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subject:"CAPM"
subject:"Estimation theory"
~person:"Andrews, Donald W. K."
~person:"Pesaran, M. Hashem"
~source:"econis"
~subject:"Schätzung"
~type:"article"
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CAPM
Estimation theory
Schätzung
Theorie
155
Theory
155
Schätztheorie
54
Time series analysis
21
Zeitreihenanalyse
21
Panel
20
Panel study
20
Statistical theory
18
Statistische Methodenlehre
18
Rational expectations
17
Rationale Erwartung
17
Estimation
14
Statistical test
12
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66
Author
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Andrews, Donald W. K.
Pesaran, M. Hashem
Phillips, Peter C. B.
44
Gouriéroux, Christian
35
Caporale, Guglielmo Maria
33
Gil-Alaña, Luis A.
33
Baltagi, Badi H.
30
Fabozzi, Frank J.
30
McAleer, Michael
30
Kumbhakar, Subal
29
Newey, Whitney K.
29
Serletis, Apostolos
29
Jarrow, Robert A.
27
Li, Qi
27
Ullah, Aman
27
Madan, Dilip B.
25
Barnett, William A.
23
Ghysels, Eric
23
Gupta, Rangan
23
Lee, Lung-fei
23
Satchell, Stephen
23
Bahmani-Oskooee, Mohsen
22
Krämer, Walter
22
Ohtani, Kazuhiro
22
Bai, Jushan
21
Blundell, Richard W.
21
Bollerslev, Tim
21
Ferson, Wayne E.
21
Franses, Philip Hans
21
Granger, C. W. J.
21
Hansen, Lars Peter
21
Robinson, Peter M.
21
Schmidt, Peter
21
Dufour, Jean-Marie
20
Giles, David E. A.
20
Horowitz, Joel
20
Härdle, Wolfgang
20
King, Maxwell L.
20
Koop, Gary
20
Wooldridge, Jeffrey M.
20
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
20
Journal of econometrics
8
Econometric theory
5
Journal of applied econometrics
5
Econometric reviews
3
Economics letters
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
The review of economic studies
3
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
2
Oxford bulletin of economics and statistics
2
Contributions to econometric methodology in honor of T. W. Anderson
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Handbook of economic forecasting ; 1
1
International journal of forecasting
1
Journal of economic dynamics & control
1
Journal of financial econometrics
1
Journal of the American Statistical Association : JASA
1
On modelling the long run in applied economics
1
Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
1
Research in human capital and development : RHCD ; a research annual
1
The Manchester School of Economic and Social Studies
1
The economic journal : the journal of the Royal Economic Society
1
The experiment in applied econometrics
1
The review of economics and statistics
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ECONIS (ZBW)
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66
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1
Testing for alpha in linear factor pricing models with a large number of securities
Pesaran, M. Hashem
;
Yamagata, Takashi
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 407-460
Persistent link: https://www.econbiz.de/10014526327
Saved in:
2
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
5
,
pp. 1023-1047
Persistent link: https://www.econbiz.de/10014362883
Saved in:
3
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
4
A conditional-heteroskedasticity-robust confidence interval for the autoregressive parameter
Andrews, Donald W. K.
;
Guggenberger, Patrik
- In:
The review of economics and statistics
96
(
2014
)
2
,
pp. 376-381
Persistent link: https://www.econbiz.de/10010392945
Saved in:
5
Aggregation in large dynamic panels
Pesaran, M. Hashem
;
Chudik, Alexander
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 273-285
Persistent link: https://www.econbiz.de/10010256161
Saved in:
6
Estimation and inference with weak , semi-strong, and strong identification
Andrews, Donald W. K.
;
Cheng, Xu
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
5
,
pp. 2153-2211
Persistent link: https://www.econbiz.de/10009665466
Saved in:
7
Inference for parameters defined by moment inequalities : a recommended moment selection procedure
Andrews, Donald W. K.
;
Barwick, Panle Jia
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
6
,
pp. 2805-2826
Persistent link: https://www.econbiz.de/10009689444
Saved in:
8
Inference for parameters defined by moment inequalities using generalized moment selection
Andrews, Donald W. K.
;
Soares, Gustavo
- In:
Econometrica : journal of the Econometric Society, an …
78
(
2010
)
1
,
pp. 119-157
Persistent link: https://www.econbiz.de/10003989158
Saved in:
9
Econometric analysis of structural systems with permanent and transitory shocks
Pagan, Adrian R.
;
Pesaran, M. Hashem
- In:
Journal of economic dynamics & control
32
(
2008
)
10
,
pp. 3376-3395
Persistent link: https://www.econbiz.de/10003775856
Saved in:
10
Learning, structural instability, and present value calculations
Pesaran, M. Hashem
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 253-288
Persistent link: https://www.econbiz.de/10003509128
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