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person:"Stambaugh, Robert F."
subject:"Share price"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Newey, Whitney K."
~subject:"Heteroskedastizität"
~subject:"Schätztheorie"
~subject:"Schätzung"
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Share price
Heteroskedastizität
Schätztheorie
Schätzung
Estimation theory
3
Theorie
2
Theory
2
Bootstrap approach
1
Bootstrap-Verfahren
1
IV-Schätzung
1
Instrumental variables
1
Maßzahl
1
Method of moments
1
Momentenmethode
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
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English
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Stambaugh, Robert F.
Newey, Whitney K.
Li, Qi
9
Su, Liangjun
7
Gao, Jiti
6
Lan, Wei
6
Wang, Hansheng
6
Hansen, Christian Bailey
5
Lechner, Michael
5
Racine, Jeffrey
5
Ahn, Hyungtaik
4
Caner, Mehmet
4
Ghysels, Eric
4
Gospodinov, Nikolaj
4
Hansen, Bruce E.
4
Härdle, Wolfgang
4
Ichimura, Hidehiko
4
Li, Dong
4
Liesenfeld, Roman
4
Ling, Shiqing
4
Powell, James
4
Ruud, Paul Arthur
4
Tsai, Chih-Ling
4
Zhang, Xinyu
4
Bauwens, Luc
3
Bollerslev, Tim
3
Cai, Zongwu
3
Cheung, Yin-Wong
3
Fan, Jianqing
3
Franses, Philip Hans
3
González-Rivera, Gloria
3
Hall, Alastair R.
3
Han, Xu
3
Hsu, Yu-Chin
3
Huber, Martin
3
Kong, Xinbing
3
Koop, Gary
3
Li, Degui
3
Li, Deyuan
3
Lieli, Robert P.
3
Lucas, André
3
Lütkepohl, Helmut
3
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
CEMMAP working papers / Centre for Microdata Methods and Practice
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Journal of econometrics
10
Econometric theory
7
Working paper / Massachusetts Institute of Technology, Department of Economics
7
Econometric Research Program research memorandum
5
NBER Working Paper
4
Quantitative economics : QE ; journal of the Econometric Society
4
Working papers / Rutgers University, Department of Economics
4
NBER technical working paper series
3
Technical working paper / National Bureau of Economic Research
3
Working papers / Department of Economics, Eller College
3
Cowles Foundation Discussion Paper
2
Discussion paper / University of Bristol, Department of Economics
2
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
2
Essays in honor of Jerry Hausman
2
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
2
Advances in econometrics
1
Annales d'économie et de statistique
1
CREATES research paper
1
Cowles Foundation discussion paper
1
Econometrics and economic theory in the 20th century : the Ragnar Frisch Centennial Symposium
1
Economics letters
1
Econométrie non linéaire asymptotique
1
Handbook of econometrics : volume 4
1
International economic review
1
Journal of applied econometrics
1
Journal of financial economics
1
NBER working paper series
1
Rodney L. White Center for Financial Research
1
The econometrics journal
1
The journal of finance : the journal of the American Finance Association
1
The review of economic studies
1
The review of economics and statistics
1
Working paper / Federal Reserve Bank of Dallas, Research Department
1
Working paper / National Bureau of Economic Research, Inc.
1
Working paper / University of California at Berkeley, Department of Economics
1
Working paper series / Center for Research in Security Prices
1
Working papers / Department of Economics, The Johns Hopkins University
1
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1
Instrumental variables estimation with flexible distributions
Hansen, Christian Bailey
;
McDonald, James B.
;
Newey, …
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
1
,
pp. 13-25
Persistent link: https://www.econbiz.de/10003992787
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2
Estimation with many instrumental variables
Hansen, Christian Bailey
;
Hausman, Jerry A.
;
Newey, …
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
4
,
pp. 398-422
Persistent link: https://www.econbiz.de/10003772265
Saved in:
3
Generalized method of moments, efficient bootstrapping, and improved inference
Brown, Bryan W.
;
Newey, Whitney K.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
4
,
pp. 507-517
Persistent link: https://www.econbiz.de/10001705963
Saved in:
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