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Estimation theory
USA
330,291
United States
291,700
Schätzung
131,178
Estimation
125,046
Theorie
92,462
Theory
90,860
Börsenkurs
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Welt
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19,064
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17,480
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17,260
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16,685
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15,293
Geldpolitik
14,614
Portfolio-Management
14,267
Prognoseverfahren
14,150
Portfolio selection
14,132
Wirkungsanalyse
14,127
Monetary policy
14,038
Wirtschaftswachstum
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Zeitreihenanalyse
13,934
Forecasting model
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Impact assessment
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Time series analysis
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Japan
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Phillips, Peter C. B.
310
Pesaran, M. Hashem
184
Gao, Jiti
168
Härdle, Wolfgang
145
Linton, Oliver
144
Andrews, Donald W. K.
137
Newey, Whitney K.
127
Baltagi, Badi H.
112
McAleer, Michael
110
Chernozhukov, Victor
106
Chen, Xiaohong
100
Kapetanios, George
93
Imbens, Guido
92
Gouriéroux, Christian
90
Heckman, James J.
86
Lütkepohl, Helmut
86
Swanson, Norman R.
84
White, Halbert
84
Otsu, Taisuke
82
Robinson, Peter M.
80
Koopman, Siem Jan
79
Lee, Lung-fei
78
Ullah, Aman
77
Wooldridge, Jeffrey M.
76
Lechner, Michael
75
Li, Qi
75
Su, Liangjun
74
Bera, Anil K.
73
Franses, Philip Hans
73
Stock, James H.
72
Dette, Holger
71
Simar, Léopold
71
Horowitz, Joel
69
Nielsen, Morten Ørregaard
69
Sun, Yixiao
67
Johansen, Søren
66
Sentana, Enrique
66
Teräsvirta, Timo
66
Cai, Zongwu
65
Croux, Christophe
65
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National Bureau of Economic Research
421
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Ekonomiska forskningsinstitutet <Stockholm>
40
European University Institute / Department of Economics
26
Umeå universitet
26
OECD
23
University of New England / Department of Econometrics
23
Center for Economic Research <Tilburg>
18
Centre for Microdata Methods and Practice <London>
17
Deutsche Forschungsgemeinschaft
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Centre for Quantitative Economics & Computing
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London School of Economics and Political Science
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University of Exeter / Department of Economics
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Centre for Analytical Finance <Århus>
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Econometrisch Instituut <Rotterdam>
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Universität Basel / Institut für Statistik und Ökonometrie
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Federal Reserve System / Division of Research and Statistics
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Organisation for Economic Co-operation and Development
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Institut für Weltwirtschaft
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International Energy Agency
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University of Chicago / Graduate School of Business
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Forschungsinstitut zur Zukunft der Arbeit
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
9
University of Western Australia / Department of Economics
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State University of New York at Albany / Department of Economics
8
Umeå Universitet / Institutionen för Nationalekonomi
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Universitetet i Oslo / Økonomisk institutt
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Europäische Kommission / Statistisches Amt
7
Rutgers University / Department of Economics
7
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
7
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
7
European University Institute / Department of Law
6
Suntory-Toyota International Centre for Economics and Related Disciplines
6
Universität Mannheim / Institut für Volkswirtschaft und Statistik
6
Aarhus Universitet / Afdeling for Nationaløkonomi
5
Banque de France / Direction des Etudes Economiques et de la Recherche
5
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Journal of econometrics
1,751
Economics letters
989
Econometric theory
728
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
631
Econometric reviews
450
CEMMAP working papers / Centre for Microdata Methods and Practice
366
NBER Working Paper
336
Journal of the American Statistical Association : JASA
324
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
319
Discussion paper / Tinbergen Institute
309
NBER working paper series
303
The econometrics journal
272
Série des documents de travail / Centre de Recherche en Économie et Statistique
236
Journal of applied econometrics
221
Working paper / National Bureau of Economic Research, Inc.
221
Cowles Foundation discussion paper
220
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
214
Applied economics letters
199
Discussion paper series / IZA
199
Oxford bulletin of economics and statistics
194
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
187
Discussion paper / Center for Economic Research, Tilburg University
185
European journal of operational research : EJOR
184
Applied economics
174
Discussion paper
170
Working paper / Department of Econometrics and Business Statistics, Monash University
170
Journal of quantitative economics : official journal of the Indian Econometric Society
168
International journal of forecasting
153
The review of economics and statistics
153
Econometrics : open access journal
152
Working paper
151
Economic modelling
139
CREATES research paper
136
Quantitative economics : QE ; journal of the Econometric Society
133
Discussion papers of interdisciplinary research project 373
129
Working paper series
127
Journal of forecasting
125
CORE discussion paper : DP
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Cowles Foundation Discussion Paper
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IZA Discussion Paper
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ECONIS (ZBW)
35,499
RePEc
14
BASE
10
ArchiDok
4
EconStor
3
USB Cologne (EcoSocSci)
1
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1
The precision of asset beta estimates
Lesseig, Vance
;
Payne, Janet D.
- In:
International journal of managerial finance : IJMF
13
(
2017
)
2
,
pp. 213-224
Persistent link: https://www.econbiz.de/10011699287
Saved in:
2
Reexamination of estimating beta coecient as a risk measure in
CAPM
Le Tan Phuoc
;
Kim, Kee S.
;
Su, Yingcai
- In:
Journal of Asian finance, economics and business : JAFEB
5
(
2018
)
1
,
pp. 11-16
Persistent link: https://www.econbiz.de/10011917748
Saved in:
3
CAPM
with fuzzy returns and hypothesis testing
Moussa, A. Mbairadjim
;
Kamdem, J. Sadefo
;
Shapiro, A. F.
; …
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 40-57
Persistent link: https://www.econbiz.de/10010366209
Saved in:
4
Estimating and testing beta pricing models on industries
Hammami, Yacine
;
Lindahl, Anna
- In:
Journal of economics & business
69
(
2013
),
pp. 45-63
Persistent link: https://www.econbiz.de/10010236663
Saved in:
5
Estimating Beta
Hollstein, Fabian
-
2017
We conduct a comprehensive comparison of market beta
estimation
techniques. We study the performance of several …
Persistent link: https://www.econbiz.de/10012972381
Saved in:
6
Estimating beta
Hollstein, Fabian
;
Prokopczuk, Marcel
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
4
,
pp. 1437-1466
Persistent link: https://www.econbiz.de/10011610446
Saved in:
7
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
8
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
9
Asset pricing using Block-Cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012543884
Saved in:
10
Asset pricing using Block-Cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012487978
Saved in:
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