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subject:"Monte-Carlo-Simulation"
subject:"Statistischer Test"
~isPartOf:"Journal of financial econometrics"
~language:"eng"
~subject:"Stichprobenerhebung"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Statistischer Test
Stichprobenerhebung
Estimation theory
48
Schätztheorie
48
Estimation
19
Schätzung
19
Time series analysis
14
Zeitreihenanalyse
14
Volatility
13
Volatilität
13
Correlation
9
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Statistical test
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Statistical inference
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English
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Kleibergen, Frank
4
Kong, Lingwei
4
Zhan, Zhaoguo
4
Khalaf, Lynda
2
Peñaranda, Francisco
2
Zaffaroni, Paolo
2
Chen, Feng
1
De Nard, Gianluca
1
Dunsmuir, William T.M.
1
Gungor, Sermin
1
Guo, Junjie
1
Hecq, Alain W. J.
1
Luger, Richard
1
Margaritella, Luca
1
Sancetta, Alessio
1
Schweikert, Karsten
1
Smeekes, Stephan
1
Wee, Damien C.H.
1
Whited, Toni Marion
1
Xu, Ke-Li
1
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Journal of financial econometrics
Journal of econometrics
225
Economics letters
91
Econometric reviews
81
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
77
CEMMAP working papers / Centre for Microdata Methods and Practice
60
Econometric theory
53
The econometrics journal
53
Discussion paper / Tinbergen Institute
43
Journal of the American Statistical Association : JASA
37
Statistics in transition : an international journal of the Polish Statistical Association
37
Cowles Foundation discussion paper
34
Econometrics : open access journal
34
Applied economics letters
28
NBER Working Paper
28
Computational economics
27
Discussion paper series / IZA
26
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
26
Economic modelling
26
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
26
Cowles Foundation Discussion Paper
25
Quantitative economics : QE ; journal of the Econometric Society
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
Applied economics
23
Discussion paper / Center for Economic Research, Tilburg University
22
Working paper
22
Working paper / Department of Econometrics and Business Statistics, Monash University
21
European journal of operational research : EJOR
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
NBER working paper series
18
Working paper / National Bureau of Economic Research, Inc.
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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CREATES research paper
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IZA Discussion Paper
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Oxford bulletin of economics and statistics
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Cambridge working papers in economics
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Discussion paper / Central Bureau voor de Statistiek
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Journal of applied econometrics
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Journal of time series econometrics
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ECONIS (ZBW)
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1
Comment on: identification robust testing of risk premia in finite samples
Zaffaroni, Paolo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 303-305
Persistent link: https://www.econbiz.de/10014314744
Saved in:
2
Rejoinder on: identification robust testing of risk premia in finite samples
Kleibergen, Frank
;
Kong, Lingwei
;
Zhan, Zhaoguo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 311-315
Persistent link: https://www.econbiz.de/10014314746
Saved in:
3
Granger causality testing in high-dimensional VARs : a post-double-selection procedure
Hecq, Alain W. J.
;
Margaritella, Luca
;
Smeekes, Stephan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 915-958
Persistent link: https://www.econbiz.de/10014314841
Saved in:
4
A new test for multiple predictive regression
Xu, Ke-Li
;
Guo, Junjie
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 119-156
Persistent link: https://www.econbiz.de/10014526308
Saved in:
5
Exact inference in long-horizon predictive quantile regressions with an application to stock returns
Gungor, Sermin
;
Luger, Richard
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 746-788
Persistent link: https://www.econbiz.de/10012654991
Saved in:
6
Comment on: identification robust testing of risk premia in finite samples
Khalaf, Lynda
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 298-302
Persistent link: https://www.econbiz.de/10014314743
Saved in:
7
Discussion of identification robust testing of risk premia in finite samples
Peñaranda, Francisco
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 306-310
Persistent link: https://www.econbiz.de/10014314745
Saved in:
8
Integrating structural and reduced-form methods in empirical finance
Whited, Toni Marion
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 597-615
Persistent link: https://www.econbiz.de/10014314764
Saved in:
9
Oops! I shrunk the sample covariance matrix again : blockbuster meets shrinkage
De Nard, Gianluca
- In:
Journal of financial econometrics
20
(
2022
)
4
,
pp. 569-611
Persistent link: https://www.econbiz.de/10013349144
Saved in:
10
Bootstrap confidence intervals and hypothesis testing for market information shares
Schweikert, Karsten
- In:
Journal of financial econometrics
19
(
2021
)
5
,
pp. 934-959
Persistent link: https://www.econbiz.de/10012799055
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