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subject:"Estimation theory"
subject:"Schätzung"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"CAPM"
~subject:"Mathematische Optimierung"
~subject:"Monetary policy"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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Estimation theory
Schätzung
CAPM
Mathematische Optimierung
Monetary policy
Zeitreihenanalyse
Theorie
1,482
Theory
1,482
Schätztheorie
239
Game theory
178
Spieltheorie
178
USA
97
United States
97
Nichtparametrisches Verfahren
79
Nonparametric statistics
79
Statistical theory
76
Statistische Methodenlehre
76
Time series analysis
76
Equilibrium theory
67
Gleichgewichtstheorie
67
Experiment
60
Asymmetric information
56
Asymmetrische Information
56
Risk
52
Statistical test
52
Statistischer Test
52
Auction theory
51
Auktionstheorie
51
Risiko
51
Decision
48
Entscheidung
48
Estimation
48
Learning process
47
Lernprozess
47
Economics of information
45
Informationsökonomik
45
Agency theory
42
Prinzipal-Agent-Theorie
42
Induktive Statistik
41
Statistical inference
41
Regression analysis
38
Regressionsanalyse
38
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14
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Article
372
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Article in journal
Aufsatz in Zeitschrift
372
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English
372
Author
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Phillips, Peter C. B.
18
Andrews, Donald W. K.
17
Newey, Whitney K.
14
Robinson, Peter M.
9
Horowitz, Joel
8
Imbens, Guido
7
White, Halbert
7
Ploberger, Werner
6
Stock, James H.
6
Bai, Jushan
5
Dufour, Jean-Marie
5
Lewbel, Arthur
5
Arellano, Manuel
4
Bollerslev, Tim
4
Chernozhukov, Victor
4
Duffie, Darrell
4
Engle, Robert F.
4
Hong, Yongmiao
4
Kitamura, Yuichi
4
Matzkin, Rosa L.
4
Nelson, Daniel B.
4
Perron, Pierre
4
Smith, Richard J.
4
Aït-Sahalia, Yacine
3
Bonhomme, Stéphane
3
Chamberlain, Gary
3
Davidson, Russell
3
Gagliardini, Patrick
3
Gallant, A. Ronald
3
Graham, Bryan S.
3
Hahn, Jinyong
3
Hamilton, James D.
3
Hirano, Keisuke
3
Linton, Oliver
3
Manski, Charles F.
3
Milgrom, Paul
3
Pakes, Ariel
3
Park, Joon Y.
3
Powell, James
3
Renault, Eric
3
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
European journal of operational research : EJOR
1,836
Computers & operations research : and their applications to problems of world concern ; an international journal
1,060
Economics letters
997
Journal of econometrics
775
Journal of economic dynamics & control
635
Operations research letters
544
International journal of production research
506
Applied economics
486
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
486
Journal of monetary economics
483
Economic modelling
442
Econometric theory
432
International journal of forecasting
375
Journal of macroeconomics
367
Journal of international money and finance
337
Journal of applied econometrics
320
INFORMS journal on computing : JOC
319
Journal of money, credit and banking : JMCB
312
Mathematics of operations research
307
Journal of forecasting
300
Operations research
297
Journal of banking & finance
289
Econometric reviews
288
Macroeconomic dynamics
288
Applied economics letters
285
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
284
Management science : journal of the Institute for Operations Research and the Management Sciences
279
The review of economics and statistics
247
The journal of finance : the journal of the American Finance Association
240
European economic review : EER
233
Journal of financial economics
228
International review of economics & finance : IREF
217
International journal of production economics
204
Oxford bulletin of economics and statistics
196
Journal of empirical finance
194
Mathematical methods of operations research
190
The review of financial studies
187
Finance research letters
185
Computational economics
184
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ECONIS (ZBW)
372
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372
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1
Earnings and consumption dynamics : a nonlinear panel data framework
Arellano, Manuel
;
Blundell, Richard W.
;
Bonhomme, Stéphane
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
3
,
pp. 693-734
Persistent link: https://www.econbiz.de/10011778768
Saved in:
2
Spurious inference in reduced-rank asset-pricing models
Gospodinov, Nikolaj
;
Kan, Raymond
;
Robotti, Cesare
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
5
,
pp. 1613-1628
Persistent link: https://www.econbiz.de/10011791596
Saved in:
3
Marriage, labor supply, and home production
Goussé, Marion
;
Jacquemet, Nicolas
;
Robin, Jean-Marc
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
6
,
pp. 1873-1919
Persistent link: https://www.econbiz.de/10011791635
Saved in:
4
The identification of beliefs from asset demand
Kubler, Felix
;
Polemarchakis, Heraklis M.
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
4
,
pp. 1219-1238
Persistent link: https://www.econbiz.de/10011791238
Saved in:
5
Quantile selection models with an application to understanding changes in wage inequality
Arellano, Manuel
;
Bonhomme, Stéphane
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011738445
Saved in:
6
Market microstructure invariance : empirical hypotheses
Kyle, Albert S.
;
Obižaeva, Anna
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1345-1404
Persistent link: https://www.econbiz.de/10011611092
Saved in:
7
Robust contracts in continuous time
Miao, Jianjun
;
Rivera, Alejandro
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1405-1440
Persistent link: https://www.econbiz.de/10011611100
Saved in:
8
Generalized method of integrated moments for high-frequency data
Li, Jia
;
Xiu, Dacheng
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1613-1633
Persistent link: https://www.econbiz.de/10011611168
Saved in:
9
Time-varying risk premium in large cross-sectional equity data sets
Gagliardini, Patrick
;
Ossola, Elisa
;
Scaillet, Olivier
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
3
,
pp. 985-1046
Persistent link: https://www.econbiz.de/10011579614
Saved in:
10
A theory of macroprudential policies in the presence of nominal rigidities
Farhi, Emmanuel
;
Werning, Iván
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
5
,
pp. 1645-1704
Persistent link: https://www.econbiz.de/10011741989
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