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~accessRights:"free"
~isPartOf:"Journal of financial econometrics"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Estimation theory
8
Schätztheorie
8
Estimation
4
Risikoprämie
4
Risk premium
4
Schätzung
4
Statistical test
4
Statistischer Test
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Aufsatz in Zeitschrift
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8
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English
8
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Kleibergen, Frank
3
Kong, Lingwei
3
Zhan, Zhaoguo
3
Sancetta, Alessio
2
Zaffaroni, Paolo
2
Gungor, Sermin
1
Hautsch, Nikolaus
1
Hecq, Alain W. J.
1
Khalaf, Lynda
1
Luger, Richard
1
Margaritella, Luca
1
Nadler, Philip
1
Okhrin, Ostap
1
Peñaranda, Francisco
1
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1
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Journal of financial econometrics
Econometrics : open access journal
144
Quantitative economics : QE ; journal of the Econometric Society
96
Statistics in transition : an international journal of the Polish Statistical Association
77
Journal of risk and financial management : JRFM
60
Risks : open access journal
52
International journal of economics and financial issues : IJEFI
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
Empirical economics : a quarterly journal of the Institute for Advanced Studies
23
International Journal of Energy Economics and Policy : IJEEP
21
Cogent economics & finance
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CBN journal of applied statistics
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Econometric reviews
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
13
Econometric theory
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Energy reports
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Computational economics
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Journal of statistical and econometric methods
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Financial innovation : FIN
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Journal of applied econometrics
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The econometrics journal
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Iranian economic review : journal of University of Tehran
7
Oxford bulletin of economics and statistics
7
Quantitative finance
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Central European journal of economic modelling and econometrics
6
Journal of industrial engineering international
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Pakistan journal of commerce and social sciences
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Technology audit and production reserves
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
5
International Journal of Financial Studies : open access journal
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Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
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Quantitative finance and economics
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Revista de métodos cuantitativos para la economía y la empresa
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Revista română de economie
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Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
4
Economia : revista da ANPEC
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European journal of marketing
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European research studies
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ECONIS (ZBW)
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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
Intraday trades profile estimation : an intensity approach
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 651-677
Persistent link: https://www.econbiz.de/10014314773
Saved in:
5
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:
6
Empirical asset pricing with functional factors
Nadler, Philip
;
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1258-1281
Persistent link: https://www.econbiz.de/10014391457
Saved in:
7
Maximum-Likelihood estimation using the zig-zag algorithm
Hautsch, Nikolaus
;
Okhrin, Ostap
;
Ristig, Alexander
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1346-1375
Persistent link: https://www.econbiz.de/10014391462
Saved in:
8
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:
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