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type_genre:"Collection of articles of several authors"
~person:"Goetzmann, William N."
~person:"Luger, Richard"
~subject:"Capital income"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Capital income
Estimation theory
9
Schätztheorie
9
Kapitaleinkommen
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Estimation
4
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4
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3
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Collection of articles of several authors
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Goetzmann, William N.
Luger, Richard
Kumar, Dilip
9
Maheswaran, S.
8
Tauchen, George Eugene
6
Todorov, Viktor
5
Andersen, Torben
4
Demetrescu, Matei
4
Li, Jia
4
Mykland, Per A.
4
Rodrigues, Paulo M. M.
4
Sucarrat, Genaro
4
Bollerslev, Tim
3
Corsi, Fulvio
3
Gungor, Sermin
3
Li, Yingying
3
Linton, Oliver
3
Richardson, Matthew
3
Rodriguez, Gabriel
3
Shaik, Muneer
3
Shephard, Neil G.
3
Taylor, Robert
3
Teräsvirta, Timo
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Zhang, Lan
3
Amado, Cristina
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Anatolyev, Stanislav
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Auer, Benjamin R.
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Bauwens, Luc
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Boudoukh, Jacob
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Clements, Adam
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Engle, Robert F.
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Fletcher, Jonathan
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Francq, Christian
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of financial econometrics
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
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The journal of real estate finance and economics
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ECONIS (ZBW)
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1
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:
2
Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects
Gungor, Sermin
;
Luger, Richard
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 750-770
Persistent link: https://www.econbiz.de/10012483180
Saved in:
3
Multivariate tests of mean-variance efficiency and spanning with a large number of assets and time-varying covariances
Gungor, Sermin
;
Luger, Richard
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 161-175
Persistent link: https://www.econbiz.de/10011691256
Saved in:
4
Unfolded GARCH models
Liu, Xiaochun
;
Luger, Richard
- In:
Journal of economic dynamics & control
58
(
2015
),
pp. 186-217
Persistent link: https://www.econbiz.de/10011574655
Saved in:
5
The bias of the RSR estimator and the accuracy of some alternatives
Goetzmann, William N.
;
Peng, Liang
- In:
Real estate economics : journal of the American Real …
30
(
2002
)
1
,
pp. 13-39
Persistent link: https://www.econbiz.de/10001683231
Saved in:
6
The single family home in the investment portfolio
Goetzmann, William N.
- In:
The journal of real estate finance and economics
6
(
1993
)
2
,
pp. 201-222
Persistent link: https://www.econbiz.de/10001169278
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