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isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
subject:"Estimation theory"
~accessRights:"free"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"Economics discussion papers"
~subject:"Option pricing theory"
~type_genre:"Non-commercial literature"
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Estimation theory
Option pricing theory
Schätztheorie
165
Regression analysis
46
Regressionsanalyse
46
Nichtparametrisches Verfahren
44
Nonparametric statistics
44
Time series analysis
26
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26
Estimation
17
Schätzung
17
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13
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Härdle, Wolfgang
23
Nielsen, Bent
14
Carroll, Raymond J.
11
Liang, Hua
8
Shephard, Neil G.
7
Spokojnyj, Vladimir G.
7
Breitung, Jörg
6
Lütkepohl, Helmut
6
Mammen, Enno
5
Müller, Marlene
5
Berenguer-Rico, Vanessa
4
Bunke, Olaf
4
Hendry, David F.
4
Kim, Woocheol
4
Sperlich, Stefan
4
Yang, Lijian
4
Čížek, Pavel
4
Delecroix, Michel
3
Golubev, Georgi
3
Gutierrez, Roberto G.
3
Johansen, Søren
3
Küchler, Uwe
3
Neumann, Michael H.
3
Reiß, Markus
3
Rieder, Helmut
3
Teyssière, Gilles
3
Tjostheim, Dag
3
Barndorff-Nielsen, Ole E.
2
Benkwitz, Alexander
2
Butucea, Cristina
2
Cai, Zongwu
2
Castle, Jennifer
2
Diack, Cheikh A. T.
2
Droge, Bernd
2
Franke, Jürgen
2
Gouriéroux, Christian
2
Grazzini, Jakob
2
Herwartz, Helmut
2
Hlávka, Zdeněk
2
Hong, Yongmiao
2
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
129
Nuffield College
3
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Discussion papers of interdisciplinary research project 373
Economics discussion papers
CEMMAP working papers / Centre for Microdata Methods and Practice
354
Discussion paper / Tinbergen Institute
190
Discussion paper series / IZA
187
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
178
Cowles Foundation discussion paper
155
Working paper / Department of Econometrics and Business Statistics, Monash University
143
CREATES research paper
137
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111
CESifo working papers
92
SFB 649 discussion paper
79
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70
KBI
67
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65
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64
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64
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59
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43
Série des documents de travail
40
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39
Cambridge working papers in economics
36
Working papers series in theoretical and applied economics
36
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33
Queen's Economics Department working paper
31
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
31
CEMFI working paper
30
Discussion papers / Deutsches Institut für Wirtschaftsforschung
30
Discussion paper / Central Bureau voor de Statistiek
29
Boston College working papers in economics
27
Discussion papers / Department of Economics, University of Copenhagen
25
Finance and economics discussion series
24
NBER working paper series
24
Staff reports / Federal Reserve Bank of New York
24
Working paper series / University of Zurich, Department of Economics
24
Department of Economics discussion paper series / University of Oxford
22
Memorandum / Department of Economics, University of Oslo
22
Discussion paper series
21
Discussion papers in economics
20
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ECONIS (ZBW)
165
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1
Least trimmed squares asymptotics : regression with leverage
Berenguer-Rico, Vanessa
;
Nielsen, Bent
-
2023
Persistent link: https://www.econbiz.de/10014467887
Saved in:
2
Age-period-cohort analysis of mixed frequency data
Nielsen, Bent
-
2022
Persistent link: https://www.econbiz.de/10013459573
Saved in:
3
Finite sample critical values for flexible fourier form lagrange-multiplier and dickey-fuller unit root tests
King, Alan
-
2022
Persistent link: https://www.econbiz.de/10013279220
Saved in:
4
Econometrics for modelling climate change
Castle, Jennifer
;
Hendry, David F.
-
2021
Persistent link: https://www.econbiz.de/10012628320
Saved in:
5
Robust discovery of regression models
Castle, Jennifer
;
Doornik, Jurgen A.
;
Hendry, David F.
-
2020
Persistent link: https://www.econbiz.de/10012492604
Saved in:
6
On the power curves of the conditional likelihoodratio and related tests for instrumental variables regression with weak instruments
Van de Sijpe, Nicolas
;
Windmeijer, Frank
-
2020
Persistent link: https://www.econbiz.de/10012492614
Saved in:
7
The analysis of marked and weighted empirical processes ofestimated residuals
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012492557
Saved in:
8
Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012492559
Saved in:
9
Durables and lemons : private information and the market for cars
Blundell, Richard W.
;
Gu, Ran
;
Leth-Petersen, Søren
; …
-
2019
Persistent link: https://www.econbiz.de/10012492575
Saved in:
10
Over-dispersed age-period-cohort models
Harnau, Jonas
;
Nielsen, Bent
-
2017
Persistent link: https://www.econbiz.de/10011882276
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