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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"United States"
~isPartOf:"Journal of economics & business"
~isPartOf:"Journal of monetary economics"
~subject:"Simulation"
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Estimation theory
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Ackert, Lucy F.
1
Bekaert, Geert
1
Boschen, John Fink
1
Bradley, Michael G.
1
Burnside, Craig
1
Chan, Louis K. C.
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Journal of financial and quantitative analysis : JFQA
Journal of economics & business
Journal of monetary economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
113
Journal of econometrics
69
The review of economics and statistics
48
Working paper / National Bureau of Economic Research, Inc.
39
Economics letters
38
Journal of applied econometrics
30
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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
27
Discussion paper series / IZA
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American journal of agricultural economics
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European journal of operational research : EJOR
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Discussion paper / Tinbergen Institute
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Discussion paper / Center for Economic Research, Tilburg University
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NBER working paper series
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The journal of futures markets
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International economic review
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Technical working paper / National Bureau of Economic Research
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The journal of finance : the journal of the American Finance Association
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The review of financial studies
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International journal of forecasting
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Journal of macroeconomics
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Oxford bulletin of economics and statistics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Econometric theory
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Management science : journal of the Institute for Operations Research and the Management Sciences
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1
Estimation of DSGE models when the data are persistent
Gorodnichenko, Yuriy
;
Ng, Serena
- In:
Journal of monetary economics
57
(
2010
)
3
,
pp. 325-340
Persistent link: https://www.econbiz.de/10003976914
Saved in:
2
Estimating the equity premium
Donaldson, R. Glen
;
Kamstra, Mark J.
;
Kramer, Lisa A.
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
4
,
pp. 813-846
Persistent link: https://www.econbiz.de/10008758096
Saved in:
3
The economic role of jumps and recovery rates in the market for corporate default risk
Schneider, Paul
;
Sögner, Leopold
;
Veza, Tanja
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
6
,
pp. 1517-1547
Persistent link: https://www.econbiz.de/10008909155
Saved in:
4
Estimation of a forward-looking monetary policy rule : a time-varying parameter model using ex post data
Kim, Chang-jin
;
Nelson, Charles R.
- In:
Journal of monetary economics
53
(
2006
)
8
,
pp. 1949-1966
Persistent link: https://www.econbiz.de/10003394388
Saved in:
5
Errors in implied volatility estimation
Hentschel, Ludger
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
4
,
pp. 779-810
Persistent link: https://www.econbiz.de/10001859254
Saved in:
6
Peso problem explanations for term structure anomalies
Bekaert, Geert
;
Hodrick, Robert J.
;
Marshall, David Aaron
- In:
Journal of monetary economics
48
(
2001
)
2
,
pp. 241-270
Persistent link: https://www.econbiz.de/10001610860
Saved in:
7
Estimating demand elasticities in a differentiated product industry : the personal computer market
Stavins, Joanna
- In:
Journal of economics & business
49
(
1997
)
4
,
pp. 347-367
Persistent link: https://www.econbiz.de/10001223554
Saved in:
8
Geographic integration of bank deposit markets and restrictions on interstate banking : a cointegration approach
Jackson, William E.
- In:
Journal of economics & business
49
(
1997
)
4
,
pp. 335-346
Persistent link: https://www.econbiz.de/10001223556
Saved in:
9
Tests and properties of variance rations in microstructure studies
Ronen, Tavy
- In:
Journal of financial and quantitative analysis : JFQA
32
(
1997
)
2
,
pp. 183-204
Persistent link: https://www.econbiz.de/10001224466
Saved in:
10
Dynamic complementarities : a quantitative analysis
Cooper, Russell W.
- In:
Journal of monetary economics
40
(
1997
)
1
,
pp. 97-119
Persistent link: https://www.econbiz.de/10001228096
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