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subject:"CAPM"
subject:"Estimation theory"
~person:"Andrews, Donald W. K."
~subject:"Bootstrap approach"
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CAPM
Estimation theory
Bootstrap approach
Theorie
89
Theory
89
Schätztheorie
44
Bootstrap-Verfahren
15
Method of moments
14
Momentenmethode
14
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12
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12
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10
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Andrews, Donald W. K.
Härdle, Wolfgang
79
Phillips, Peter C. B.
71
Gouriéroux, Christian
70
Pesaran, M. Hashem
68
Swanson, Norman R.
56
Campbell, John Y.
49
Stambaugh, Robert F.
48
Cochrane, John H.
44
Linton, Oliver
44
Franses, Philip Hans
42
Newey, Whitney K.
42
McAleer, Michael
41
Jarrow, Robert A.
39
Hansen, Lars Peter
38
Horowitz, Joel
38
Imbens, Guido
38
Scaillet, Olivier
38
Ferson, Wayne E.
37
Kilian, Lutz
36
Fabozzi, Frank J.
35
Giles, David E. A.
35
MacKinnon, James G.
35
Chiarella, Carl
34
Kleijnen, Jack P. C.
34
Zhang, Lu
34
Bekaert, Geert
33
Robinson, Peter M.
33
White, Halbert
33
Davidson, Russell
32
Dufour, Jean-Marie
32
Gonçalves, Sílvia
32
Harvey, Campbell R.
32
Renault, Eric
32
Corradi, Valentina
31
Hens, Thorsten
31
Zin, Stanley E.
31
He, Xue-zhong
30
Heckman, James J.
30
Jagannathan, Ravi
30
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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
21
Cowles Foundation discussion paper
14
Econometric theory
5
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3
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3
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ECONIS (ZBW)
53
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21
A bias reduced log-periodogram regression estimator for the long-memory parameter
Andrews, Donald W. K.
;
Guggenberger, Patrik
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 675-712
Persistent link: https://www.econbiz.de/10001750449
Saved in:
22
Equivalence of the higher order asymptotic efficiency of k-step and extremum statistics
Andrews, Donald W. K.
- In:
Econometric theory
18
(
2002
)
5
,
pp. 1040-1085
Persistent link: https://www.econbiz.de/10001702326
Saved in:
23
On the number of bootstrap repetitions for BCa confidence intervals
Andrews, Donald W. K.
;
Buchinsky, Moshe
- In:
Econometric theory
18
(
2002
)
4
,
pp. 962-984
Persistent link: https://www.econbiz.de/10001687496
Saved in:
24
Higher-order improvements of a computationally attractive k-step bootstrap for extremum estimators
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
1
,
pp. 119-162
Persistent link: https://www.econbiz.de/10001647798
Saved in:
25
Higher-order improvements of a computationally attractive k-step bootstrap for extremum estimators
Andrews, Donald W. K.
-
2001
-
Rev
Persistent link: https://www.econbiz.de/10001557980
Saved in:
26
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:
27
A bias-reduced log-periodogram regression estimator for the long-memory parameter
Andrews, Donald W. K.
;
Guggenberger, Patrik
-
2000
Persistent link: https://www.econbiz.de/10001492115
Saved in:
28
Inconsistency of the bootstrap when a parameter is on the boundary of the parameter space
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
2
,
pp. 399-405
Persistent link: https://www.econbiz.de/10001466208
Saved in:
29
Equivalence of the higher-order asymptotic efficiency of k-step and extremum statistics
Andrews, Donald W. K.
-
2000
Persistent link: https://www.econbiz.de/10001525927
Saved in:
30
A three-step method for choosing the number of bootstrap repetitions
Andrews, Donald W. K.
;
Buchinsky, Moshe
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
1
,
pp. 23-51
Persistent link: https://www.econbiz.de/10001449349
Saved in:
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