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subject:"CAPM"
subject:"Estimation theory"
~isPartOf:"Journal of econometrics"
~person:"Andrews, Donald W. K."
~person:"Ghysels, Eric"
~subject:"Cointegration"
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CAPM
Estimation theory
Cointegration
Theorie
20
Theory
20
Econometrics
6
Ökonometrie
6
Schätztheorie
5
Statistical test
4
Statistischer Test
4
Forecasting model
3
Prognoseverfahren
3
Saisonale Schwankungen
3
Seasonal variations
3
Estimation
2
Macroeconometrics
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Makroökonometrie
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Method of moments
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Momentenmethode
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Regressionsanalyse
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Schätzung
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Statistical theory
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Statistische Methodenlehre
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Volatility
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Volatilität
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00.10.1992
1
11.05.1990
1
Big Data
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Big data
1
Bootstrap approach
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Bootstrap-Verfahren
1
Business cycle
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Credit risk
1
Data Mining
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6
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Andrews, Donald W. K.
Ghysels, Eric
Phillips, Peter C. B.
10
Lütkepohl, Helmut
8
Chib, Siddhartha
6
Gouriéroux, Christian
6
Lee, Lung-fei
6
Li, Qi
6
Saikkonen, Pentti
6
Swanson, Norman R.
6
Aït-Sahalia, Yacine
5
Baltagi, Badi H.
5
Granger, C. W. J.
5
Kohn, Robert
5
Robinson, Peter M.
5
Chen, Songnian
4
Corradi, Valentina
4
Gonzalo, Jesús
4
Johansen, Søren
4
King, Maxwell L.
4
Kleibergen, Frank
4
Paap, Richard
4
Schmidt, Peter
4
Abrevaya, Jason
3
Ali, Mukhtar M.
3
Boswijk, Herman Peter
3
Chao, John C.
3
Diebold, Francis X.
3
Donald, Stephen G.
3
Franses, Philip Hans
3
Godfrey, L. G.
3
Golan, Amos
3
Greenberg, Edward S.
3
Haldrup, Niels
3
Horowitz, Joel
3
Hsiao, Cheng
3
Jong, Robert M. de
3
Kelejian, Harry H.
3
Koop, Gary
3
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3
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Journal of econometrics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
19
Cowles Foundation discussion paper
12
Econometric theory
6
Cahier / Département de Sciences Économiques, Université de Montréal
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
The review of economic studies
3
Discussion paper / Centre for Economic Policy Research
2
International economic review
2
L' Actualité économique : revue trimest.
2
Annales d'économie et de statistique
1
CORE discussion paper : DP
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion papers / CEPR
1
Econometric Society monographs
1
Econometric methods and financial time series
1
Econometric reviews
1
Handbook of economic forecasting ; 1
1
Handbook of economic forecasting ; Vol. 1
1
Journal of international money and finance
1
L' économétrie appliquée
1
Special section on small-sample properties of generalized method of moments (GMM)
1
The journal of finance : the journal of the American Finance Association
1
The review of economics and statistics
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ECONIS (ZBW)
6
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1
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
Saved in:
2
Evaluation of a three-step method for choosing the number of bootstrap repetitions
Andrews, Donald W. K.
;
Buchinsky, Moshe
- In:
Journal of econometrics
103
(
2001
)
1/2
,
pp. 345-386
Persistent link: https://www.econbiz.de/10001585371
Saved in:
3
Hypothesis testing with a restricted parameter space
Andrews, Donald W. K.
- In:
Journal of econometrics
84
(
1998
)
1
,
pp. 155-199
Persistent link: https://www.econbiz.de/10001234468
Saved in:
4
Predictive tests for structural change with unknown breakpoint
Ghysels, Eric
- In:
Journal of econometrics
82
(
1998
)
2
,
pp. 209-233
Persistent link: https://www.econbiz.de/10001234579
Saved in:
5
Asymptotic optimality of generalized C L, cross-validation, and generalized cross-validation in regression with heteroskedastic errors
Andrews, Donald W. K.
- In:
Journal of econometrics
47
(
1991
)
2
,
pp. 359-377
Persistent link: https://www.econbiz.de/10001099504
Saved in:
6
Are consumption-based intertemporal capital asset pricing models structural?
Ghysels, Eric
- In:
Journal of econometrics
45
(
1990
)
1
,
pp. 121-139
Persistent link: https://www.econbiz.de/10001332077
Saved in:
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