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subject:"Regression analysis"
subject:"Statistical test"
~person:"Kleibergen, Frank"
~person:"Sun, Yixiao"
~subject:"Risikoprämie"
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Search: subject_exact:"Estimation theory"
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Regression analysis
Statistical test
Risikoprämie
Estimation theory
110
Schätztheorie
110
Statistischer Test
33
Theorie
26
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26
Time series analysis
26
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26
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24
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24
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21
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48
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Kleibergen, Frank
Sun, Yixiao
Phillips, Peter C. B.
113
Härdle, Wolfgang
51
Gao, Jiti
45
Dette, Holger
43
Cai, Zongwu
38
Chernozhukov, Victor
37
Linton, Oliver
33
Su, Liangjun
33
Pesaran, M. Hashem
31
Dufour, Jean-Marie
30
Sentana, Enrique
27
Andrews, Donald W. K.
25
Otsu, Taisuke
25
Shi, Xiaoxia
25
Baltagi, Badi H.
24
Croux, Christophe
24
Escanciano, Juan Carlos
23
Xu, Ke-Li
23
Yang, Lijian
23
Horowitz, Joel
22
Kapetanios, George
22
Hansen, Christian Bailey
21
Li, Qi
21
Wang, Hansheng
21
White, Halbert
21
Kao, Chihwa
20
Wang, Qiying
20
Weidner, Martin
20
Xiao, Zhijie
20
Bera, Anil K.
19
Canay, Ivan A.
19
Florens, Jean-Pierre
19
Jansson, Michael
19
Winkelmann, Rainer
19
Amengual, Dante
18
Arai, Yoichi
18
Cattaneo, Matias D.
18
Breunig, Christoph
17
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Journal of econometrics
8
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7
Journal of financial econometrics
5
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The econometrics journal
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ECONIS (ZBW)
48
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1
Identification robust testing of risk premia in finite samples
Kleibergen, Frank
;
Kong, Lingwei
;
Zhan, Zhaoguo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 263-297
Persistent link: https://www.econbiz.de/10014314742
Saved in:
2
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:
3
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:
4
A test for kronecker product structure covariance matrix
Guggenberger, Patrik
;
Kleibergen, Frank
;
Mavroeidis, …
-
2022
Persistent link: https://www.econbiz.de/10012814351
Saved in:
5
Location-scale and compensated effects in unconditional quantile regressions
Martinez-Iriarte, Julian
;
Montes-Rojas, Gabriel
;
Sun, Yixiao
-
University of California, San Diego / Department of …
-
2022
Persistent link: https://www.econbiz.de/10012872849
Saved in:
6
Identification and estimation of unconditional policy effects of an endogenous binary treatment : an unconditional MTE approach
Martínez-Iriarte, Julián
;
Sun, Yixiao
-
University of California, San Diego / Department of …
-
2021
Persistent link: https://www.econbiz.de/10012504094
Saved in:
7
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
8
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:
9
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:
10
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel
;
Sun, Yixiao
-
University of California, San Diego / Department of …
-
2020
Persistent link: https://www.econbiz.de/10012504149
Saved in:
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