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subject:"CAPM"
subject:"Estimation theory"
~person:"Hansen, Lars Peter"
~person:"Renault, Eric"
~subject:"Dynamic equilibrium"
~subject:"Zeitreihenanalyse"
~type:"article"
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CAPM
Estimation theory
Dynamic equilibrium
Zeitreihenanalyse
Theorie
96
Theory
96
Volatility
14
Volatilität
14
Stochastic process
13
Stochastischer Prozess
13
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12
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47
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Hansen, Lars Peter
Renault, Eric
Phillips, Peter C. B.
78
Franses, Philip Hans
63
Gil-Alaña, Luis A.
43
Perron, Pierre
39
Gouriéroux, Christian
38
McAleer, Michael
38
Lütkepohl, Helmut
37
Pesaran, M. Hashem
37
Granger, C. W. J.
35
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33
Ghysels, Eric
33
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30
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29
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29
Newey, Whitney K.
29
Koopman, Siem Jan
28
Leybourne, Stephen James
28
Li, Qi
28
Taylor, Robert
28
Robinson, Peter M.
27
Baltagi, Badi H.
26
Dufour, Jean-Marie
26
Caporale, Guglielmo Maria
25
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25
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25
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25
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25
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25
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24
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24
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23
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23
Newbold, Paul
23
Saikkonen, Pentti
23
Satchell, Stephen
23
Schmidt, Peter
23
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22
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Journal of econometrics
6
Journal of financial econometrics
6
The review of financial studies
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of economic theory
2
Journal of political economy
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Advances in econometrics ; Vol. 1
1
Advances in economics and econometrics: theory and applications ; Vol. 3
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Economics letters
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Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
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Handbook of econometrics : volume 6A
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NBER macroeconomics annual
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Review of economic dynamics
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Special section on small-sample properties of generalized method of moments (GMM)
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ECONIS (ZBW)
49
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1
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10
of
49
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date (oldest first)
1
Pricing uncertainty induced by climate change : editor's choice
Barnett, Michael N.
;
Brock, William A.
;
Hansen, Lars Peter
- In:
The review of financial studies
33
(
2020
)
3
,
pp. 1024-1066
Persistent link: https://www.econbiz.de/10012198054
Saved in:
2
The leverage effect puzzle revisited : identification in discrete time
Han, Hyojin
;
Khrapov, Stanislav
;
Renault, Eric
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 230-258
Persistent link: https://www.econbiz.de/10012482760
Saved in:
3
Pseudo-true SDFs in conditional asset pricing models
Antoine, Bertille
;
Proulx, Kevin
;
Renault, Eric
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 656-714
Persistent link: https://www.econbiz.de/10012405513
Saved in:
4
Comment on: pseudo-true SDFs in conditional asset pricing models
Hansen, Lars Peter
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 715-720
Persistent link: https://www.econbiz.de/10012405515
Saved in:
5
Comment on: pseudo-true SDFs in conditional asset pricing models
Ludvigson, Sydney C.
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 721-728
Persistent link: https://www.econbiz.de/10012405517
Saved in:
6
Comment on: pseudo-true SDFs in conditional asset pricing models
Kan, Raymond
;
Robotti, Cesare
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 729-735
Persistent link: https://www.econbiz.de/10012405518
Saved in:
7
Comment on: pseudo-true SDFs in conditional asset pricing models : comparing fixed- versus vanishing-bandwidth estimators of pseudo-true SDFs
Gagliardini, Patrick
;
Ronchetti, Diego
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 736-775
Persistent link: https://www.econbiz.de/10012405520
Saved in:
8
Rejoinder on: pseudo-true SDFs in conditional asset pricing models
Antoine, Bertille
;
Proulx, Kevin
;
Renault, Eric
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 776-790
Persistent link: https://www.econbiz.de/10012405523
Saved in:
9
Twisted probabilities, uncertainty, and prices
Hansen, Lars Peter
;
Szőke, Bálint
;
Han, Lloyd S.
; …
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 151-174
Persistent link: https://www.econbiz.de/10012439662
Saved in:
10
Hansen and Sargent's Recursive models of dynamic linear economies : a review essay
West, Kenneth D.
- In:
Journal of economic literature
55
(
2017
)
1
,
pp. 173-181
Persistent link: https://www.econbiz.de/10011863447
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