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subject:"Decision"
subject:"Wahrscheinlichkeitsrechnung"
~isPartOf:"IMF working paper"
~isPartOf:"The review of economic studies"
~subject:"Kausalanalyse"
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Search: subject_exact:"Estimation theory"
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Estimation theory
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Chan-Lau, Jorge A
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Chan-Lau, Jorge A.
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The review of economic studies
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1
Approximate permutation tests and induced order statistics in the regression discontinuity design
Canay, Ivan A.
;
Kamat, Vishal
- In:
The review of economic studies
85
(
2018
)
3
,
pp. 1577-1608
Persistent link: https://www.econbiz.de/10011923477
Saved in:
2
Inference on treatment effects after selection among high-dimensional controls
Belloni, Alexandre
;
Chernozhukov, Victor
;
Hansen, …
- In:
The review of economic studies
81
(
2014
)
2
,
pp. 608-650
Persistent link: https://www.econbiz.de/10010485099
Saved in:
3
Fundamentals-based estimation of default probabilities : a survey
Chan-Lau, Jorge A.
-
2006
Persistent link: https://www.econbiz.de/10003354354
Saved in:
4
Market-based estimation of default probabilities and its application to financial market surveillance
Chan-Lau, Jorge A.
-
2006
Persistent link: https://www.econbiz.de/10003329109
Saved in:
5
Inverse probability tilting for moment condition models with missing data
Graham, Bryan S.
;
Pinto, Cristine Campos de Xavier
; …
- In:
The review of economic studies
79
(
2012
)
3
,
pp. 1053-1079
Persistent link: https://www.econbiz.de/10009613909
Saved in:
6
Partial identification of the distribution of treatment effects in switching regime models and its confidence sets
Fan, Yanqin
;
Wu, Jisong
- In:
The review of economic studies
77
(
2010
)
3
,
pp. 1002-1041
Persistent link: https://www.econbiz.de/10003976582
Saved in:
7
Fundamentals-Based Estimation of Default Probabilities : A Survey
Chan-Lau, Jorge A
-
2006
Intro -- Contents -- I. INTRODUCTION -- II. MACROECONOMIC-BASED MODELS -- III. CREDIT SCORING (OR ACCOUNTING-BASED) MODELS -- IV. RATINGS-BASED MODELS -- V. HYBRID MODELS -- VI. CONCLUSIONS -- REFERENCES.
Persistent link: https://www.econbiz.de/10012691085
Saved in:
8
Market-Based Estimation of Default Probabilities and Its Application to Financial Market Surveillance.
Chan-Lau, Jorge A
-
2006
Intro -- Contents -- I. MARKET-BASED DEFAULT PROBABILITIES AND FINANCIAL SURVEILLANCE -- II. CREDIT DEFAULT SWAPS -- III. BONDS -- IV. EQUITY PRICES -- V. FROM RISK-NEUTRAL PROBABILITIES TO REAL-WORLD PROBABILITIES -- VI. CONCLUSIONS -- REFERENCES.
Persistent link: https://www.econbiz.de/10012691108
Saved in:
9
Demand for money in Mozambique : was there a structural break?
Pi~nón-Farah, Marco
-
1998
Persistent link: https://www.econbiz.de/10001350347
Saved in:
10
Stochastic volatility : likelihood inference and comparison with ARCH models
Kim, Sangjoon
- In:
The review of economic studies
65
(
1998
)
3
,
pp. 361-393
Persistent link: https://www.econbiz.de/10001244376
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