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person:"Croux, Christophe"
subject:"Volatility"
~person:"Dufour, Jean-Marie"
~subject:"Monte Carlo test"
~subject:"Schätztheorie"
~subject:"USA"
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Search: subject_exact:"Estimation theory"
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Volatility
Monte Carlo test
Schätztheorie
USA
Estimation theory
130
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39
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39
Regression analysis
35
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35
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Croux, Christophe
Dufour, Jean-Marie
Phillips, Peter C. B.
300
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184
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164
Härdle, Wolfgang
144
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142
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137
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126
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109
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106
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106
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98
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92
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90
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90
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86
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72
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71
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70
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70
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69
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67
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66
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65
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ECONIS (ZBW)
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121
Nonuniform bounds for nonparametric t-tests
Dufour, Jean-Marie
- In:
Econometric theory
7
(
1991
)
2
,
pp. 253-263
Persistent link: https://www.econbiz.de/10001118075
Saved in:
122
Exact tests and confidence sets in linear regressions with autocorrelated errors
Dufour, Jean-Marie
- In:
Econometrica : journal of the Econometric Society, an …
58
(
1990
)
2
,
pp. 475-494
Persistent link: https://www.econbiz.de/10001084384
Saved in:
123
Nonlinear hypotheses, inequality restrictions, and non-nested hypotheses : exact simultaneous tests in linear regressions
Dufour, Jean-Marie
- In:
Econometrica : journal of the Econometric Society, an …
57
(
1989
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10001064309
Saved in:
124
Estimators of the disturbance variance in econometric models : small-sample bias and the existence of moments
Dufour, Jean-Marie
- In:
Journal of econometrics
37
(
1988
)
2
,
pp. 277-292
Persistent link: https://www.econbiz.de/10003533625
Saved in:
125
Nonlinear hypotheses, inequality restrictions and non-nested hypotheses : exact simultaneous tests in linear regressions
Dufour, Jean-Marie
-
1986
Persistent link: https://www.econbiz.de/10000714605
Saved in:
126
Exact tests and confidence sets in linear regressions with autocorrelated errors
Dufour, Jean-Marie
-
1986
Persistent link: https://www.econbiz.de/10000714633
Saved in:
127
Recursive stability analysis : the demand for money during the German hyperinflation
Dufour, Jean-Marie
- In:
Model reliability
,
(pp. 18-61)
.
1986
Persistent link: https://www.econbiz.de/10001274969
Saved in:
128
On estimators of the disturbance variance in econometric models : some general small-sample results on Bias and the existence of moments
Dufour, Jean-Marie
-
1985
Persistent link: https://www.econbiz.de/10011844359
Saved in:
129
The demand for money during the German hyperinflation : a recursive stability analysis
Dufour, Jean-Marie
-
1982
Persistent link: https://www.econbiz.de/10000809014
Saved in:
130
Tests non paramétriques optimaux pour le modèle autorégressif d'ordre un
Dufour, Jean-Marie
Persistent link: https://www.econbiz.de/10001268029
Saved in:
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