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type_genre:"Übersichtsarbeit"
~isPartOf:"Cahiers du Département d'Econométrie"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~type_genre:"Arbeitspapier"
~type_genre:"Systematic review"
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Search: subject_exact:"Estimation theory"
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Estimation theory
112
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Ronchetti, Elvezio
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197
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ECONIS (ZBW)
112
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1
Linear IV regression estimators for structural dynamic discrete choice models
Kalouptsidi, Myrto
;
Scott, Paul T.
;
Rodrigues, Eduardo …
-
2018
Persistent link: https://www.econbiz.de/10011998502
Saved in:
2
Missing events in event studies : identifying the effects of partially-measured news surprises
Gürkaynak, Refet S.
;
Kısacıkoğlu, Burçin
;
Wright, …
-
2018
Persistent link: https://www.econbiz.de/10011981002
Saved in:
3
Agnostic Structural Disturbances (ASDs): detecting and reducing misspecification in empirical macroeconomic models
Den Haan, Wouter J.
;
Drechsel, Thomas
-
2018
Persistent link: https://www.econbiz.de/10011982214
Saved in:
4
A composite likelihood approach for dynamic structural models
Canova, Fabio
;
Matthes, Christian
-
2018
Persistent link: https://www.econbiz.de/10012000545
Saved in:
5
Factors that fit the time series and cross-section of stock returns
Lettau, Martin
;
Pelger, Markus
-
2018
Persistent link: https://www.econbiz.de/10011947663
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6
Conditional dynamics and the multi-horizon risk-return trade-off
Chernov, Mikhail
;
Lochstoer, Lars A.
;
Lundeby, Stig
-
2018
Persistent link: https://www.econbiz.de/10012109645
Saved in:
7
Machine learning estimation of heterogeneous causal effects : empirical monte carlo evidence
Knaus, Michael C.
;
Lechner, Michael
;
Strittmatter, Anthony
-
2018
Persistent link: https://www.econbiz.de/10012111793
Saved in:
8
Specification tests for non-Gaussian maximum likelihood estimators
Sentana, Enrique
;
Fiorentini, Gabriele
-
2018
Persistent link: https://www.econbiz.de/10011916573
Saved in:
9
Consistent non-Gaussian pseudo maximum likelihood estimators
Fiorentini, Gabriele
;
Sentana, Enrique
-
2018
Persistent link: https://www.econbiz.de/10011884227
Saved in:
10
Quantile factor models
Chen, Liang
;
Dolado, Juan J.
;
Gonzalo, Jesús
-
2018
Persistent link: https://www.econbiz.de/10011884747
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