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subject:"CAPM"
subject:"Estimation theory"
~isPartOf:"Econometric theory"
~isPartOf:"The review of economics and statistics"
~type_genre:"Article in journal"
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CAPM
Estimation theory
Theorie
1,323
Theory
1,323
Schätztheorie
408
USA
242
United States
242
Time series analysis
231
Zeitreihenanalyse
231
Estimation
131
Schätzung
131
Nichtparametrisches Verfahren
76
Nonparametric statistics
76
Regression analysis
76
Regressionsanalyse
76
Statistical test
69
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69
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56
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56
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49
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49
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49
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49
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44
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44
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41
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41
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38
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38
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35
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35
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34
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34
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32
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32
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31
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31
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31
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31
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29
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29
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418
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418
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Lee, Lung-fei
8
Linton, Oliver
7
Saikkonen, Pentti
7
Phillips, Peter C. B.
6
Andrews, Donald W. K.
5
Chambers, Marcus J.
5
Jong, Robert M. de
5
Newey, Whitney K.
5
White, Halbert
5
Wooldridge, Jeffrey M.
5
Bai, Jushan
4
Davidson, James E. H.
4
Donald, Stephen G.
4
Fan, Yanqin
4
Horváth, Lajos
4
Knight, John L.
4
Lieberman, Offer
4
Lütkepohl, Helmut
4
Park, Joon Y.
4
Pötscher, Benedikt M.
4
Satchell, Stephen
4
Zinde-Walsh, Victoria
4
Chen, Songnian
3
Chen, Xiaohong
3
Dufour, Jean-Marie
3
Gouriéroux, Christian
3
Hahn, Jinyong
3
Heckman, James J.
3
Kuan, Chung-ming
3
Li, Qi
3
McAleer, Michael
3
Nabeya, Seiji
3
Perron, Pierre
3
Shin, Dong-wan
3
Tanaka, Katsuto
3
Zheng, John Xu
3
Abadie, Alberto
2
Abadir, Karim Maher
2
Angrist, Joshua D.
2
Arcones, Miguel A.
2
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Econometric theory
The review of economics and statistics
Economics letters
443
Journal of econometrics
408
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
275
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
215
The journal of finance : the journal of the American Finance Association
165
Journal of financial economics
160
The review of financial studies
154
Journal of economic dynamics & control
148
Journal of applied econometrics
146
Journal of quantitative economics : official journal of the Indian Econometric Society
141
Econometric reviews
136
Journal of banking & finance
135
Oxford bulletin of economics and statistics
102
Journal of empirical finance
92
Finance research letters
82
Journal of financial and quantitative analysis : JFQA
82
Mathematical finance : an international journal of mathematics, statistics and financial theory
82
Applied economics
80
Statistical papers
79
Journal of monetary economics
75
Management science : journal of the Institute for Operations Research and the Management Sciences
75
The review of economic studies
72
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
69
International economic review
69
Journal of international money and finance
63
Annales d'économie et de statistique
60
Metrika : international journal for theoretical and applied statistics
57
Journal of economic theory
55
Finance and stochastics
54
American journal of agricultural economics
53
The journal of futures markets
53
Journal of forecasting
52
International journal of theoretical and applied finance
50
International review of economics & finance : IREF
49
International review of financial analysis
49
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
Economic modelling
47
Review of quantitative finance and accounting
45
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ECONIS (ZBW)
418
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1
Credible school value-added with undersubscribed school lotteries
Angrist, Joshua D.
;
Hull, Peter
;
Pathak, Parag A.
; …
- In:
The review of economics and statistics
106
(
2024
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014517349
Saved in:
2
Sensitivity to calibrated parameters
Jørgensen, Thomas H.
- In:
The review of economics and statistics
105
(
2023
)
2
,
pp. 474-481
Persistent link: https://www.econbiz.de/10014296306
Saved in:
3
Approximate variational estimation for a model of network formation
Mele, Angelo
;
Zhu, Lingjiong
- In:
The review of economics and statistics
105
(
2023
)
1
,
pp. 113-124
Persistent link: https://www.econbiz.de/10014293245
Saved in:
4
Estimation and inference for linear models with two-way fixed effects and sparsely matched data
Verdier, Valentin
- In:
The review of economics and statistics
102
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012208026
Saved in:
5
Impulse response estimation by smooth local projections
Barnichon, Regis
;
Brownlees, Christian
- In:
The review of economics and statistics
101
(
2019
)
3
,
pp. 522-530
Persistent link: https://www.econbiz.de/10012039436
Saved in:
6
A new regression-based tail index estimator
Nicolau, João
;
Rodrigues, Paulo M. M.
- In:
The review of economics and statistics
101
(
2019
)
4
,
pp. 667-680
Persistent link: https://www.econbiz.de/10012116628
Saved in:
7
Choosing among regularized estimators in empirical economics : the risk of machine learning
Abadie, Alberto
;
Kasy, Maximilian
- In:
The review of economics and statistics
101
(
2019
)
5
,
pp. 743-762
Persistent link: https://www.econbiz.de/10012208803
Saved in:
8
Endogenous stratification in randomized experiments
Abadie, Alberto
;
Chingos, Matthew M.
;
West, Martin R.
- In:
The review of economics and statistics
100
(
2018
)
4
,
pp. 567-580
Persistent link: https://www.econbiz.de/10011959654
Saved in:
9
Estimation in the fixed-effects ordered logit model
Muris, Chris
- In:
The review of economics and statistics
99
(
2017
)
3
,
pp. 465-477
Persistent link: https://www.econbiz.de/10011793450
Saved in:
10
Two-way models for gravity
Jochmans, Koen
- In:
The review of economics and statistics
99
(
2017
)
3
,
pp. 478-485
Persistent link: https://www.econbiz.de/10011793491
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