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subject:"CAPM"
subject:"USA"
~isPartOf:"Computational economics"
~subject:"Estimation"
~subject:"Panel"
~subject:"Stochastic process"
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CAPM
USA
Estimation
Panel
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Estimation theory
107
Schätztheorie
107
Time series analysis
31
Zeitreihenanalyse
31
Monte Carlo simulation
21
Monte-Carlo-Simulation
21
Regression analysis
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Boubaker, Heni
3
Omay, Tolga
3
Afuecheta, Emmanuel
1
Akira Toda, Alexis
1
Andreasen, Martin Møller
1
Bartolucci, Francesco
1
Beek, Misha van
1
Cagnone, Silvia
1
Ceffer, A.
1
Chan, Stephen
1
Chang, Sheng-kai
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1
Cheng, Hong
1
Chia, Bryan
1
Choudhry, Taufiq
1
Daniels, Hennie A. M.
1
Dempsey, Michael
1
Emirmahmutoglu, Furkan
1
Fernández del Hoyo, Juan J.
1
Gibson, Heather D.
1
Hall, Stephen G.
1
Hasanov, Mübariz
1
Iren, Perihan
1
Jebabli, Ikram
1
Khorunzhina, Natalia
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Kouaissah, Noureddine
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Levendovszky, J.
1
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Otero, Jesús G.
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1
Qian, J. B.
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Richard, Jean-François
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Computational economics
Journal of econometrics
391
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
247
Economics letters
198
Econometric reviews
119
CEMMAP working papers / Centre for Microdata Methods and Practice
80
Discussion paper series / IZA
75
Applied economics letters
73
NBER working paper series
70
Discussion paper / Tinbergen Institute
68
NBER Working Paper
68
Economic modelling
65
The econometrics journal
65
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
63
Journal of applied econometrics
63
Applied economics
61
Econometric theory
61
Working paper / National Bureau of Economic Research, Inc.
57
Working paper / Department of Econometrics and Business Statistics, Monash University
52
CESifo working papers
51
The review of economics and statistics
51
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
46
Working paper
45
IZA Discussion Paper
42
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
CREATES research paper
41
Quantitative economics : QE ; journal of the Econometric Society
40
Discussion paper
39
Econometrics : open access journal
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Journal of banking & finance
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
35
Journal of the American Statistical Association : JASA
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Journal of empirical finance
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Discussion papers / CEPR
33
International journal of forecasting
33
European journal of operational research : EJOR
32
Oxford bulletin of economics and statistics
30
Cambridge working papers in economics
29
American journal of agricultural economics
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1
Controlling heterogeneous structure of smooth breaks in panel unit root and cointegration testing
Omay, Tolga
;
Iren, Perihan
- In:
Computational economics
61
(
2023
)
1
,
pp. 233-265
Persistent link: https://www.econbiz.de/10014228424
Saved in:
2
Inferring causal interactions in financial markets using conditional Granger causality based on quantile regression
Cheng, Hong
;
Wang, Yunqing
;
Wang, Yihong
;
Yang, Tinggan
- In:
Computational economics
59
(
2022
)
2
,
pp. 719-748
Persistent link: https://www.econbiz.de/10013169042
Saved in:
3
Portfolio selection using multivariate semiparametric estimators and a copula PCA-based approach
Kouaissah, Noureddine
;
Ortobelli Lozza, Sergio
; …
- In:
Computational economics
60
(
2022
)
3
,
pp. 833-859
Persistent link: https://www.econbiz.de/10013380843
Saved in:
4
A statistical analysis of global economies using time varying copulas
Afuecheta, Emmanuel
;
Nadarajah, Saralees
;
Chan, Stephen
- In:
Computational economics
58
(
2021
)
4
,
pp. 1167-1194
Persistent link: https://www.econbiz.de/10012697904
Saved in:
5
Data-based automatic discretization of nonparametric distributions
Akira Toda, Alexis
- In:
Computational economics
57
(
2021
)
4
,
pp. 1217-1235
Persistent link: https://www.econbiz.de/10012543278
Saved in:
6
Option pricing model biases : Bayesian and Markov Chain Monte Carlo regression analysis
Mozumder, Sharif
;
Choudhry, Taufiq
;
Dempsey, Michael
- In:
Computational economics
57
(
2021
)
4
,
pp. 1287-1305
Persistent link: https://www.econbiz.de/10012543312
Saved in:
7
Bayesian estimation for high-frequency volatility models in a time deformed framework
Santos, Antonio A. F.
- In:
Computational economics
57
(
2021
)
2
,
pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
Saved in:
8
Wavelet estimation performance of fractional integrated processes with heavy-tails
Boubaker, Heni
- In:
Computational economics
55
(
2020
)
2
,
pp. 473-498
Persistent link: https://www.econbiz.de/10012223642
Saved in:
9
Estimating a dynamic factor model in EViews using the Kalman filter and smoother
Solberger, Martin
;
Spånberg, Erik
- In:
Computational economics
55
(
2020
)
3
,
pp. 875-900
Persistent link: https://www.econbiz.de/10012223681
Saved in:
10
A Monte Carlo study of time varying coefficient (TVC) estimation
Hall, Stephen G.
;
Gibson, Heather D.
;
Tavlas, George S.
; …
- In:
Computational economics
56
(
2020
)
1
,
pp. 115-130
Persistent link: https://www.econbiz.de/10012272018
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