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subject:"CAPM"
subject:"USA"
~isPartOf:"Working papers / TSE : WP"
~subject:"Nonparametric statistics"
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Search: subject_exact:"Estimation theory"
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CAPM
USA
Nonparametric statistics
Estimation theory
65
Schätztheorie
65
Regression analysis
23
Regressionsanalyse
23
Nichtparametrisches Verfahren
21
Statistical distribution
10
Statistische Verteilung
10
Estimation
9
Schätzung
9
Ausreißer
8
IV-Schätzung
8
Instrumental variables
8
Outliers
8
Induktive Statistik
7
Statistical inference
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6
Systematischer Fehler
6
Heavy tails
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Sampling
5
Stichprobenerhebung
5
Autocorrelation
4
Autokorrelation
4
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Risikomaß
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Risk measure
4
Statistical test
4
Statistischer Test
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Stochastic process
4
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fixed effects
4
panel data
4
Expectiles
3
Extrapolation
3
Panel
3
Panel study
3
Probability theory
3
Production function
3
Produktionsfunktion
3
Räumliche Interaktion
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21
Graue Literatur
21
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21
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English
21
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Florens, Jean-Pierre
5
Daouia, Abdelaati
4
Lavergne, Pascal
4
Gautier, Eric
3
Simar, Léopold
3
Babii, Andrii
2
Enache, Andreea
2
Gaillac, Christophe
2
Jochmans, Koen
2
Lapenta, Elia
2
Weidner, Martin
2
Antoine, Bertille
1
Beyhum, Jad
1
Costa, Manon
1
Gadat, Sébastien
1
Gonnord, Pauline
1
Kim, Jihyun
1
Laurent, Thibault
1
Le Pennec, Erwan
1
Maréchal, P.
1
Noh, Hohsuk
1
Park, Joon Y.
1
Risser, Laurent
1
Sbai͏̈, Erwann
1
Stupfler, Gilles
1
Usseglio-Carleve, Antoine
1
Van Keilegom, Ingrid
1
Vanhems, A.
1
Vanhems, Anne
1
Wang, Bin
1
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Working papers / TSE : WP
Journal of econometrics
360
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
209
CEMMAP working papers / Centre for Microdata Methods and Practice
130
Econometric theory
109
Economics letters
102
Econometric reviews
94
Journal of the American Statistical Association : JASA
80
The econometrics journal
64
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
56
Discussion paper series / IZA
48
The review of economics and statistics
48
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
47
Working paper / National Bureau of Economic Research, Inc.
45
Discussion papers of interdisciplinary research project 373
43
Working paper / Department of Econometrics and Business Statistics, Monash University
43
Journal of applied econometrics
42
Quantitative economics : QE ; journal of the Econometric Society
40
Cowles Foundation discussion paper
37
NBER working paper series
36
SFB 649 discussion paper
36
Discussion paper / Tinbergen Institute
35
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
CREATES research paper
31
Econometrics papers
30
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
29
Cowles Foundation Discussion Paper
27
European journal of operational research : EJOR
27
NBER Working Paper
26
Working paper
25
Série des documents de travail / Centre de Recherche en Économie et Statistique
24
Applied economics
23
Boston College working papers in economics
23
American journal of agricultural economics
22
The journal of finance : the journal of the American Finance Association
22
Journal of financial and quantitative analysis : JFQA
21
Discussion paper / Center for Economic Research, Tilburg University
20
Econometrics : open access journal
20
International journal of forecasting
20
Journal of productivity analysis
20
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ECONIS (ZBW)
21
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11
Adaptive estimation in the linear random coefficients model when regressors have limited variation
Gaillac, Christophe
;
Gautier, Eric
-
2019
Persistent link: https://www.econbiz.de/10012181928
Saved in:
12
Adaptive estimation in the nonparametric random coefficients binary choice model by needlet thresholding
Gautier, Eric
;
Le Pennec, Erwan
-
2019
-
This version: April 2, 2019
Persistent link: https://www.econbiz.de/10012216397
Saved in:
13
Identification and estimation in a third-price auction model
Enache, Andreea
;
Florens, Jean-Pierre
-
2019
Persistent link: https://www.econbiz.de/10013503831
Saved in:
14
Robustified expected maximum production frontiers
Daouia, Abdelaati
;
Florens, Jean-Pierre
;
Simar, Léopold
-
2018
Persistent link: https://www.econbiz.de/10012267556
Saved in:
15
A mollifier approach to the deconvolution of probability densities
Maréchal, P.
;
Simar, Léopold
;
Vanhems, A.
-
2018
Persistent link: https://www.econbiz.de/10013498904
Saved in:
16
Cytometry inference through adaptive atomic deconvolution
Costa, Manon
;
Gadat, Sébastien
;
Gonnord, Pauline
; …
-
2018
Persistent link: https://www.econbiz.de/10013483788
Saved in:
17
Honest confidence sets in nonparametric IV regression and other ill-posed models
Babii, Andrii
-
2017
Persistent link: https://www.econbiz.de/10012265781
Saved in:
18
Estimation of a semiparametric transformation model in the presence of endogeneity
Vanhems, Anne
;
Van Keilegom, Ingrid
-
2016
Persistent link: https://www.econbiz.de/10012216735
Saved in:
19
Robust frontier estimation from noisy data : a Tikhonov regularization approach
Daouia, Abdelaati
;
Florens, Jean-Pierre
;
Simar, Léopold
-
2016
Persistent link: https://www.econbiz.de/10012216983
Saved in:
20
Model equivalence tests for overidentifying restrictions
Lavergne, Pascal
-
2015
Persistent link: https://www.econbiz.de/10011302281
Saved in:
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