//--> //--> //--> //-->
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
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
Efficient estimation of linear...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
171
Theory
169
CAPM
76
Risk
53
Risiko
48
Risikoprämie
38
Risk premium
38
Decision under uncertainty
37
Entscheidung unter Unsicherheit
37
Yield curve
37
Zinsstruktur
37
Estimation
29
Estimation theory
29
Schätztheorie
29
Schätzung
29
USA
29
Rational expectations
28
Rationale Erwartung
28
United States
27
Modellierung
24
Scientific modelling
24
Zeitreihenanalyse
24
Time series analysis
23
Geldpolitik
22
Monetary policy
22
Robustes Verfahren
22
Erwartungsbildung
21
Expectation formation
21
Robust statistics
21
Ökonometrie
21
Financial economics
18
Kapitalmarkttheorie
18
Anlageverhalten
17
Behavioural finance
17
Decision theory
17
Econometrics
17
Entscheidungstheorie
17
Schock
17
Shock
17
Financial market
16
more ...
less ...
Online availability
All
Free
209
Undetermined
151
Type of publication
All
Article
345
Book / Working Paper
330
Type of publication (narrower categories)
All
Article in journal
105
Aufsatz in Zeitschrift
105
Working Paper
58
Arbeitspapier
54
Graue Literatur
42
Non-commercial literature
42
Aufsatz im Buch
17
Book section
17
Collection of articles of several authors
5
Sammelwerk
5
Konferenzschrift
4
Conference proceedings
3
Aufsatzsammlung
2
Rezension
2
Article
1
Bibliografie enthalten
1
Bibliography included
1
Conference paper
1
Festschrift
1
Handbook
1
Handbuch
1
Interview
1
Konferenzbeitrag
1
Lehrbuch
1
Mehrbändiges Werk
1
Multi-volume publication
1
Textbook
1
more ...
less ...
Language
All
English
365
Undetermined
307
German
3
Spanish
2
Author
All
Hansen, Lars Peter
442
Singleton, Kenneth J.
202
Sargent, Thomas J.
140
Dai, Qiang
46
Duffie, Darrell
35
Borovička, Jaroslav
32
Heaton, John
26
Chen, Xiaohong
23
Pan, Jun
22
Scheinkman, José Alexandre
20
Jagannathan, Ravi
18
Scheinkman, José
16
Dewatripont, Mathias
15
Le, Anh
14
Pedersen, Lasse Heje
13
Hansen, Lars P.
12
Joslin, Scott
12
Li, Nan
12
Singleton, Kenneth
12
Heckman, James J.
11
Scheinkman, José A.
10
Arellano, Manuel
9
Carrasco, Marine
9
Eichenbaum, Martin S.
9
Hendricks, Mark
9
SINGLETON, KENNETH J.
9
Sentana, Enrique
9
Anderson, Evan W.
8
Eichenbaum, Martin
8
Longstaff, Francis A.
8
Scheinkman, Jose
8
Brock, William A.
7
Cochrane, John H.
7
Dunn, Kenneth B.
7
Sargent, Thomas
7
Turnovsky, Stephen J.
7
Williams, Noah
7
Nagel, Stefan
6
Turnovsky, Stephen
6
Cagetti, Marco
5
more ...
less ...
Institution
All
National Bureau of Economic Research
33
National Bureau of Economic Research (NBER)
28
Federal Reserve Bank of Minneapolis
15
Solvay Brussels School of Economics and Management, Université Libre de Bruxelles
8
Becker Friedman Institute for Research in Economics, University of Chicago
7
Econometric Society
5
Cowles Foundation for Research in Economics, Yale University
3
Centre for Microdata Methods and Practice (CEMMAP)
2
Centro de Estudios Monetarios y Financieros (CEMFI)
2
Nobel Prize Committee
2
Princeton University Press
2
UCLA Department of Economics
2
Bank of England
1
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
David K. Levine
1
Department of Economics and Business, Universitat Pompeu Fabra
1
Deutsche Bundesbank
1
Economics Department, Yale University
1
Federal Reserve Bank of San Francisco
1
Federal Reserve Board (Board of Governors of the Federal Reserve System)
1
Finance Department, Stern School of Business
1
Hoover Institution on War Revolution & Peace, Stanford University
1
International Symposium in Economic Theory and Econometrics <2, 1985, Austin, Tex.>
1
Society for Computational Economics - SCE
1
Society for Economic Dynamics - SED
1
University of Chicago Press
1
Université Paris-Dauphine
1
Université Paris-Dauphine (Paris IX)
1
World Scientific Publishing Co. Pte. Ltd.
