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subject:"Börsenkurs"
type:"book"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Bootstrap-Verfahren"
~subject:"Monte Carlo simulation"
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Search: subject_exact:"Estimation theory"
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Börsenkurs
Bootstrap-Verfahren
Monte Carlo simulation
Estimation theory
167
Schätztheorie
167
Time series analysis
66
Zeitreihenanalyse
66
Nichtparametrisches Verfahren
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38
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Gao, Jiti
7
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Poskitt, Donald Stephen
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Zhang, Xibin
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Feng, Guohua
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Forbes, Catherine Scipione
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Frazier, David T.
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Grose, Simone D.
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King, Maxwell L.
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Linton, Oliver
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Liu, Fei
2
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2
Robert, Christian P.
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1
Bailey, Natalia
1
Cai, Biqing
1
Hillebrand, Eric
1
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Shang, Han Lin
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Working paper / Department of Econometrics and Business Statistics, Monash University
CEMMAP working papers / Centre for Microdata Methods and Practice
41
Discussion paper / Tinbergen Institute
32
NBER Working Paper
18
CREATES research paper
17
NBER working paper series
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17
Working paper / National Bureau of Economic Research, Inc.
17
Cowles Foundation discussion paper
15
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13
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12
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Cambridge working papers in economics
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SFB 649 discussion paper
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Discussion papers of interdisciplinary research project 373
10
Série des documents de travail / Centre de Recherche en Économie et Statistique
10
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
10
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9
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6
Discussion papers / Department of Economics, University of Copenhagen
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Estimation and inference for three-dimensional panel data models
Feng, Guohua
;
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
-
2024
Persistent link: https://www.econbiz.de/10014584601
Saved in:
2
Estimation and inference for three-dimensional panel data models
Feng, Guohua
;
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
-
2023
Persistent link: https://www.econbiz.de/10014452624
Saved in:
3
Computing bayes : from then 'til now
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2022
Persistent link: https://www.econbiz.de/10013494406
Saved in:
4
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
5
Computing Bayes : Bayesian computation from 1763 to the 21st century
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2020
Persistent link: https://www.econbiz.de/10012607643
Saved in:
6
Consistency of full-sample bootstrap for estimating high-quantile, tail probability, and tail index
Litvinova, Svetlana
;
Silvapulle, Mervyn J.
-
2020
Persistent link: https://www.econbiz.de/10012607652
Saved in:
7
Bagging weak predictors
Hillebrand, Eric
;
Lukas, Manuel
;
Wei, Wei
-
2020
Persistent link: https://www.econbiz.de/10012607673
Saved in:
8
Nonparametric predictive regressions for stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012592220
Saved in:
9
Bootstrapping tail statistics: tail quantile process, Hill estimator, and confidence intervals for highquantiles of heavy tailed distributions
Litvinova, Svetlana
;
Silvapulle, Mervyn J.
-
2018
Persistent link: https://www.econbiz.de/10012583470
Saved in:
10
Exponent of cross-sectional dependence for residuals
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2018
Persistent link: https://www.econbiz.de/10012583496
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