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source:"econis"
subject:"Schätztheorie"
~isPartOf:"International economic review"
~isPartOf:"Journal of econometrics"
~person:"Donald, Stephen G."
~subject:"Monte Carlo simulation"
~subject:"Volatility"
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Schätztheorie
Monte Carlo simulation
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Theorie
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Theory
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Armut
1
Auction theory
1
Auktionstheorie
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Donald, Stephen G.
Chib, Siddhartha
11
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8
Li, Qi
8
Bollerslev, Tim
7
Andersen, Torben
6
Aït-Sahalia, Yacine
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6
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6
Lee, Lung-fei
6
Phillips, Peter C. B.
6
Yu, Jun
6
Diebold, Francis X.
5
Ghysels, Eric
5
Godfrey, L. G.
5
Granger, C. W. J.
5
McAleer, Michael
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Schmidt, Peter
5
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4
Baltagi, Badi H.
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Chen, Songnian
4
Hall, Alastair R.
4
Hallin, Marc
4
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4
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4
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4
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4
Savin, N. Eugene
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Swanson, Norman R.
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Tauchen, George Eugene
4
Todorov, Viktor
4
Abrevaya, Jason
3
Ai, Chunrong
3
Ali, Mukhtar M.
3
Andrews, Donald W. K.
3
Asai, Manabu
3
Banerjee, Anindya
3
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3
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International economic review
Journal of econometrics
Econometric theory
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
The review of economics and statistics
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ECONIS (ZBW)
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Superconsistent estimation and inference in structural econometric models using extreme order statistics
Donald, Stephen G.
;
Paarsch, Harry J.
- In:
Journal of econometrics
109
(
2002
)
2
,
pp. 305-340
Persistent link: https://www.econbiz.de/10001689041
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2
Inferring the rank of a matrix
Cragg, John G.
- In:
Journal of econometrics
76
(
1997
)
1
,
pp. 223-250
Persistent link: https://www.econbiz.de/10001211361
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3
Two-step estimation of heteroskedastic sample selection models
Donald, Stephen G.
- In:
Journal of econometrics
65
(
1995
)
2
,
pp. 347-380
Persistent link: https://www.econbiz.de/10001173053
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4
Piecewise pseudo-maximum likelihood estimation in empirical models of auctions
Donald, Stephen G.
- In:
International economic review
34
(
1993
)
1
,
pp. 121-148
Persistent link: https://www.econbiz.de/10001140245
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