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subject:"CAPM"
subject:"Estimation theory"
~person:"Hansen, Lars Peter"
~person:"Renault, Eric"
~subject:"Dynamic equilibrium"
~type:"article"
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CAPM
Estimation theory
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Theorie
96
Theory
96
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14
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14
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13
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13
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12
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Hansen, Lars Peter
Renault, Eric
Phillips, Peter C. B.
33
Andrews, Donald W. K.
31
Gouriéroux, Christian
31
Newey, Whitney K.
28
Jarrow, Robert A.
27
Li, Qi
25
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25
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24
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22
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20
King, Maxwell L.
20
McAleer, Michael
20
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19
Kubler, Felix
19
Dufour, Jean-Marie
18
Fabozzi, Frank J.
18
Lee, Lung-fei
18
Robinson, Peter M.
18
Satchell, Stephen
18
Ullah, Aman
18
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18
Zhou, Guofu
18
Bai, Jushan
17
Granger, C. W. J.
17
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16
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16
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16
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16
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16
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15
Hahn, Jinyong
15
Levy, Haim
15
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15
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Journal of financial econometrics
6
The review of financial studies
5
Journal of econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of economic theory
2
Journal of political economy
2
Advances in econometrics ; Vol. 1
1
Advances in economics and econometrics: theory and applications ; Vol. 3
1
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
1
Finance and stochastics
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Handbook of econometrics : volume 6A
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Mélanges économiques : essais en l'honneur de Edmond Malinvaud
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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)
40
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1
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10
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40
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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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