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source:"econis"
subject:"Schätztheorie"
~person:"McAleer, Michael"
~person:"Timmermann, Allan"
~subject:"Capital market returns"
~subject:"Share price"
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Schätztheorie
Capital market returns
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Theorie
401
Theory
401
Forecasting model
116
Prognoseverfahren
116
Time series analysis
95
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95
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68
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60
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McAleer, Michael
Timmermann, Allan
Härdle, Wolfgang
97
Pesaran, M. Hashem
67
Phillips, Peter C. B.
63
Gouriéroux, Christian
55
Franses, Philip Hans
49
Caporale, Guglielmo Maria
48
Andrews, Donald W. K.
45
Lux, Thomas
45
Hautsch, Nikolaus
43
Newey, Whitney K.
42
Swanson, Norman R.
39
Giles, David E. A.
35
Imbens, Guido
35
Campbell, John Y.
34
Stambaugh, Robert F.
34
Engle, Robert F.
33
Dow, James
32
Diebold, Francis X.
31
Heckman, James J.
30
Robinson, Peter M.
30
Bekaert, Geert
29
Bollerslev, Tim
29
Brännäs, Kurt
29
Foucault, Thierry
29
Granger, C. W. J.
29
Horowitz, Joel
29
Krämer, Walter
29
Baltagi, Badi H.
28
Chiarella, Carl
28
Gupta, Rangan
28
Ghysels, Eric
27
Lo, Andrew W.
27
Dufour, Jean-Marie
26
King, Maxwell L.
26
Li, Qi
26
Lütkepohl, Helmut
26
Ohtani, Kazuhiro
26
Subrahmanyam, Avanidhar
26
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1
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Oxford bulletin of economics and statistics
1
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1
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1
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61
Forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1992
Persistent link: https://www.econbiz.de/10000137149
Saved in:
62
Efficient estimation : the Rao-Zyskind condition, Kruskal's theorem and ordinary least squares
McAleer, Michael
- In:
The economic record : er
68
(
1992
)
200
,
pp. 65-72
Persistent link: https://www.econbiz.de/10001125103
Saved in:
63
Recursive estimation and generated regressors
McAleer, Michael
- In:
Economics letters
39
(
1992
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10001129246
Saved in:
64
On the robustness of tests of outliers and functional form
McAleer, Michael
;
Tse, Yiu Kuen
-
1991
Persistent link: https://www.econbiz.de/10000829589
Saved in:
65
Modifications of the rainbow test
Burke, Simon P.
;
Godfrey, L. G.
;
McAleer, Michael
-
1991
Persistent link: https://www.econbiz.de/10000829602
Saved in:
66
Properties of ordinary least squares estimators in regression models with non-spherical disturbances
Fiebig, Denzil G.
;
McAleer, Michael
;
Bartels, Robert
-
1991
-
Rev
Persistent link: https://www.econbiz.de/10000829607
Saved in:
67
Discrimination between nested two- and three-parameter air pollutant frequency distributions
Bai, Jun
;
Jakeman, Anthony J.
;
McAleer, Michael
-
1991
Persistent link: https://www.econbiz.de/10000830089
Saved in:
68
When are two step estimators efficient?
McAleer, Michael
- In:
Econometric reviews
10
(
1991
)
2
,
pp. 235-252
Persistent link: https://www.econbiz.de/10001107009
Saved in:
69
The Rao-Zyskind condition and the efficiency of some least squares estimators
McAleer, Michael
-
1989
Persistent link: https://www.econbiz.de/10000777412
Saved in:
70
Properties of ordinary least squares estimators in regression models with non-spherical disturbances
Fiebig, Denzil G.
;
McAleer, Michael
;
Bartels, Robert
-
1989
Persistent link: https://www.econbiz.de/10000780129
Saved in:
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