//--> //--> //-->
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:"Peñaranda, Francisco"
~subject:"Estimation"
~subject:"Stochastic process"
~subject:"Theorie"
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:"Testtheorie"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Stochastic process
Theorie
Statistical test
6
Statistischer Test
6
Estimation theory
5
Schätztheorie
5
Discounting
3
Diskontierung
3
Schätzung
3
Stochastischer Prozess
3
Theory
3
1951-2001
2
CAPM
2
Financial economics
2
Kapitalmarkttheorie
2
Risiko
2
Risikoprämie
2
Risk
2
Risk premium
2
Robust statistics
2
Robustes Verfahren
2
Sampling
2
Stichprobenerhebung
2
USA
2
United States
2
Adaptive testing
1
Bootstrap approach
1
Bootstrap methods
1
Bootstrap-Verfahren
1
Conditional asset pricing model
1
Continuously updated GMM
1
Factor pricing models
1
Method of moments
1
Momentenmethode
1
Set estimation
1
Specification test
1
Stochastic discount factor
1
Underidentification tests
1
more ...
less ...
Online availability
All
Undetermined
3
Free
1
Type of publication
All
Article
2
Book / Working Paper
2
Type of publication (narrower categories)
All
Arbeitspapier
2
Article in journal
2
Aufsatz in Zeitschrift
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
4
Author
All
Peñaranda, Francisco
Pesaran, M. Hashem
46
Chang, Tsangyao
30
Dufour, Jean-Marie
30
Romano, Joseph P.
27
Whang, Yoon-jae
27
McCracken, Michael W.
26
Wolf, Michael
25
Phillips, Peter C. B.
24
Linton, Oliver
23
Khalaf, Lynda
22
Dette, Holger
21
McAleer, Michael
21
Shaikh, Azeem M.
21
Clark, Todd E.
20
Corradi, Valentina
19
Minford, Patrick
19
Swanson, Norman R.
19
Baltagi, Badi H.
18
Taylor, Robert
18
Lütkepohl, Helmut
17
Saikkonen, Pentti
17
Wied, Dominik
17
Bera, Anil K.
16
Büning, Herbert
16
Herwartz, Helmut
16
Hsu, Yu-Chin
16
Heckman, James J.
15
Krämer, Walter
15
Kunst, Robert M.
15
Sun, Yixiao
15
Davidson, Russell
14
Duclos, Jean-Yves
14
Candelon, Bertrand
13
Diks, Cees G. H.
13
Franses, Philip Hans
13
Gao, Jiti
13
Härdle, Wolfgang
13
Kapetanios, George
13
MacKinnon, James G.
13
Sentana, Enrique
13
more ...
less ...
Published in...
All
CEMFI working paper
1
Discussion paper / Centre for Economic Policy Research
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial economics
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
- In:
Journal of financial economics
147
(
2023
)
2
,
pp. 338-351
Persistent link: https://www.econbiz.de/10013546675
Saved in:
2
Nonparametric specification testing of conditional asset pricing models
Peñaranda, Francisco
;
Rodríguez Poo, Juan Manuel
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1455-1469
Persistent link: https://www.econbiz.de/10013539794
Saved in:
3
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
-
2017
Persistent link: https://www.econbiz.de/10011686422
Saved in:
4
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
-
2017
Persistent link: https://www.econbiz.de/10011708502
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->