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subject:"CAPM"
subject:"Estimation theory"
~isPartOf:"Journal of econometrics"
~person:"Robinson, Peter M."
~subject:"Cointegration"
~subject:"Monte-Carlo-Simulation"
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CAPM
Estimation theory
Cointegration
Monte-Carlo-Simulation
Theorie
9
Theory
9
Kointegration
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Time series analysis
3
Zeitreihenanalyse
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Estimation
2
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Autocorrelation
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Increasingly many parameters
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6
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Robinson, Peter M.
Chib, Siddhartha
11
Phillips, Peter C. B.
10
Lütkepohl, Helmut
8
Gouriéroux, Christian
6
King, Maxwell L.
6
Kohn, Robert
6
Koop, Gary
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
Chen, Songnian
4
Corradi, Valentina
4
Gonzalo, Jesús
4
Johansen, Søren
4
Khalaf, Lynda
4
Kleibergen, Frank
4
Lucas, André
4
Paap, Richard
4
Pesaran, M. Hashem
4
Schmidt, Peter
4
Abrevaya, Jason
3
Ali, Mukhtar M.
3
Andersen, Torben
3
Andrews, Donald W. K.
3
Boswijk, Herman Peter
3
Chao, John C.
3
Diebold, Francis X.
3
Donald, Stephen G.
3
Franses, Philip Hans
3
Ghysels, Eric
3
Godfrey, L. G.
3
Golan, Amos
3
Greenberg, Edward S.
3
Haldrup, Niels
3
Herwartz, Helmut
3
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Journal of econometrics
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
16
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
Suntory and Toyota International Centres for Economics and Related Disciplines
7
Econometrics papers
4
Econometric theory
2
The review of economic studies
2
CEMMAP working papers / Centre for Microdata Methods and Practice
1
Discussion paper series / LSE Financial Markets Group
1
Journal of applied econometrics
1
Journal of economic surveys
1
LSE STICERD Research Paper
1
Nonlinear statistical modeling : proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics ; essays in honor of Takeshi Amemiya
1
Oxford bulletin of economics and statistics
1
Revista de econometria
1
Revista española de economía
1
Robust inference
1
The econometrics journal
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ECONIS (ZBW)
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1
Diagnostic testing for cointegration
Robinson, Peter M.
- In:
Journal of econometrics
143
(
2008
)
1
,
pp. 206-225
Persistent link: https://www.econbiz.de/10003722599
Saved in:
2
Cointegration in fractional systems with deterministic trends
Robinson, Peter M.
;
Iacone, Fabrizio
- In:
Journal of econometrics
129
(
2005
)
1/2
,
pp. 263-298
Persistent link: https://www.econbiz.de/10003172781
Saved in:
3
Higher-order kernel semiparametric M-estimation of long memory
Robinson, Peter M.
;
Henry, Marc
- In:
Journal of econometrics
114
(
2003
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10001738912
Saved in:
4
Determination of cointegrating rank in fractional systems
Robinson, Peter M.
;
Yajima, Yoshihiro
- In:
Journal of econometrics
106
(
2002
)
2
,
pp. 217-241
Persistent link: https://www.econbiz.de/10001638894
Saved in:
5
Semiparametric fractional cointegration analysis
Marinucci, Domenico
;
Robinson, Peter M.
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 225-247
Persistent link: https://www.econbiz.de/10001617164
Saved in:
6
Semiparametric estimation from time series with long-range dependence
Cheng, Bing
- In:
Journal of econometrics
64
(
1994
)
1
,
pp. 335-353
Persistent link: https://www.econbiz.de/10001166422
Saved in:
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