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subject:"Germany"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"CAPM"
~subject:"Probability theory"
~type_genre:"Arbeitspapier"
~type_genre:"Hochschulschrift"
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Search: subject_exact:"Estimation theory"
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Germany
CAPM
Probability theory
Estimation theory
162
Schätztheorie
162
Time series analysis
62
Zeitreihenanalyse
62
Nichtparametrisches Verfahren
41
Nonparametric statistics
41
Estimation
37
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24
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Statistical theory
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Bootstrap-Verfahren
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Factor analysis
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Method of moments
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Australia
6
Australien
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Litvinova, Svetlana
2
Silvapulle, Mervyn J.
2
Bailey, Natalia
1
Forbes, Catherine Scipione
1
Kapetanios, George
1
Maneesoonthorn, Worapree
1
Martin, Gael M.
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Working paper / Department of Econometrics and Business Statistics, Monash University
Discussion paper / Tinbergen Institute
20
Discussion paper / Center for Economic Research, Tilburg University
17
Discussion paper
15
Europäische Hochschulschriften / 5
15
Working paper / National Bureau of Economic Research, Inc.
12
Discussion paper series / IZA
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
Reihe Quantitative Ökonomie : Ökon
9
Report / Econometric Institute, Erasmus University Rotterdam
9
Schriften zur angewandten Ökonometrie
9
Technical working paper / National Bureau of Economic Research
9
Kieler Arbeitspapiere
8
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
7
CEMMAP working papers / Centre for Microdata Methods and Practice
7
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
7
Working paper
7
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
6
CESifo working papers
6
Discussion paper / Tinbergen Institute / Tinbergen Institute
6
Discussion papers of interdisciplinary research project 373
6
Diskussionsbeiträge / 2
6
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
6
SFB 649 discussion paper
6
Série des documents de travail / Centre de Recherche en Économie et Statistique
6
Dresdner Beiträge zu quantitativen Verfahren
5
Working papers / Federal Reserve Bank of Atlanta
5
ZEW discussion papers
5
Discussion paper / Centre for Economic Policy Research
4
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4
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
4
Kiel advanced studies working papers : advanced studies in international economic policy research
4
Münchener Wirtschaftswissenschaftliche Beiträge : discussion papers
4
Staff reports / Federal Reserve Bank of New York
4
Staff working paper / Bank of Canada
4
Arbeitspapier / Institut für Statistik und Ökonometrie
3
Arbeitspapier / Institut für Statistik und Ökonometrie, STATOEK
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CORE discussion paper : DP
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Discussion paper / Deutsche Bundesbank
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ECONIS (ZBW)
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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:
2
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:
3
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:
4
Exponent of cross-sectional dependence for residuals
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2018
Persistent link: https://www.econbiz.de/10012583496
Saved in:
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