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subject:"Monte Carlo simulation"
~subject:"Korrelation"
~subject:"Maximum likelihood estimation"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Monte Carlo simulation
Korrelation
Maximum likelihood estimation
Estimation theory
4,870
Schätztheorie
4,869
Estimation
1,181
Schätzung
1,158
Time series analysis
929
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929
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896
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894
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717
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717
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Lee, Lung-fei
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7
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6
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5
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5
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4
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4
Fan, Jianqing
4
Gao, Jiti
4
Hafner, Christian M.
4
Kumbhakar, Subal
4
Li, Dong
4
Lu, Lina
4
Pesaran, M. Hashem
4
Pfaffermayr, Michael
4
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3
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3
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3
Lechner, Michael
3
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3
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3
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3
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3
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Journal of econometrics
108
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
51
Economics letters
42
Econometric reviews
34
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27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
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13
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13
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6
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6
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6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Journal of geographical systems : geographical information, analysis, theory, and decision
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Energy economics
4
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4
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Astin bulletin : the journal of the International Actuarial Association
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Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
3
INFORMS journal on computing : JOC
3
International journal of quality & reliability management
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1
Portfolio selection based on emd denoising with correlation coefficient test criterion
Su, Kuangxi
;
Yao, Yinhong
;
Zheng, Chengli
;
Xie, Wenzhao
- In:
Computational economics
63
(
2024
)
1
,
pp. 391-421
Persistent link: https://www.econbiz.de/10014472254
Saved in:
2
Estimation of fixed effects partially linear varying coefficient spatial autoregressive model with disturbances correlated in space and time
Li, Bogui
;
Chen, Hao
- In:
Finance research letters
59
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014445336
Saved in:
3
Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement
Liu, Xiaoyu
;
Yan, Xing
;
Zhang, Kun
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1168-1177
Persistent link: https://www.econbiz.de/10014456483
Saved in:
4
On asymmetry and quantile estimation of the stochastic frontier model
Horrace, William C.
;
Parmeter, Christopher F.
;
Wright, Ian
- In:
Journal of productivity analysis : an official journal …
61
(
2024
)
1
,
pp. 19-36
Persistent link: https://www.econbiz.de/10014502458
Saved in:
5
Covariance model with general linear structure and divergent parameters
Fan, Xinyan
;
Lan, Wei
;
Zou, Tao
;
Tsai, Chih-Ling
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 36-48
Persistent link: https://www.econbiz.de/10014448670
Saved in:
6
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
7
Multi-factor default correlation model estimation : enhancement with bootstrapping
Yang, Zhihui
;
Ray Majumder, Saikat
;
Shen, Weiwei
;
Karm, …
- In:
Journal of risk : JOR
26
(
2024
)
3
,
pp. 33-48
Persistent link: https://www.econbiz.de/10014487316
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8
Robust estimation techniques for the tail index of the new Pareto-type distribution
Muhammad Aslam Mohd Safari
;
Masseran, Nurulkamal
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
3
,
pp. 1161-1189
Persistent link: https://www.econbiz.de/10014519737
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9
Binary endogenous treatment in stochastic frontier models with an application to soil conservation in El Salvador
Centorrino, Samuele
;
Pérez-Urdiales, María
; …
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 365-382
Persistent link: https://www.econbiz.de/10014517488
Saved in:
10
Estimation of large covariance matrices with mixed factor structures
Dai, Runyu
;
Uematsu, Yoshimasa
;
Matsuda, Yasumasa
- In:
The econometrics journal
27
(
2024
)
1
,
pp. 62-83
Persistent link: https://www.econbiz.de/10014528099
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