Central Bank Research Hub - JEL classification C13: Estimation

	Title	Author(s)
Abstract Full text	Robust Inference in Linear Asset Pricing Models Atlanta Fed Working papers [View] (Paper: 2012-17, 08.11.2012) JEL: C13, C32, G12	Nikolay Gospodinov Cesare Robotti Raymond Kan
Full text	Which model to match? Bank of Spain Working Papers [View] (Paper: 1229, 14.08.2012) JEL: C13, C52	David Veredas Roxana Halbleib Matteo Barigozzi
Abstract Full text	No-Arbitrage One-Factor Models of the South African Term-Structure of Interest Rates South African Reserve Bank Working Papers [View] (Paper: 12/01, 07.06.2012) JEL: C13, E43, G12	Shakill Hassan Peter Aling
Full text	Stress testing German banks against a global cost-of-capital shock Deutsche Bundesbank Discussion Papers [View] (Paper: 04/2012, 29.05.2012) JEL: C13, C15, G21, G33	Klaus Düllmann Thomas Kick
Full text	Risk spillovers in international equity portfolios Swiss National Bank Working Papers [View] (Paper: 2012-03, 20.04.2012) JEL: C13, C16, C22, C51, C53, G17	Matteo Bonato Massimiliano Caporin Angelo Ranaldo
Abstract Full text	Econometric Modeling of Exchange Rate Volatility and Jumps St Louis Fed Working Papers [View] (Paper: 2012-008, 04.04.2012) JEL: C13, C14, C58, F31	Deniz Erdemlioglu Christopher J. Neely Sébastien Laurent
Full text	Bayesian Estimation of NOEM Models: Identification and Inference in Small Samples Dallas Fed Institute Working Papers [View] (Paper: 0105, 22.03.2012) JEL: C11, C13, F41	Mark A. Wynne Diego Vilan Enrique Martinez-Garcia
Abstract Full text	Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options Central Bank of Brazil Working Papers [View] (Paper: 269, 22.03.2012) JEL: C13, C53, F31, G17	José Renato Haas Ornelas Aquiles Rocha de Farias José Santiago Fajardo Barbachan
Full text	Stress testing German banks against a global cost-of-capital shock Deutsche Bundesbank Discussion Papers [View] (Paper: 201204, 07.03.2012) JEL: C13, C15, G21, G33	Klaus Düllmann Thomas Kick
Abstract	Chi-Squared Tests for Evaluation and Comparison of Asset Pricing Models Atlanta Fed Working papers [View] (Paper: 2011-08, 30.03.2011) JEL: C12, C13, G12	Nikolay Gospodinov Cesare Robotti Raymond Kan

Related JEL classifications

C1: Econometric and Statistical Methods (25 entries)
- C10: General (22 entries)
- C11: Bayesian Analysis (116 entries)
- C12: Hypothesis Testing (61 entries)
- C13: Estimation (79 entries)
- C14: Semiparametric and Nonparametric Methods (69 entries)
- C15: Simulation Methods (85 entries)
- C16: Statistical distributions (2 entries)
- C18: Methodological Issues: General (1 entry)
- C19: Other (7 entries)