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person:"Stambaugh, Robert F."
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Estimation theory
9
Schätztheorie
9
CAPM
8
Capital income
8
Kapitaleinkommen
8
Theorie
7
Theory
7
Cost of capital
5
Eigenkapital
5
Equity capital
5
Kapitalkosten
5
Stochastic process
5
Stochastischer Prozess
5
Börsenkurs
3
Estimation
3
Investment Fund
3
Investmentfonds
3
Schätzung
3
Share price
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USA
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United States
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1963-1995
1
Time series analysis
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Working Paper
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English
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Stambaugh, Robert F.
Phillips, Peter C. B.
300
Pesaran, M. Hashem
184
Gao, Jiti
165
Härdle, Wolfgang
144
Linton, Oliver
143
Andrews, Donald W. K.
137
Newey, Whitney K.
127
McAleer, Michael
109
Baltagi, Badi H.
107
Chernozhukov, Victor
106
Chen, Xiaohong
99
Kapetanios, George
92
Imbens, Guido
91
Gouriéroux, Christian
90
Heckman, James J.
86
Lütkepohl, Helmut
86
Swanson, Norman R.
84
White, Halbert
84
Otsu, Taisuke
81
Robinson, Peter M.
80
Lee, Lung-fei
77
Koopman, Siem Jan
76
Lechner, Michael
75
Li, Qi
75
Ullah, Aman
75
Wooldridge, Jeffrey M.
75
Bera, Anil K.
73
Franses, Philip Hans
73
Stock, James H.
72
Su, Liangjun
72
Dette, Holger
71
Simar, Léopold
70
Horowitz, Joel
69
Nielsen, Morten Ørregaard
69
Johansen, Søren
66
Cai, Zongwu
65
Croux, Christophe
65
Diebold, Francis X.
65
Dufour, Jean-Marie
65
Sentana, Enrique
65
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National Bureau of Economic Research
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Rodney L. White Center for Financial Research
1
University of Chicago / Center for Research in Security Prices
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Journal of financial economics
1
NBER Working Paper
1
NBER working paper series
1
Rodney L. White Center for Financial Research
1
Technical working paper / National Bureau of Economic Research
1
The journal of finance : the journal of the American Finance Association
1
Working paper / National Bureau of Economic Research, Inc.
1
Working paper series / Center for Research in Security Prices
1
Working papers / Rodney L. White Center for Financial Research
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