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Search: subject:"error structure"
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Schätztheorie
9
Estimation theory
8
Factor error structure
6
Faktorenanalyse
5
multi-factor error structure
5
short T dynamic panels
5
transformed maximum likelihood
5
Factor analysis
4
Panel
4
Panel study
4
factor error structure
4
interactive fixed effects
4
Correlation
3
Estimation
3
Korrelation
3
Method of moments
3
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3
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3
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3
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3
Theorie
3
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3
Time series analysis
3
Zeitreihenanalyse
3
CAPM
2
Cross-section dependence
2
Fourier transform
2
Frequency domain regression
2
Interactive fixed effects
2
Linear algebra
2
Lineare Algebra
2
Long-range dependence
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Multifactor error structure
2
Portfolio selection
2
Portfolio-Management
2
SOFAR estimator
2
Sparsity-induced weak factor model
2
common regressors
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Free
13
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12
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7
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7
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6
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English
14
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Hayakawa, Kazuhiko
5
Castagnetti, Carolina
4
Pesaran, M. Hashem
4
Smith, L. Vanessa
4
Rossi, Eduardo
3
Dai, Runyu
2
Ke, Shuyao
2
Matsuda, Yasumasa
2
Phillips, Peter C. B.
2
Su, Liangjun
2
Uematsu, Yoshimasa
2
Angeles, Gustavo
1
Bada, Oualid
1
Bai, Jushan
1
Bekhor, Shlomo
1
Broersma, Lourens
1
Chen, Yu-Fen
1
Dijk, Jouke van
1
Doko Tchatoka, Firmin
1
Everaert, Gerdie
1
Fleming, Euan M.
1
Goodwin, Thomas
1
Guilkey, David K.
1
Kaplan, Sigal
1
Kneip, Alois
1
Lee, Cheng F.
1
Li, Kunpeng
1
Lin, Fu-Lai
1
MaCurdy, Thomas
1
Mroz, Thomas A.
1
Noback, Inge
1
Pesaran, Hashem
1
Peseran, Hashem
1
Shiftan, Yoram
1
Smith, Vanessa
1
Tian, Jing
1
Trapani, Lorenzo
1
Vanessa Smith, L.
1
Villano, Renato A.
1
Vos, Ignace de
1
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
CESifo
1
Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia
1
Faculty of Economics, University of Cambridge
1
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1
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1
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1
Economics letters
1
Handbook of econometrics : volume 6A
1
Journal of Econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of forecasting
1
Quaderni di Dipartimento - EPMQ
1
Regional studies
1
Review of Pacific Basin financial markets and policies : RPBFMP
1
Sociological Methods & Research
1
The econometrics journal
1
Transportation Research Part B: Methodological
1
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ECONIS (ZBW)
12
RePEc
10
EconStor
2
Showing
1
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10
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24
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date (oldest first)
1
Empirical analysis of index futures hedge ratios : evidence from S&P 500, FTSE 100, Nikkei 225, and TAIEX
Chen, Yu-Fen
;
Lee, Cheng F.
;
Lin, Fu-Lai
;
Wu, Jing-Tang
- In:
Review of Pacific Basin financial markets and policies …
28
(
2025
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10015557143
Saved in:
2
Are internally consistent forecasts rational?
Tian, Jing
;
Doko Tchatoka, Firmin
;
Goodwin, Thomas
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1338-1355
Persistent link: https://www.econbiz.de/10013465698
Saved in:
3
Unified factor model estimation and inference under short and long memory
Ke, Shuyao
;
Phillips, Peter C. B.
;
Su, Liangjun
-
2022
Persistent link: https://www.econbiz.de/10013464260
Saved in:
4
Robust inference of panel data models with interactive fixed effects under long memory : a frequency domain approach
Ke, Shuyao
;
Phillips, Peter C. B.
;
Su, Liangjun
- In:
Journal of econometrics
241
(
2024
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10015075187
Saved in:
5
Estimation of large covariance matrices with mixed factor structures
Dai, Runyu
;
Uematsu, Yoshimasa
;
Matsuda, Yasumasa
- In:
The econometrics journal
27
(
2024
)
1
,
pp. 62-83
Persistent link: https://www.econbiz.de/10014528099
Saved in:
6
Estimation of large covariance matrices with mixed factor structures
Dai, Runyu
;
Uematsu, Yoshimasa
;
Matsuda, Yasumasa
-
2022
Persistent link: https://www.econbiz.de/10013445725
Saved in:
7
Bias-corrected common correlated effects pooled estimation in dynamic panels
Vos, Ignace de
;
Everaert, Gerdie
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 294-306
Persistent link: https://www.econbiz.de/10012424521
Saved in:
8
Transformed maximum likelihood estimation of short dynamic panel data models with interactive effects
Hayakawa, Kazuhiko
;
Pesaran, M. Hashem
;
Smith, L. Vanessa
-
2014
fixed effects, and provides an extension of Hsiao et al. (2002) that allows for a multifactor
error
structure
. This is an …
Persistent link: https://www.econbiz.de/10010358963
Saved in:
9
A novel approach for testing the parity relationship between CDS and credit spread
Castagnetti, Carolina
- In:
Economics letters
172
(
2018
),
pp. 115-117
Persistent link: https://www.econbiz.de/10012021923
Saved in:
10
Transformed maximum likelihood estimation of short dynamic panel data models with interactive effects
Hayakawa, Kazuhiko
;
Peseran, Hashem
;
Smith, L. Vanessa
-
2014
Persistent link: https://www.econbiz.de/10010366308
Saved in:
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