//--> //--> //-->
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
~subject:"Factor models"
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:"finite-sample properties"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Factor models
finite sample properties
16
Finite sample properties
12
Estimation theory
6
Schätztheorie
6
Theorie
5
propensity score matching
5
Propensity score matching
4
Theory
4
Time series analysis
4
Zeitreihenanalyse
4
empirical Monte Carlo study
4
selection on observables
4
Asymmetry
3
Capital income
3
Dynamic covariance matrix
3
Forecasting performance
3
Kapitaleinkommen
3
Long memory
3
Matrix-exponential transformation
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Realized conditional covariances
3
Realized stochastic covariances
3
Shrinkage method
3
asymptotic and finite sample properties
3
caliper
3
inverse probability weighting
3
kernel matching
3
Bias
2
Bootstrap
2
Capital market returns
2
Correlation
2
Covariance matrix estimation
2
Empirical Monte Carlo study
2
Endogenous stability test
2
Extreme value analysis
2
Hansen-Jagannathan distance
2
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Working Paper
1
Language
All
English
2
Author
All
Ren, Yu
2
Shimotsu, Katsumi
2
Institution
All
Economics Department, Queen's University
1
Published in...
All
Queen's Economics Department Working Paper
1
Working Papers / Economics Department, Queen's University
1
Source
All
EconStor
1
RePEc
1
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Improvement in
Finite
Sample
Properties
of the Hansen-Jagannathan Distance Test
Ren, Yu
;
Shimotsu, Katsumi
-
2007
proposes to improve the
finite
sample
properties
of the HJ-distance test by applying the shrinkage method (Ledoit and Wolf …
Persistent link: https://www.econbiz.de/10011940740
Saved in:
2
Improvement in
Finite
Sample
Properties
of the Hansen-Jagannathan Distance Test
Ren, Yu
;
Shimotsu, Katsumi
-
Economics Department, Queen's University
-
2007
proposes to improve the
finite
sample
properties
of the HJ-distance test by applying the shrinkage method (Ledoit and Wolf …
Persistent link: https://www.econbiz.de/10005688211
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->