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isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
subject:"Estimation theory"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~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
387
Theorie
184
Theory
184
Time series analysis
58
Zeitreihenanalyse
58
Nichtparametrisches Verfahren
57
Nonparametric statistics
57
Regression analysis
55
Regressionsanalyse
55
Estimation
29
Schätzung
29
Statistical distribution
28
Statistische Verteilung
28
Statistical test
21
Statistischer Test
21
Robust statistics
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10
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Härdle, Wolfgang
27
Einmahl, John H. J.
23
Čížek, Pavel
16
Nielsen, Bent
14
Gouriéroux, Christian
13
Robert, Christian P.
12
Carroll, Raymond J.
11
Kleijnen, Jack P. C.
9
Steel, Mark F. J.
9
Werker, Bas J. M.
9
Bairam, Erkin İbrahim
8
Liang, Hua
8
Shephard, Neil G.
8
Spokojnyj, Vladimir G.
8
Drost, Feike C.
7
Guégan, Dominique
7
Magnus, Jan R.
7
Soest, Arthur van
7
Breitung, Jörg
6
Fernández, Carmen
6
Lütkepohl, Helmut
6
Mammen, Enno
6
Müller, Marlene
6
Zakoïan, Jean-Michel
6
Delecroix, Michel
5
Francq, Christian
5
Groenendaal, Willem J. van
5
Monfort, Alain
5
Moors, Johannes J. A.
5
Osiewalski, Jacek
5
Philippe, Anne
5
Segers, Johan
5
Akker, Ramon van den
4
Berenguer-Rico, Vanessa
4
Berred, Alexandre M.
4
Bunke, Olaf
4
Butucea, Cristina
4
Chen Zhou
4
Comte, Fabienne
4
He, Yi
4
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
129
Center for Economic Research <Tilburg>
18
University of Otago / Commerce Division
4
Nuffield College
3
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Discussion paper / Center for Economic Research, Tilburg University
Discussion papers of interdisciplinary research project 373
Economics discussion papers
CEMMAP working papers / Centre for Microdata Methods and Practice
354
Discussion paper / Tinbergen Institute
263
Série des documents de travail / Centre de Recherche en Économie et Statistique
214
Working paper / National Bureau of Economic Research, Inc.
189
Discussion paper series / IZA
187
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
179
Cowles Foundation discussion paper
169
Working paper / Department of Econometrics and Business Statistics, Monash University
160
CREATES research paper
137
Working paper
123
CESifo working papers
104
Discussion paper
95
Working paper series
88
CORE discussion paper : DP
85
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
82
SFB 649 discussion paper
79
KBI
67
Discussion paper / Centre for Economic Policy Research
66
Econometrics papers
65
Working papers / TSE : WP
64
NBER working paper series
60
Technical working paper / National Bureau of Economic Research
54
Discussion papers / CEPR
49
Boston College working papers in economics
45
Working papers
45
Queen's Economics Department working paper
42
Report / Econometric Institute, Erasmus University Rotterdam
42
Umeå economic studies
42
Discussion paper / Tinbergen Institute / Tinbergen Institute
40
EUI working paper / ECO
40
Série des documents de travail
40
CORE discussion papers : DP
39
Discussion papers in economics
39
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
39
Finance and economics discussion series
37
Cambridge working papers in economics
36
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ECONIS (ZBW)
387
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1
Tail copula estimation for heteroscedastic extremes
Einmahl, John H. J.
;
Chen Zhou
-
2024
Persistent link: https://www.econbiz.de/10014467520
Saved in:
2
Extreme value inference for general heterogeneous data
He, Yi
;
Einmahl, John H. J.
-
2024
Persistent link: https://www.econbiz.de/10014528470
Saved in:
3
Bias-corrected instrumental variable estimation in linear dynamic panel data models
Chen, Weihao
;
Čížek, Pavel
-
2023
Persistent link: https://www.econbiz.de/10014427624
Saved in:
4
Least trimmed squares asymptotics : regression with leverage
Berenguer-Rico, Vanessa
;
Nielsen, Bent
-
2023
Persistent link: https://www.econbiz.de/10014467887
Saved in:
5
Empirical likelihood based testing for multivariate regular variation
Einmahl, John H. J.
;
Krajina, Andrea
-
2023
Persistent link: https://www.econbiz.de/10013475286
Saved in:
6
Age-period-cohort analysis of mixed frequency data
Nielsen, Bent
-
2022
Persistent link: https://www.econbiz.de/10013459573
Saved in:
7
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:
8
Extreme value inference for general heterogeneous data
Einmahl, John H. J.
;
He, Yi
-
2022
Persistent link: https://www.econbiz.de/10013343247
Saved in:
9
Econometrics for modelling climate change
Castle, Jennifer
;
Hendry, David F.
-
2021
Persistent link: https://www.econbiz.de/10012628320
Saved in:
10
Improved regression inference using a second overlapping regression model
Peng, Liang
;
Einmahl, John H. J.
-
2021
Persistent link: https://www.econbiz.de/10012653552
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