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~isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
~isPartOf:"The econometrics journal"
~person:"MacKinnon, James G."
~person:"Renault, Eric"
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Estimation theory
6
Schätztheorie
6
Option pricing theory
2
Optionspreistheorie
2
Theorie
2
Theory
2
AR test
1
Bootstrap approach
1
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1
CAPM
1
Cluster analysis
1
Cluster-robust variance estimator
1
Clusteranalyse
1
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1
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Extremum estimators
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MacKinnon, James G.
Renault, Eric
Gouriéroux, Christian
13
Robert, Christian P.
12
Guégan, Dominique
7
Zakoïan, Jean-Michel
7
Monfort, Alain
6
Francq, Christian
5
Philippe, Anne
5
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4
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4
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4
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4
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4
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4
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Scaillet, Olivier
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Shin, Youngki
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Chen, Jia
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3
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3
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
The econometrics journal
Queen's Economics Department working paper
15
Journal of econometrics
11
Discussion paper
10
Discussion paper / Institute for Economic Research, Queen's University
5
CREATES research paper
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3
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
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1
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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
1
Economics letters
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
1
Essays in honor of Joon Y. Park : econometric methodology in empirical applications
1
Handbook of econometrics : volume 6B
1
Handbook of econometrics ; Vol. 6B
1
Handbook of empirical economics and finance
1
Handbook of financial time series
1
International economic review
1
Journal of economic literature
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Journal of productivity analysis
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ECONIS (ZBW)
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1
The wild bootstrap for few (treated) clusters
MacKinnon, James G.
;
Webb, Matthew
- In:
The econometrics journal
21
(
2018
)
2
,
pp. 114-135
Persistent link: https://www.econbiz.de/10012166605
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2
Maximization by parts in extremum estimation
Fan, Yanqin
;
Pastorello, Sergio
;
Renault, Eric
- In:
The econometrics journal
18
(
2015
)
2
,
pp. 147-171
Persistent link: https://www.econbiz.de/10011378476
Saved in:
3
Confidence sets based on inverting Anderson–Rubin tests
Davidson, Russell
;
MacKinnon, James G.
- In:
The econometrics journal
17
(
2014
)
2
,
pp. 39-58
Persistent link: https://www.econbiz.de/10010498734
Saved in:
4
Moments of IV and JIVE estimators
Davidson, Russell
;
MacKinnon, James G.
- In:
The econometrics journal
10
(
2007
)
3
,
pp. 541-553
Persistent link: https://www.econbiz.de/10003637613
Saved in:
5
Statistical inference for random variance option pricing
Pastorello, Sergio
;
Renault, Eric
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000984169
Saved in:
6
Calibration by simulation for small sample bias correction
Gouriéroux, Christian
;
Renault, Eric
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924119
Saved in:
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