Benjamin Holcblat

发表

A Classical Moment-Based Inference Framework with Bayesian Properties: Econometric Theory and Simulation Evidence from Asset Pricing

Benjamin Holcblat, 2012 .

Previously-Used Data and Past-Realized Data: A Puzzle for Bayesian and Classical Inference Theories

Benjamin Holcblat, S. Grønneberg, 2015 .

On the Empirical Saddlepoint Approximation with Application to Asset Pricing

Benjamin Holcblat, 2015 .

A Classical Moment-Based Approach with Bayesian Properties: Econometric Theory and Empirical Evidence from Asset Pricing Comments welcome

Bryan R. Routledge, S. Shreve, M. Schervish, 2013 .

Why Has Econometric Inference Been Possible?

Benjamin Holcblat, S. Grønneberg, Steffen Grønneberg, 2015 .

On econometric inference and multiple use of the same data

Benjamin Holcblat, S. Grønneberg, 2015, 1504.04472.

The empirical saddlepoint estimator

Fallaw Sowell, Benjamin Holcblat, 2019, Electronic Journal of Statistics.

Anomaly or Possible Risk Factor? Simple-To-Use Tests

Abraham Lioui, Benjamin Holcblat, Michael Weber, 2022, SSRN Electronic Journal.

On Bayesian Theory in Empirical Economics

Benjamin Holcblat, Steffen Grønneberg, Benjamin Holcblat, 2015 .

On partial-sum processes of ARMAX residuals

Benjamin Holcblat, S. Grønneberg, Steffen Grønneberg, 2019, The Annals of Statistics.