//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Ferreira, Eva"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
6
Schätztheorie
6
Estimation
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Schätzung
4
CAPM
2
Portfolio selection
2
Portfolio-Management
2
Time series analysis
2
Zeitreihenanalyse
2
Anleihe
1
Beta risk
1
Betafaktor
1
Bond
1
Börsenkurs
1
EU countries
1
EU-Staaten
1
Fama–French three-factor model
1
Local stationarity
1
Multivariate Analyse
1
Multivariate Kendall’s tau
1
Multivariate Verteilung
1
Multivariate analysis
1
Multivariate distribution
1
Nonparametric estimator
1
Risikoprämie
1
Risk premium
1
SURE
1
Share price
1
Statistical test
1
Statistischer Test
1
Theorie
1
Theory
1
Time varying copula
1
Yield curve
1
Zinsstruktur
1
asset pricing
1
beta pricing models
1
five-factor model
1
more ...
less ...
Online availability
All
Undetermined
2
Free
1
Type of publication
All
Article
5
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
6
Author
All
Ferreira, Eva
Phillips, Peter C. B.
300
Pesaran, M. Hashem
184
Gao, Jiti
165
Härdle, Wolfgang
144
Linton, Oliver
142
Andrews, Donald W. K.
137
Newey, Whitney K.
126
McAleer, Michael
109
Baltagi, Badi H.
106
Chernozhukov, Victor
106
Chen, Xiaohong
98
Kapetanios, George
92
Gouriéroux, Christian
90
Imbens, Guido
90
Heckman, James J.
86
Lütkepohl, Helmut
84
Swanson, Norman R.
84
White, Halbert
84
Otsu, Taisuke
81
Robinson, Peter M.
80
Lee, Lung-fei
77
Koopman, Siem Jan
76
Lechner, Michael
76
Li, Qi
75
Ullah, Aman
75
Wooldridge, Jeffrey M.
75
Bera, Anil K.
73
Franses, Philip Hans
73
Stock, James H.
72
Dette, Holger
71
Simar, Léopold
70
Su, Liangjun
70
Horowitz, Joel
69
Nielsen, Morten Ørregaard
67
Johansen, Søren
66
Cai, Zongwu
65
Croux, Christophe
65
Diebold, Francis X.
65
Dufour, Jean-Marie
65
Sentana, Enrique
65
more ...
less ...
Published in...
All
Applied economics
1
CREATES research paper
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of the American Statistical Association : JASA
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The effect of dependence on European market risk : a nonparametric time varying approach
Ascorbebeitia, Jone
;
Ferreira, Eva
;
Orbe-Mandaluniz, Susan
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 913-923
Persistent link: https://www.econbiz.de/10013534579
Saved in:
2
Time-varying coefficient estimation in SURE models : application to portfolio management
Casas, Isabel
;
Ferreira, Eva
;
Orbe-Mandaluniz, Susan
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 707-745
Persistent link: https://www.econbiz.de/10012654990
Saved in:
3
Time-varying coefficient estimation in SURE models : application to portfolio management
Casas, Isabel
;
Ferreira, Eva
;
Orbe-Mandaluniz, Susan
-
2017
Persistent link: https://www.econbiz.de/10011750315
Saved in:
4
Nonparametric methods for estimating and testing for constant betas in asset pricing models
Esteban, María Victoria
;
Ferreira, Eva
; …
- In:
Applied economics
47
(
2015
)
25/27
,
pp. 2577-2607
Persistent link: https://www.econbiz.de/10010519653
Saved in:
5
Testing for differences between conditional means in a time series context
Ferreira, Eva
;
Stute, Winfried
- In:
Journal of the American Statistical Association : JASA
99
(
2004
)
465
,
pp. 169-174
Persistent link: https://www.econbiz.de/10002029643
Saved in:
6
Beyond single-factor affine term structure models
Ferreira, Eva
;
Gil-Bazo, Javier
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
4
,
pp. 565-591
Persistent link: https://www.econbiz.de/10002349845
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->