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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Econometric theory"
~isPartOf:"Economie et statistique"
~isPartOf:"Lecture notes in economics and mathematical systems : LNEMS"
~isPartOf:"Review of international economics"
~isPartOf:"Revue d'économie politique"
~language:"eng"
~person:"Dastoor, Naorayex K."
~person:"Dubois, Eric"
~person:"Fève, Patrick"
~person:"Ivaldi, Marc"
~person:"Jean, Sébastien"
~person:"Satchell, Stephen"
~person:"Sterdyniak, Henri"
~person:"Villieu, Patrick"
~subject:"Frankreich"
~subject:"Monetary policy"
~type_genre:"Aufsatz in Zeitschrift"
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Schätztheorie
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1
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1
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Dastoor, Naorayex K.
Dubois, Eric
Fève, Patrick
Ivaldi, Marc
Jean, Sébastien
Satchell, Stephen
Sterdyniak, Henri
Villieu, Patrick
Lee, Lung-fei
7
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ECONIS (ZBW)
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1
The Bernstein copula and its applications to modelling and approximations of multivariate distributions
Sancetta, Alessio
;
Satchell, Stephen
- In:
Econometric theory
20
(
2004
)
3
,
pp. 535-562
Persistent link: https://www.econbiz.de/10002068268
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2
The effect of international trade on labor-demand elasticities : intersectoral matters
Jean, Sébastien
- In:
Review of international economics
8
(
2000
)
3
,
pp. 504-516
Persistent link: https://www.econbiz.de/10001508624
Saved in:
3
Existence of unbiased estimators of the Black Scholes option price, other derivatives, and hedge ratios
Knight, John L.
- In:
Econometric theory
13
(
1997
)
6
,
pp. 791-807
Persistent link: https://www.econbiz.de/10001236167
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4
Sobolev estimation of approximate regressions
Florens, Jean-Pierre
- In:
Econometric theory
12
(
1996
)
5
,
pp. 753-772
Persistent link: https://www.econbiz.de/10001214303
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5
Asymptotic expansions for random walks with normal errors
Knight, John L.
- In:
Econometric theory
9
(
1993
)
3
,
pp. 363-376
Persistent link: https://www.econbiz.de/10001151129
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6
Some power comparisons of joint and paired tests for nonnested models under local hypotheses
Dastoor, Naorayex K.
- In:
Econometric theory
5
(
1989
)
1
,
pp. 83-94
Persistent link: https://www.econbiz.de/10001065761
Saved in:
7
Asymptotic properties of the maximum-likelihood and nonlinear least-squares estimators for noninvertible moving average models
Tanaka, Katsuto
- In:
Econometric theory
5
(
1989
)
3
,
pp. 333-353
Persistent link: https://www.econbiz.de/10001079352
Saved in:
8
On point-optimal cox tests
Dastoor, Naorayex K.
- In:
Econometric theory
4
(
1988
)
1
,
pp. 97-107
Persistent link: https://www.econbiz.de/10001049383
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