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~subject:"Method of moments"
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Method of moments
Theorie
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179
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80
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71
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66
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66
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57
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33
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English
22
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Sentana, Enrique
22
Peñaranda, Francisco
10
Amengual, Dante
5
Penaranda, Francisco
3
Tian, Zhanyuan
3
Arellano, Manuel
2
Carrasco, Marine
2
Hansen, Lars Peter
2
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CEMFI working paper
6
Journal of econometrics
3
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2
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2
CEMMAP working papers / Centre for Microdata Methods and Practice
1
Center for Financial Innovation and Stability Working Paper
1
Discussion paper series / LSE Financial Markets Group
1
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Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
1
Journal of empirical finance
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The review of economics and statistics
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ECONIS (ZBW)
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Finite underidentification
Sentana, Enrique
-
2015
Persistent link: https://www.econbiz.de/10011408361
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2
Finite underidentification
Sentana, Enrique
- In:
Journal of econometrics
240
(
2024
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10015075080
Saved in:
3
Spanning tests in return and stochastic discount factor mean-variance frontiers : a unifying approach
Peñaranda, Francisco
;
Sentana, Enrique
-
2004
Persistent link: https://www.econbiz.de/10002506252
Saved in:
4
Underidentification?
Arellano, Manuel
;
Hansen, Lars Peter
;
Sentana, Enrique
-
2009
Persistent link: https://www.econbiz.de/10003914314
Saved in:
5
A unifying approach to the empirical evaluation of asset pricing models
Peñaranda, Francisco
;
Sentana, Enrique
-
2010
Persistent link: https://www.econbiz.de/10008663535
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6
Spanning tests in return and stochastic discount factor mean-variance frontiers : a unifying approach
Peñaranda, Francisco
;
Sentana, Enrique
-
2008
Persistent link: https://www.econbiz.de/10008663772
Saved in:
7
A unifying approach to the empirical evaluation of asset pricing models
Peñaranda, Francisco
;
Sentana, Enrique
-
2010
Persistent link: https://www.econbiz.de/10008656170
Saved in:
8
A unifying approach to the empirical evaluation of asset pricing models
Peñaranda, Francisco
;
Sentana, Enrique
- In:
The review of economics and statistics
97
(
2015
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10011333153
Saved in:
9
Spanning tests in return and stochastic discount factor mean-variance frontiers : a unifying approach
Peñaranda, Francisco
;
Sentana, Enrique
- In:
Journal of econometrics
170
(
2012
)
2
,
pp. 303-324
Persistent link: https://www.econbiz.de/10009685912
Saved in:
10
Spanning tests in return and stochastic discount factor mean-variance frontiers : a unifying approach
Peñaranda, Francisco
;
Sentana, Enrique
-
2004
Persistent link: https://www.econbiz.de/10002123665
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