue, Atsushi
;
Kilian, Lutz
-
2014
Persistent link: https://www.econbiz.de/10010363307
Saved in:
10
Estimating overidentified, non-recursive, time varying coefficients structural vars
Canova, Fabio
;
Forero, Fernando J. Pèrez
-
2014
Persistent link: https://www.econbiz.de/10010382052
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