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subject:"CAPM"
subject:"Estimation theory"
~person:"Andrews, Donald W. K."
~source:"econis"
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CAPM
Estimation theory
Theorie
89
Theory
89
Schätztheorie
44
Bootstrap approach
15
Bootstrap-Verfahren
15
Method of moments
14
Momentenmethode
14
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12
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Sampling
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Andrews, Donald W. K.
Gouriéroux, Christian
70
Härdle, Wolfgang
69
Pesaran, M. Hashem
68
Phillips, Peter C. B.
57
Campbell, John Y.
49
Stambaugh, Robert F.
48
Cochrane, John H.
44
Franses, Philip Hans
42
Newey, Whitney K.
42
McAleer, Michael
41
Jarrow, Robert A.
38
Ferson, Wayne E.
37
Hansen, Lars Peter
37
Swanson, Norman R.
36
Fabozzi, Frank J.
35
Giles, David E. A.
35
Imbens, Guido
35
Zhang, Lu
34
Bekaert, Geert
33
Chiarella, Carl
33
Renault, Eric
32
Scaillet, Olivier
32
Hens, Thorsten
31
Zin, Stanley E.
31
Harvey, Campbell R.
30
He, Xue-zhong
30
Heckman, James J.
30
Jagannathan, Ravi
30
Robinson, Peter M.
30
Dufour, Jean-Marie
29
Horowitz, Joel
29
Madan, Dilip B.
29
Monfort, Alain
29
Zhou, Guofu
29
Baltagi, Badi H.
28
Li, Qi
28
Diebold, Francis X.
27
Ghysels, Eric
26
Hull, John
26
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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
18
Cowles Foundation discussion paper
11
Econometric theory
4
Journal of econometrics
3
The review of economic studies
3
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ECONIS (ZBW)
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41
Additive interactive regression models : circumvention of the curse of dimensionality
Andrews, Donald W. K.
- In:
Econometric theory
6
(
1990
)
4
,
pp. 466-479
Persistent link: https://www.econbiz.de/10001117670
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42
Chi-square diagnostic tests for econometric models : theory
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
56
(
1988
)
6
,
pp. 1419-1453
Persistent link: https://www.econbiz.de/10001059821
Saved in:
43
Inference in nonlinear econometric models with structural change
Andrews, Donald W. K.
- In:
The review of economic studies
55
(
1988
)
4
,
pp. 615-639
Persistent link: https://www.econbiz.de/10001070494
Saved in:
44
Best median unbiased estimation in linear regression with bounded asymmetric loss functions
Andrews, Donald W. K.
;
Phillips, Peter C. B.
-
1986
Persistent link: https://www.econbiz.de/10000951483
Saved in:
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