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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Hyndman, Rob J."
~person:"Phillips, Peter C. B."
~person:"Sentana, Enrique"
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Estimation theory
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Hyndman, Rob J.
Phillips, Peter C. B.
Sentana, Enrique
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cowles Foundation discussion paper
102
Cowles Foundation Discussion Paper
44
Journal of econometrics
38
Working paper / Department of Econometrics and Business Statistics, Monash University
23
Econometric theory
22
CEMFI working paper
21
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
7
Documento de trabajo / Centro de Estudios Monetarios y Financieros
5
The review of economic studies
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Cowles Foundation paper
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Discussion papers / CEPR
4
International journal of forecasting
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The econometrics journal
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Discussion paper / Centre for Economic Policy Research
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Oxford bulletin of economics and statistics
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Econometric analysis of financial markets
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Essays in honor of Cheng Hsiao
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Essays in honor of Joon Y. Park : econometric methodology in empirical applications
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Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
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ECONIS (ZBW)
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Reflections on the probability space induced by moment conditions with implications for Bayesian inference : author response to comments
Gallant, A. Ronald
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 284-294
Persistent link: https://www.econbiz.de/10011591037
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2
Halbert White jr. Memorial JFEC Lecture : pitfalls and possibilities in predictive regression
Phillips, Peter C. B.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 521-555
Persistent link: https://www.econbiz.de/10011339279
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