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subject:"CAPM"
subject:"USA"
~isPartOf:"Economic modelling"
~subject:"Stochastic process"
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Search: subject_exact:"Estimation theory"
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CAPM
USA
Stochastic process
Estimation theory
139
Schätztheorie
139
Estimation
56
Schätzung
55
Time series analysis
34
Zeitreihenanalyse
34
Regression analysis
21
Regressionsanalyse
21
Volatility
17
Volatilität
17
Cointegration
15
Kointegration
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13
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9
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8
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8
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8
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8
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Acocella, Nicola
1
Agliardi, Rosella
1
Alleva, Giorgio
1
Beqiraj, Elton
1
Bu, Ruijun
1
Caporale, Guglielmo Maria
1
Cheng, Jie
1
Desli, Evangelia
1
Di Bartolomeo, Giovanni
1
Di Dio, Fabio
1
Di Pietro, Marco
1
Felici, Francesco
1
Gianfreda, Angelica
1
Gkoulgkoutsika, A.
1
Hadri, Kaddour
1
Hassapis, Christis
1
Jayasinghe, Prabhath
1
Karul, Cagin
1
Li, Hongyi
1
Liseo, Brunero
1
Liu, Guifang
1
Ma, Chao-qun
1
Malliaropulos, Dimitrios
1
Maranzano, Paolo
1
Nazlıoğlu, Şaban
1
Niu, Pan-qiang
1
Nonejad, Nima
1
Parisio, Lucia
1
Pelagatti, Matteo
1
Pittis, Nikitas
1
Popivanov, Petăr R.
1
Pym Manopimoke
1
Slavova, A.
1
Tsui, Albert K.
1
Vorada Limjaroenrat
1
Wang, Shouyang
1
Wu, Xin-yu
1
Xiao, Wei-lin
1
Xu, Weijun
1
Yoon, Gawon
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Economic modelling
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
123
Journal of econometrics
113
The review of economics and statistics
44
Working paper / National Bureau of Economic Research, Inc.
40
Economics letters
35
Journal of applied econometrics
29
CREATES research paper
27
Econometric reviews
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
25
Discussion paper / Tinbergen Institute
24
NBER working paper series
22
American journal of agricultural economics
21
Journal of financial and quantitative analysis : JFQA
21
The journal of finance : the journal of the American Finance Association
21
Econometric theory
20
Journal of empirical finance
20
Journal of financial economics
17
Applied economics
16
The journal of futures markets
16
The review of financial studies
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
European journal of operational research : EJOR
14
International journal of forecasting
14
Journal of banking & finance
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
NBER Working Paper
14
Technical working paper / National Bureau of Economic Research
14
Cowles Foundation discussion paper
13
Journal of forecasting
13
Journal of productivity analysis
13
Working paper
13
Discussion paper series / IZA
12
Journal of macroeconomics
12
Operations research
12
CEMMAP working papers / Centre for Microdata Methods and Practice
11
Discussion paper
11
Discussion paper / Centre for Economic Policy Research
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1
Testing for integration and cointegration when time series are observed with noise
Gianfreda, Angelica
;
Maranzano, Paolo
;
Parisio, Lucia
; …
- In:
Economic modelling
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463618
Saved in:
2
World economic convergence : does the estimation methodology matter?
Desli, Evangelia
;
Gkoulgkoutsika, A.
- In:
Economic modelling
91
(
2020
),
pp. 138-147
Persistent link: https://www.econbiz.de/10012429028
Saved in:
3
A stochastic estimated version of the Italian dynamic General Equilibrium Model
Acocella, Nicola
;
Beqiraj, Elton
;
Di Bartolomeo, Giovanni
; …
- In:
Economic modelling
92
(
2020
),
pp. 339-357
Persistent link: https://www.econbiz.de/10012429788
Saved in:
4
Trend inflation estimates for Thailand from disaggregated data
Pym Manopimoke
;
Vorada Limjaroenrat
- In:
Economic modelling
65
(
2017
),
pp. 75-94
Persistent link: https://www.econbiz.de/10011813600
Saved in:
5
A panel stationarity test with gradual structural shifts : re-investigate the international commodity price shocks
Nazlıoğlu, Şaban
;
Karul, Cagin
- In:
Economic modelling
61
(
2017
),
pp. 181-192
Persistent link: https://www.econbiz.de/10011736829
Saved in:
6
Parameter instability, stochastic volatility and estimation based on simulated likelihood : evidence from the crude oil market
Nonejad, Nima
- In:
Economic modelling
61
(
2017
),
pp. 388-408
Persistent link: https://www.econbiz.de/10011736901
Saved in:
7
Stochastic unit root processes : maximum likelihood estimation, and new Lagrange multiplier and likelihood ratio tests
Yoon, Gawon
- In:
Economic modelling
52
(
2016
),
pp. 725-732
Persistent link: https://www.econbiz.de/10011643010
Saved in:
8
Reducible diffusions with time-varying transformations with application to short-term interest rates
Bu, Ruijun
;
Cheng, Jie
;
Hadri, Kaddour
- In:
Economic modelling
52
(
2016
),
pp. 266-277
Persistent link: https://www.econbiz.de/10011645653
Saved in:
9
A novel jump diffusion model based on SGT distribution and its applications
Xu, Weijun
;
Liu, Guifang
;
Li, Hongyi
- In:
Economic modelling
59
(
2016
),
pp. 74-92
Persistent link: https://www.econbiz.de/10011647763
Saved in:
10
Parameter identification for fractional Ornstein-Uhlenbeck processes based on discrete observation
Zhang, Pu
;
Xiao, Wei-lin
;
Zhang, Xi-li
;
Niu, Pan-qiang
- In:
Economic modelling
36
(
2014
),
pp. 198-203
Persistent link: https://www.econbiz.de/10010412366
Saved in:
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