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type_genre:"Elektronischer Datenträger als Beilage"
type_genre:"Glossary included"
~person:"Renault, Eric"
~subject:"Instrumental variables"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
~type_genre:"Government document"
~type_genre:"Übersichtsarbeit"
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Instrumental variables
Theory
Theorie
52
CAPM
13
Volatility
13
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13
Option pricing theory
10
Optionspreistheorie
10
Stochastic process
9
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9
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6
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Elektronischer Datenträger als Beilage
Glossary included
Aufsatz in Zeitschrift
Collection of articles written by one author
Government document
Übersichtsarbeit
Article in journal
40
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31
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Renault, Eric
Beladi, Hamid
164
Pestieau, Pierre
163
Güth, Werner
156
Creedy, John
149
Phillips, Peter C. B.
144
Lai, Ching-chong
140
Thisse, Jacques-François
137
Nijkamp, Peter
131
Gouriéroux, Christian
130
Turnovsky, Stephen J.
127
Tirole, Jean
125
Marjit, Sugata
122
Cremer, Helmuth
120
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119
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118
Frey, Bruno S.
118
Long, Ngo Van
117
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116
Acemoglu, Daron
114
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114
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110
Stiglitz, Joseph E.
110
Jarrow, Robert A.
108
Cheng, T. C. E.
106
Laffont, Jean-Jacques
102
Tsionas, Efthymios G.
102
Miceli, Thomas J.
101
Devereux, Michael B.
100
Kumbhakar, Subal
99
Gersbach, Hans
98
Shogren, Jason F.
97
Quiggin, John C.
96
Gupta, Rangan
95
Michel, Philippe
95
Buchanan, James M.
94
Franses, Philip Hans
94
Chao, Chi-Chur
93
Lien, Da-hsiang Donald
93
Sappington, David Edward Michael
93
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92
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Journal of econometrics
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
Journal of financial econometrics
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
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4
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3
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3
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2
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1
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1
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1
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1
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1
Série des documents de travail du CREST (Centre de Recherche en Economie et Statistique) / Institut National de la Statistique et des Etudes Economiques / Institut National de la Statistique et des Etudes Economiques
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ECONIS (ZBW)
52
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1
The leverage effect puzzle revisited : identification in discrete time
Han, Hyojin
;
Khrapov, Stanislav
;
Renault, Eric
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 230-258
Persistent link: https://www.econbiz.de/10012482760
Saved in:
2
Testing identification strength
Antoine, Bertille
;
Renault, Eric
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 271-293
Persistent link: https://www.econbiz.de/10012483002
Saved in:
3
Pseudo-true SDFs in conditional asset pricing models
Antoine, Bertille
;
Proulx, Kevin
;
Renault, Eric
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 656-714
Persistent link: https://www.econbiz.de/10012405513
Saved in:
4
Comment on: pseudo-true SDFs in conditional asset pricing models
Hansen, Lars Peter
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 715-720
Persistent link: https://www.econbiz.de/10012405515
Saved in:
5
Comment on: pseudo-true SDFs in conditional asset pricing models
Ludvigson, Sydney C.
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 721-728
Persistent link: https://www.econbiz.de/10012405517
Saved in:
6
Comment on: pseudo-true SDFs in conditional asset pricing models
Kan, Raymond
;
Robotti, Cesare
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 729-735
Persistent link: https://www.econbiz.de/10012405518
Saved in:
7
Comment on: pseudo-true SDFs in conditional asset pricing models : comparing fixed- versus vanishing-bandwidth estimators of pseudo-true SDFs
Gagliardini, Patrick
;
Ronchetti, Diego
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 736-775
Persistent link: https://www.econbiz.de/10012405520
Saved in:
8
Rejoinder on: pseudo-true SDFs in conditional asset pricing models
Antoine, Bertille
;
Proulx, Kevin
;
Renault, Eric
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 776-790
Persistent link: https://www.econbiz.de/10012405523
Saved in:
9
Indirect Inference with endogenously missing exogenous variables
Chaudhuri, Saraswata
;
Frazier, David T.
;
Renault, Eric
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 55-75
Persistent link: https://www.econbiz.de/10012110238
Saved in:
10
Theoretical and financial econometrics : essays in honor of C. Gourieroux
Darolles, Serge
(
ed.
);
Renault, Eric
(
ed.
); …
-
2017
Persistent link: https://www.econbiz.de/10011918068
Saved in:
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