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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"United States"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~subject:"1974-1988"
~subject:"Estimation theory"
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Estimation theory
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Journal of financial and quantitative analysis : JFQA
Discussion paper / Department of Economics, University of California San Diego
Journal of econometrics
1,639
Economics letters
970
Econometric theory
724
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
602
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Applied economics letters
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Oxford bulletin of economics and statistics
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1
Panel-data estimation in finance : testable assumptions and parameter (in)consistency
Grieser, William D.
;
Hadlock, Charles J.
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012128892
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2
When factors do not span their basis portfolios
Grinblatt, Mark
;
Saxena, Konark
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
6
,
pp. 2335-2354
Persistent link: https://www.econbiz.de/10012128025
Saved in:
3
Estimating beta
Hollstein, Fabian
;
Prokopczuk, Marcel
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
4
,
pp. 1437-1466
Persistent link: https://www.econbiz.de/10011610446
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4
Using samples of unequal length in generalized method of moments estimation
Lynch, Anthony W.
;
Wachter, Jessica
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
1
,
pp. 277-307
Persistent link: https://www.econbiz.de/10009772357
Saved in:
5
Consistent HAC estimation and robust regression testing using sharp origin kernels with no truncation
Phillips, Peter C. B.
;
Sun, Yixiao
;
Jin, Sainan
-
2003
Persistent link: https://www.econbiz.de/10001753309
Saved in:
6
Estimation of the long-run average relationship in nonstationary panel time series
Sun, Yixiao
-
2003
Persistent link: https://www.econbiz.de/10001753311
Saved in:
7
On more robust estimation of skewness and kurtosis : simulation and application to the S&P500 index
Kim, Tae-hwan
;
White, Halbert
-
2003
Persistent link: https://www.econbiz.de/10002118385
Saved in:
8
Methods to estimate dynamic stochastic general equilibrium models
Ruge-Murcia, Francisco Javier
-
2002
Persistent link: https://www.econbiz.de/10001738065
Saved in:
9
Adaptive local polynomial whittle estimation of long-range dependence
Andrews, Donald W. K.
;
Sun, Yixiao
-
2002
Persistent link: https://www.econbiz.de/10001711721
Saved in:
10
Asymptotic properties of some projection-based Robbins-Monro procedures in a Hilbert space
Chen, Xiaohong
;
White, Halbert
-
2002
Persistent link: https://www.econbiz.de/10001659348
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