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subject:"CAPM"
subject:"Estimation theory"
~isPartOf:"The review of economics and statistics"
~person:"Bai, Jushan"
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CAPM
Estimation theory
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1973-1989
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Discount rate policy
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Diskontpolitik
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Dynamische Wirtschaftstheorie
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Nichtparametrisches Verfahren
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Bai, Jushan
Heckman, James J.
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Abadie, Alberto
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2
Godfrey, L. G.
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Kilian, Lutz
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The review of economics and statistics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Econometric theory
2
Annals of economics and finance
1
Annual review of economics
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Cahier / Département de Sciences Économiques, Université de Montréal
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Finance research letters
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Foundations and trends in econometrics
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Journal of applied econometrics
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Journal of econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Panel data econometrics : theoretical contributions and empirical applications
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Testing parametric conditional distributions of dynamic models
Bai, Jushan
- In:
The review of economics and statistics
85
(
2003
)
3
,
pp. 531-549
Persistent link: https://www.econbiz.de/10001791740
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2
Estimation of a change point in multiple regression models
Bai, Jushan
- In:
The review of economics and statistics
79
(
1997
)
4
,
pp. 551-563
Persistent link: https://www.econbiz.de/10001229894
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