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~subject:"Nonparametric statistics"
~subject:"Statistical test"
~subject:"Time series analysis"
~subject:"Welt"
~type_genre:"Collection of articles of several authors"
~type_genre:"Systematic review"
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ECONIS (ZBW)
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Consumption-based asset pricing, part 1: classic theory and tests, measurement issues, and limited participation
Breeden, Douglas T.
;
Litzenberger, Robert H.
;
Jia, Tingyan
- In:
Annual review of financial economics
7
(
2015
),
pp. 35-83
Persistent link: https://www.econbiz.de/10011567485
Saved in:
2
Advances in specification testing
Davidson, Russell
;
Zinde-Walsh, Victoria
- In:
The Canadian journal of economics
50
(
2017
)
5
,
pp. 1595-1631
Persistent link: https://www.econbiz.de/10012170419
Saved in:
3
Rough continuous-time processes : theory and applications
Bennedsen, Mikkel
-
2017
Persistent link: https://www.econbiz.de/10011817834
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4
Static and intertemporal household decisions
Chiappori, Pierre-André
;
Mazzocco, Maurizio
- In:
Journal of economic literature
55
(
2017
)
3
,
pp. 985-1045
Persistent link: https://www.econbiz.de/10011864798
Saved in:
5
Consumer risk appetite, the credit cycle and the housing bubble
Breeden, Joseph
;
Canals-Cerdá, José
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
2
,
pp. 45-74
Persistent link: https://www.econbiz.de/10011917583
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6
Asset mispricing and forecasting
Schütte, Erik Christian Montes
-
2018
Persistent link: https://www.econbiz.de/10011947776
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7
The econometrics of shape restrictions
Četverikov, Denis N.
;
Santos, Andres
;
Shaikh, Azeem M.
- In:
Annual review of economics
10
(
2018
),
pp. 31-63
Persistent link: https://www.econbiz.de/10011925755
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8
Time series econometrics
Perron, Pierre
(
ed.
)
-
2019
Persistent link: https://www.econbiz.de/10011789580
Saved in:
9
Essays on nonlinear and explosive time series : with applications to financial markets
Kaufmann, Hendrik
-
2014
Bias correction, explosive behavior, non-linearity, model selection, persistence, specification testing. - Bias Korrektur, explosives Verhalten, Nichtlinearität, Modellselektion, Persistenz, Spezifikationstests
Persistent link: https://www.econbiz.de/10010395343
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10
... and the cross-section of expected returns
Harvey, Campbell R.
;
Liu, Yan
;
Zhu, Heqing
-
2014
Persistent link: https://www.econbiz.de/10010431329
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