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person:"Craig, Ben R."
subject:"Exchange rate"
~isPartOf:"Annals of economics and statistics"
~person:"Gouriéroux, Christian"
~person:"Robinson, Peter M."
~person:"Scaillet, Olivier"
~subject:"Estimation theory"
~subject:"Monte Carlo simulation"
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Exchange rate
Estimation theory
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Craig, Ben R.
Gouriéroux, Christian
Robinson, Peter M.
Scaillet, Olivier
Florens, Jean-Pierre
3
Johannes, Jan
2
Monfort, Alain
2
Simoni, Anna
2
Asin, Nicolas
1
Bernard, Jean-Thomas
1
Carrasco, Marine
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1
Chu, Ba
1
Doukali, Mohamed
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Francq, Christian
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Gagliardini, Patrick
1
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Han, Chirok
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Annals of economics and statistics
Journal of econometrics
32
Série des documents de travail / Centre de Recherche en Économie et Statistique
30
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
18
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
15
Econometrics papers
12
Série des documents de travail
11
Econometric theory
10
Research paper series / Swiss Finance Institute
9
Suntory and Toyota International Centres for Economics and Related Disciplines
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
6
Annales d'économie et de statistique
5
Swiss Finance Institute Research Paper
5
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
4
CEMMAP working papers / Centre for Microdata Methods and Practice
3
CORE discussion paper : DP
3
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
3
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
FAME research paper series
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
3
Research paper / International Center for Financial Asset Management and Engineering
3
The econometrics journal
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2
IRES discussion papers
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Journal of empirical finance
2
L' Actualité économique : revue trimest.
2
LSE STICERD Research Paper
2
The review of economic studies
2
Bundesbank Series 1 Discussion Paper
1
Collection "Economie et statistiques avancées"
1
Conference papers / Royal Economic Society : selected papers from the annual conference of the Royal Economic Society
1
Discussion paper / Deutsche Bundesbank
1
Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank
1
Discussion paper series / LSE Financial Markets Group
1
Discussion paper series / University of Essex, Department of Economics
1
Duration transition and count data models
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A specification test for nonparametric instrumental variable regression
Gagliardini, Patrick
;
Scaillet, Olivier
- In:
Annals of economics and statistics
128
(
2017
),
pp. 151-202
Persistent link: https://www.econbiz.de/10011776891
Saved in:
2
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
- In:
Annals of economics and statistics
125/126
(
2017
),
pp. 187-218
Persistent link: https://www.econbiz.de/10011744364
Saved in:
3
Pitfalls in the estimation of continuous time interest rate models : the case of the CIR model
Gouriéroux, Christian
;
Monfort, Alain
- In:
Annals of economics and statistics
109/110
(
2013
),
pp. 25-61
Persistent link: https://www.econbiz.de/10009779723
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