1
arXiv.org
1
Økonomisk Institut, Københavns Universitet
1
more ...
less ...
Published in...
All
NBER Working Paper
31
NBER working paper series
26
Working paper / National Bureau of Economic Research, Inc.
25
NBER Working Papers
21
The review of financial studies
21
Journal of econometrics
18
The journal of finance : the journal of the American Finance Association
16
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
NYU Working Paper
14
University of Chicago, Becker Friedman Institute for Economics Working Paper
13
Journal of Econometrics
12
Staff Report / Federal Reserve Bank of Minneapolis
12
Journal of economic theory
11
Journal of monetary economics
10
Staff report / Research Department, Federal Reserve Bank of Minneapolis
10
Working paper / National Bureau of Economic Research, Inc
9
Econometrica
8
Journal of Finance
8
Journal of political economy
8
ULB Institutional Repository
8
Becker Friedman Institute for Research in Economics Working Paper
7
Working Papers / Becker Friedman Institute for Research in Economics, University of Chicago
7
Journal of Economic Theory
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of economic dynamics & control
6
Journal of financial economics
6
Macroeconomic dynamics
6
Monetary and economic studies
6
NBER Technical Working Papers
6
NBER macroeconomics annual
6
NBER technical working paper series
6
Review of Financial Studies
6
Technical working paper / National Bureau of Economic Research
6
International economic review
5
Journal of Monetary Economics
5
Journal of Political Economy
5
The American economic review
5
Econometric Society monographs
4
Financial markets and asset pricing
4
Journal of Business & Economic Statistics
4
more ...
less ...
Source
All
ECONIS (ZBW)
392
RePEc
196
OLC EcoSci
74
EconStor
5
Other ZBW resources
4
USB Cologne (business full texts)
2
USB Cologne (EcoSocSci)
2
more ...
less ...
Showing
1
-
10
of
675
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A time series analysis of representative agent models of consumption and leisure choice under uncertainty
Eichenbaum, Martin S.
;
Hansen, Lars Peter
;
Singleton, …
-
1986
Persistent link: https://www.econbiz.de/10000718014
Saved in:
2
Efficient estimation of linear asset-pricing models with moving average errors
Hansen, Lars Peter
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 53-68
Persistent link: https://www.econbiz.de/10001203180
Saved in:
3
A time series analysis of representative agent models of consumption and leisure choice under uncertainty
Eichenbaum, Martin S.
- In:
The quarterly journal of economics
103
(
1988
)
1
,
pp. 51-78
Persistent link: https://www.econbiz.de/10001055571
Saved in:
4
Tipos de cambio, especulación y volatilidad
Singleton, Kenneth J.
- In:
Información comercial española / Cuadernos económicos
(
1988
),
pp. 143-177
Persistent link: https://www.econbiz.de/10001045312
Saved in:
5
Speculation and the volatility of foreign currency exchange rates
Singleton, Kenneth J.
- In:
Carnegie Rochester conference series on public policy : …
(
1987
),
pp. 9-56
Persistent link: https://www.econbiz.de/10001038545
Saved in:
6
Asset prices in a time series model with disparately informed, competitive traders
Singleton, Kenneth J.
-
1986
Persistent link: https://www.econbiz.de/10000695450
Saved in:
7
Empirical dynamic asset pricing : model specification and econometric assessment
Singleton, Kenneth J.
-
2006
Persistent link: https://www.econbiz.de/10003310745
Saved in:
8
Investor flows and the 2008 boom/bust in oil prices
Singleton, Kenneth J.
- In:
Management science : journal of the Institute for …
60
(
2014
)
2
,
pp. 300-318
Persistent link: https://www.econbiz.de/10010258816
Saved in:
9
Yield curve risk in Japanese government bond markets
Singleton, Kenneth J.
- In:
International review of finance
1
(
2000
)
2
,
pp. 97-121
Persistent link: https://www.econbiz.de/10001666864
Saved in:
10
Pricing coupon-bond options and swaptions in affine term structure models
Singleton, Kenneth J.
- In:
Mathematical finance : an international journal of …
12
(
2002
)
4
,
pp. 427-446
Persistent link: https://www.econbiz.de/10001741956
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->