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isPartOf:"Journal of the Royal Statistical Society"
subject:"Theorie"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Oxford bulletin of economics and statistics"
~subject:"Rational expectations"
~subject:"Share price"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Theorie
Rational expectations
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Estimation theory
265
Schätztheorie
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Time series analysis
32
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32
USA
24
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24
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16
Panel study
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Carroll, Raymond J.
4
Phillips, Peter C. B.
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Banerjee, Anindya
2
Boswijk, Herman Peter
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Cheung, Yin-Wong
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Journal of the Royal Statistical Society
Journal of financial and quantitative analysis : JFQA
Oxford bulletin of economics and statistics
Journal of econometrics
411
Economics letters
392
Econometric theory
288
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
242
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
209
Journal of quantitative economics : official journal of the Indian Econometric Society
138
Journal of applied econometrics
136
Econometric reviews
135
The review of economics and statistics
123
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79
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68
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63
International economic review
59
Annales d'économie et de statistique
57
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American journal of agricultural economics
50
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
Journal of economic dynamics & control
42
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
International economic journal
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The Indian economic journal
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The econometrics journal
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Journal of productivity analysis
32
The journal of finance : the journal of the American Finance Association
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Journal of empirical finance
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Jahrbücher für Nationalökonomie und Statistik
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Journal of international money and finance
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The Indian journal of economics
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International journal of forecasting
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Economie & prévision : EP
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Journal of regional science
22
The Pakistan development review : PDR
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Journal of monetary economics
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The review of financial studies
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ECONIS (ZBW)
164
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1
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
5
,
pp. 1023-1047
Persistent link: https://www.econbiz.de/10014362883
Saved in:
2
Seemingly unrelated regression estimation for VAR models with explosive roots
Chen, Ye
;
Li, Jian
;
Li, Qiyuan
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
4
,
pp. 910-937
Persistent link: https://www.econbiz.de/10014362879
Saved in:
3
Outlier detection in the lognormal logarithmic conditional autoregressive range model
Chiang, Min-Hsien
;
Chou, Ray Yeutien
;
Wang, Li-Min
- In:
Oxford bulletin of economics and statistics
78
(
2016
)
1
,
pp. 126-144
Persistent link: https://www.econbiz.de/10011494656
Saved in:
4
Testing steady-state restrictions of linear rational expectations models when data are highly persistent
Juselius, Mikael
- In:
Oxford bulletin of economics and statistics
73
(
2011
)
3
,
pp. 315-334
Persistent link: https://www.econbiz.de/10009012697
Saved in:
5
Predicting glocal stock returns
Hjalmarsson, Erik
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
1
,
pp. 49-80
Persistent link: https://www.econbiz.de/10003984411
Saved in:
6
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:
7
Corporate governance and liquidity
Chung, Kee H.
;
Elder, John
;
Kim, Jang-chul
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
2
,
pp. 265-291
Persistent link: https://www.econbiz.de/10003990673
Saved in:
8
Simplified implementation of the Heckman estimator of the dynamic probit model and a comparison with alternative estimators
Arulampalam, Wiji
;
Stewart, Mark B.
- In:
Oxford bulletin of economics and statistics
71
(
2009
)
5
,
pp. 659-681
Persistent link: https://www.econbiz.de/10003875189
Saved in:
9
Optimal portfolio choice with parameter uncertainty
Kan, Raymond
;
Zhou, Guofu
- In:
Journal of financial and quantitative analysis : JFQA
42
(
2007
)
3
,
pp. 621-656
Persistent link: https://www.econbiz.de/10003527792
Saved in:
10
Variance estimation for generalized entropy and Atkinson inequality indices : the complex survey data case
Biewen, Martin
;
Jenkins, Stephen
- In:
Oxford bulletin of economics and statistics
68
(
2006
)
3
,
pp. 371-383
Persistent link: https://www.econbiz.de/10003327366
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