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~person:"Herwartz, Helmut"
~person:"Pesaran, M. Hashem"
~subject:"Theory"
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Herwartz, Helmut
Pesaran, M. Hashem
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ECONIS (ZBW)
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Testing for alpha in linear factor pricing podels with a large number of securities
Pesaran, M. Hashem
;
Yamagata, Takashi
-
2017
-Gaussianity and general forms of weakly cross correlated errors. It does not require
estimation
of an invertible error covariance …
Persistent link: https://www.econbiz.de/10011646274
Saved in:
2
Testing for alpha in linear factor pricing models with a large number of securities
Pesaran, M. Hashem
;
Yamagata, Takashi
-
2017
Persistent link: https://www.econbiz.de/10011670177
Saved in:
3
Testing for alpha in linear factor pricing models with a large number of securities
Pesaran, M. Hashem
;
Yamagata, Takashi
-
2017
-Gaussianity and general forms of weakly cross correlated errors. It does not require
estimation
of an invertible error covariance …
Persistent link: https://www.econbiz.de/10011630054
Saved in:
4
Multivariate volatility models
Fengler, Matthias R.
;
Herwartz, Helmut
-
2001
Persistent link: https://www.econbiz.de/10001659915
Saved in:
5
Small sample adjustments for the J-test
Godfrey, L. G.
;
Godfrey, L.G.
;
Pesaran, M.H.
-
1983
Persistent link: https://www.econbiz.de/10000012596
Saved in:
6
A multiple testing approach to the regularisation of large sample correlation matrices
Bailey, Natalia
;
Pesaran, M. Hashem
;
Smith, L. Vanessa
-
2015
This paper proposes a regularisation method for the
estimation
of large covariance matrices that uses insights from the …
Persistent link: https://www.econbiz.de/10011405221
Saved in:
7
A multiple testing approach to the regularisation of large sample correlation matrices
Bailey, Natalia
;
Pesaran, M. Hashem
;
Smith, L. Vanessa
-
2014
This paper proposes a novel regularisation method for the
estimation
of large covariance matrices, which makes use of …
Persistent link: https://www.econbiz.de/10010361374
Saved in:
8
A Multiple Testing Approach to the Regularisation of Large Sample Correlation Markets
Bailey, Natalia
-
2014
This paper proposes a novel regularisation method for the
estimation
of large covariance matrices, which makes use of …
Persistent link: https://www.econbiz.de/10013051612
Saved in:
9
A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices
Bailey, Natalia
-
2014
This paper proposes a novel regularisation method for the
estimation
of large covariance matrices, which makes use of …
Persistent link: https://www.econbiz.de/10013053343
Saved in:
10
Long-run structural modelling
Pesaran, M. Hashem
;
Shin, Yongcheol
-
1994
Persistent link: https://www.econbiz.de/10000147757
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