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person:"Craig, Ben R."
subject:"Exchange rate"
~isPartOf:"Annals of economics and statistics"
~person:"Gouriéroux, Christian"
~person:"Robinson, Peter M."
~subject:"Bias"
~subject:"Estimation theory"
~subject:"Monte Carlo simulation"
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Exchange rate
Bias
Estimation theory
Monte Carlo simulation
Schätztheorie
2
ARCH Model
1
Big Data
1
Composite Pseudo-Likelihood
1
Consistency
1
Interest rate
1
Lie Group
1
Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Craig, Ben R.
Gouriéroux, Christian
Robinson, Peter M.
Florens, Jean-Pierre
3
Johannes, Jan
2
Monfort, Alain
2
Simoni, Anna
2
Asin, Nicolas
1
Bernard, Jean-Thomas
1
Carrasco, Marine
1
Centorrino, Samuele
1
Chu, Ba
1
Doukali, Mohamed
1
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1
Enache, Andreea
1
Francq, Christian
1
Gagliardini, Patrick
1
Galichon, Alfred
1
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1
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1
Harding, Matthew C.
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
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Annals of economics and statistics
Journal of econometrics
28
Série des documents de travail / Centre de Recherche en Économie et Statistique
26
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
13
Econometrics papers
12
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11
Suntory and Toyota International Centres for Economics and Related Disciplines
9
Econometric theory
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Annales d'économie et de statistique
5
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
4
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
3
Discussion papers of interdisciplinary research project 373
2
L' Actualité économique : revue trimest.
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LSE STICERD Research Paper
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The econometrics journal
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The review of economic studies
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Duration transition and count data models
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Economic review
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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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:
2
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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