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~person:"Peñaranda, Francisco"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Stochastic process"
~subject:"Theorie"
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Estimation theory
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6
Statistischer Test
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Peñaranda, Francisco
Phillips, Peter C. B.
63
Pesaran, M. Hashem
56
Dufour, Jean-Marie
48
Sun, Yixiao
35
McCracken, Michael W.
34
Sentana, Enrique
33
Andrews, Donald W. K.
32
Wolf, Michael
32
Khalaf, Lynda
31
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31
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30
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30
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30
Bera, Anil K.
29
Dette, Holger
28
Linton, Oliver
27
Shi, Xiaoxia
27
Clark, Todd E.
26
Minford, Patrick
25
Canay, Ivan A.
24
McAleer, Michael
24
Baltagi, Badi H.
23
Bugni, Federico A.
23
Hsu, Yu-Chin
23
Taylor, Robert
22
Corradi, Valentina
21
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21
Swanson, Norman R.
21
White, Halbert
21
Wied, Dominik
21
Amengual, Dante
20
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20
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20
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19
Gao, Jiti
19
Saikkonen, Pentti
19
Cai, Zongwu
18
Einmahl, John H. J.
18
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Rejoinder on: identification robust testing of risk premia in finite samples
Kleibergen, Frank
;
Kong, Lingwei
;
Zhan, Zhaoguo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 311-315
Persistent link: https://www.econbiz.de/10014314746
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2
Discussion of identification robust testing of risk premia in finite samples
Peñaranda, Francisco
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 306-310
Persistent link: https://www.econbiz.de/10014314745
Saved in:
3
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
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4
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:
5
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
-
2017
Persistent link: https://www.econbiz.de/10011686422
Saved in:
6
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
-
2017
Persistent link: https://www.econbiz.de/10011708502
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