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subject:"United States"
type_genre:"Bibliography included"
~language:"eng"
~person:"Sentana, Enrique"
~subject:"CAPM"
~subject:"IV-Schätzung"
~subject:"Zeitreihenanalyse"
~type_genre:"Arbeitspapier"
~type_genre:"Conference paper"
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Search: subject_exact:"Estimation theory"
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United States
CAPM
IV-Schätzung
Zeitreihenanalyse
Estimation theory
42
Schätztheorie
42
Statistical test
19
Statistischer Test
19
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
Theorie
8
Theory
8
Time series analysis
7
VAR model
7
VAR-Modell
7
Hessian matrix
6
Generalized extremum tests
5
Multivariate Verteilung
5
Multivariate distribution
5
ARCH model
4
ARCH-Modell
4
Estimation
4
Multivariate Analyse
4
Multivariate analysis
4
Regression analysis
4
Regressionsanalyse
4
Schätzung
4
Stochastic process
4
Stochastischer Prozess
4
Volatility
4
Volatilität
4
outer product of the score
4
Correlation
3
Exact test
3
GDI
3
GDP
3
Gaussian process
3
Gauß-Prozess
3
Korrelation
3
Method of moments
3
Modellierung
3
Momentenmethode
3
National income
3
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Free
6
Undetermined
2
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Book / Working Paper
10
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Bibliography included
Arbeitspapier
Conference paper
Working Paper
10
Graue Literatur
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Non-commercial literature
8
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7
Aufsatz in Zeitschrift
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2
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Language
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English
Author
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Sentana, Enrique
Gao, Jiti
37
Koopman, Siem Jan
30
Phillips, Peter C. B.
29
Swanson, Norman R.
25
Nielsen, Morten Ørregaard
24
Lütkepohl, Helmut
23
Johansen, Søren
22
Maravall Herrero, Agustín
21
Kapetanios, George
20
Franses, Philip Hans
19
Sibbertsen, Philipp
19
Teräsvirta, Timo
18
Lucas, André
16
Pesaran, M. Hashem
16
Linton, Oliver
15
Marcellino, Massimiliano
15
Peng, Bin
15
Härdle, Wolfgang
14
Chao, John C.
13
Chen, Xiaohong
13
Gouriéroux, Christian
13
Hyndman, Rob J.
13
Newey, Whitney K.
13
Chernozhukov, Victor
12
Ooms, Marius
12
Gómez, Víctor
11
Koop, Gary
11
Audrino, Francesco
10
Nielsen, Bent
10
Shephard, Neil G.
10
Spokojnyj, Vladimir G.
10
Angrist, Joshua D.
9
Bauwens, Luc
9
Beran, Jan
9
Blasques, Francisco
9
Brännäs, Kurt
9
Cai, Zongwu
9
Croux, Christophe
9
Dijk, Herman K. van
9
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CEMFI working paper
6
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Centre for Economic Policy Research
1
Discussion papers / CEPR
1
Oxford Financial Research Centre economics series
1
Source
All
ECONIS (ZBW)
10
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1
Specification tests for non-Gaussian structural vector autoregressions
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2022
Persistent link: https://www.econbiz.de/10013540674
Saved in:
2
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
-
2017
Persistent link: https://www.econbiz.de/10011686422
Saved in:
3
New testing approaches for mean-variance predictability
Fiorentini, Gabriele
;
Sentana, Enrique
-
2019
Persistent link: https://www.econbiz.de/10012025064
Saved in:
4
Neglected serial correlation tests in UCARIMA models
Fiorentini, Gabriele
;
Sentana, Enrique
-
2014
Persistent link: https://www.econbiz.de/10011408229
Saved in:
5
Dynamic specification tests for dynamic factor models
Fiorentini, Gabriele
;
Sentana, Enrique
-
2013
Persistent link: https://www.econbiz.de/10010376711
Saved in:
6
Sequential estimation of shape parameters in multivariate dynamic models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2012
Persistent link: https://www.econbiz.de/10009743572
Saved in:
7
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
-
2017
Persistent link: https://www.econbiz.de/10011708502
Saved in:
8
Dynamic specification tests for static factor models
Fiorentini, Gabriele
;
Sentana, Enrique
-
2009
Persistent link: https://www.econbiz.de/10003914397
Saved in:
9
Likelihood-based estimation of latent general ARCH structures
Fiorentini, Gabriele
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10003179153
Saved in:
10
Marginalization and contemporaneous aggregation in multivariate GARCH processes
Nijman, Theodore E.
;
Sentana, Enrique
-
1993
Persistent link: https://www.econbiz.de/10000854586
Saved in:
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