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Estimation theory
Theorie
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Theory
716,477
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128,583
Estimation
122,433
Risk
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60,580
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EU-Staaten
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Pesaran, M. Hashem
100
Phillips, Peter C. B.
93
Härdle, Wolfgang
91
Gouriéroux, Christian
62
Gao, Jiti
60
Linton, Oliver
58
Newey, Whitney K.
55
Kapetanios, George
51
Franses, Philip Hans
49
Andrews, Donald W. K.
45
Heckman, James J.
45
McAleer, Michael
45
Swanson, Norman R.
45
Baltagi, Badi H.
43
Marcellino, Massimiliano
43
Imbens, Guido
41
Ullah, Aman
41
Koop, Gary
40
Lütkepohl, Helmut
40
Diebold, Francis X.
39
Hsiao, Cheng
39
Lee, Lung-fei
38
Robinson, Peter M.
38
Giles, David E. A.
37
Koopman, Siem Jan
36
Li, Qi
36
Lucas, André
34
Winkelmann, Rainer
34
Wooldridge, Jeffrey M.
34
Bera, Anil K.
33
Horowitz, Joel
33
Lechner, Michael
33
Cai, Zongwu
31
Kohn, Robert
31
Zakoïan, Jean-Michel
31
Brännäs, Kurt
30
Kilian, Lutz
30
Kumbhakar, Subal
30
Angrist, Joshua D.
29
Dufour, Jean-Marie
29
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National Bureau of Economic Research
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Ekonomiska forskningsinstitutet <Stockholm>
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OECD
24
Umeå universitet
22
European University Institute / Department of Economics
21
University of New England / Department of Econometrics
18
Center for Economic Research <Tilburg>
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Organisation for Economic Co-operation and Development
13
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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International Energy Agency
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University of Exeter / Department of Economics
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Universität Basel / Institut für Statistik und Ökonometrie
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Forschungsinstitut zur Zukunft der Arbeit
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Birkbeck College / Department of Economics
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Federal Reserve System / Division of Research and Statistics
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Centre for Analytical Finance <Århus>
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Centre for Microdata Methods and Practice <London>
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Umeå Universitet / Institutionen för Nationalekonomi
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Rodney L. White Center for Financial Research
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Rutgers University / Department of Economics
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Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
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Aarhus Universitet / Afdeling for Nationaløkonomi
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Chambre de commerce et d'industrie de Paris
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Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
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California Agricultural Experiment Station / Department of Agricultural and Resource Economics
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Centre for Quantitative Economics & Computing
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Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
3
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
3
Erasmus Research Institute of Management
3
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Journal of econometrics
718
Economics letters
515
Econometric theory
328
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
328
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
254
Econometric reviews
225
Journal of applied econometrics
177
Série des documents de travail / Centre de Recherche en Économie et Statistique
161
Journal of quantitative economics : official journal of the Indian Econometric Society
143
Discussion paper / Tinbergen Institute
136
The review of economics and statistics
131
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
122
Oxford bulletin of economics and statistics
108
Discussion paper series / IZA
105
Working paper / National Bureau of Economic Research, Inc.
99
Applied economics
98
Discussion paper / Center for Economic Research, Tilburg University
98
Applied economics letters
87
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
Statistical papers
81
CORE discussion paper : DP
79
Working paper
79
Working paper series
76
CEMMAP working papers / Centre for Microdata Methods and Practice
74
Economic modelling
72
CESifo working papers
68
The econometrics journal
68
Discussion paper
67
The review of economic studies
67
Journal of forecasting
66
Working paper / Department of Econometrics and Business Statistics, Monash University
65
American journal of agricultural economics
63
Annales d'économie et de statistique
62
NBER Working Paper
62
NBER working paper series
62
International economic review
60
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
Cowles Foundation discussion paper
58
International journal of forecasting
58
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ECONIS (ZBW)
16,166
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1
Nonparametric estimates of option prices and related quantities
Cassese, Gianluca
- In:
International journal of theoretical and applied finance
22
(
2019
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012153325
Saved in:
2
Temporal stability of estimates of
risk
aversion
Harrison, Glenn W.
;
Johnson, Eric
;
McInnes, Melayne …
- In:
Applied financial economics letters
1
(
2005
)
1
,
pp. 31-35
Persistent link: https://www.econbiz.de/10002550054
Saved in:
3
Effects of Conditional Heteroskedasticity on Estimates of
Risk
Aversion Coefficients
Korapaty, Praveen
-
2010
-in-mean framework. Using the time series of the variances and covariances I obtain, I estimate the
risk
aversion parameter in the …
Persistent link: https://www.econbiz.de/10013151174
Saved in:
4
Properties of
risk
aversion estimated from portfolio weights
Grant, Andrew
;
Kwon, Oh Kang
;
Satchell, Stephen
- In:
The journal of asset management : a major new, …
25
(
2024
)
5
,
pp. 427-444
Persistent link: https://www.econbiz.de/10015192029
Saved in:
5
Confidence band for expectation dependence with applications
Guo, Xu
;
Li, Jingyuan
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 141-149
Persistent link: https://www.econbiz.de/10011492634
Saved in:
6
Efficient
estimation
of
risk
preferences
Wu, Feng
;
Guan, Zhengfei
- In:
American journal of agricultural economics
100
(
2018
)
4
,
pp. 1172-1185
Persistent link: https://www.econbiz.de/10011959849
Saved in:
7
A shrinkage approach for Sharpe ratio optimal portfolios with
estimation
risks
Kircher, Felix
;
Rösch, Daniel
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013256632
Saved in:
8
Estimating the impact of wage structure on wage differentials between two groups of workers
Richardson, Katarina
- In:
Essays on family and labor economics
,
(pp. 67-83)
.
1997
Persistent link: https://www.econbiz.de/10001322883
Saved in:
9
Forecast uncertainties in macroeconometric modelling : an application to the UK economy
Garratt, Anthony
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001480588
Saved in:
10
Forecast uncertainties in macroeconometric modelling : an application to the UK economy
Garratt, Anthony
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001492671
Saved in:
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