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accessRights:"free"
type_genre:"Article in journal"
~accessRights:"restricted"
~isPartOf:"Quantitative finance and economics"
~isPartOf:"Quantitative finance"
~isPartOf:"Technology audit and production reserves"
~isPartOf:"The econometrics journal"
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Search: subject_exact:"Estimation theory"
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Estimation theory
152
Schätztheorie
152
Nichtparametrisches Verfahren
31
Nonparametric statistics
31
Time series analysis
31
Zeitreihenanalyse
31
Estimation
28
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Camponovo, Lorenzo
2
Hu, Yingyao
2
Kvasnikov, Volodymyr
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Ren, Yu
2
Shin, Youngki
2
Shiu, Ji-Liang
2
Tsiotas, Georgios
2
Uematsu, Yoshimasa
2
Webb, Matthew
2
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2
Wu, Changbao
2
Wu, Ximing
2
Xiao, Zhijie
2
Xie, Tian
2
Čížek, Pavel
2
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1
Aboutaleb, Youssef M.
1
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1
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1
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1
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1
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1
Beznosyk, Yurii
1
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1
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1
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Quantitative finance and economics
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699
Economics letters
278
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
255
Econometric reviews
252
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161
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146
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105
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102
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99
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85
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83
Statistics in transition : an international journal of the Polish Statistical Association
73
Insurance / Mathematics & economics
72
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68
Applied economics letters
65
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61
Journal of risk and financial management : JRFM
60
Journal of time series econometrics
59
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52
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51
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48
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48
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46
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39
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37
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34
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33
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32
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28
Scandinavian actuarial journal
28
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25
Cambridge working papers in economics
24
Energy economics
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ECONIS (ZBW)
152
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1
Choosing exogeneity assumptions in potential outcome models
Masten, Matthew A
;
Poirier, Alexandre
- In:
The econometrics journal
26
(
2023
)
3
,
pp. 327-349
Persistent link: https://www.econbiz.de/10014391678
Saved in:
2
An eigenvalue distribution derived "Stability Measure" for evaluating Minimum Variance portfolios
Smyth, William
;
Broby, Daniel
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 521-537
Persistent link: https://www.econbiz.de/10014232686
Saved in:
3
Inference in regression discontinuity designs with high-dimensional covariates
Kreiss, Alexander
;
Rothe, Christoph
- In:
The econometrics journal
26
(
2023
)
2
,
pp. 105-123
Persistent link: https://www.econbiz.de/10014319272
Saved in:
4
The risk-return relationship and volatility feedback in South Africa : a comparative analysis of the parametric and nonparametric Bayesian approach
Dwarika, Nitesha
- In:
Quantitative finance and economics
7
(
2023
)
1
,
pp. 119-146
Persistent link: https://www.econbiz.de/10014279147
Saved in:
5
Equilibrium multiplicity in dynamic games : testing and estimation
Otsu, Taisuke
;
Pesendorfer, Martin
- In:
The econometrics journal
26
(
2023
)
1
,
pp. C26-C42
Persistent link: https://www.econbiz.de/10013543266
Saved in:
6
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
7
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
Saved in:
8
R-estimators in GARCH models : asymptotics and applications
Liu, Hang
;
Mukherjee, Kanchan
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 98-113
Persistent link: https://www.econbiz.de/10012878893
Saved in:
9
Synthetic control method with convex hull restrictions : a Bayesian maximum a posteriori approach
Goh, Gyuhyeong
;
Yu, Jisang
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 215-232
Persistent link: https://www.econbiz.de/10012878909
Saved in:
10
Testing conditional moment restriction models using empirical likelihood
Berger, Yves G.
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 384-403
Persistent link: https://www.econbiz.de/10013253841
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