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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~accessRights:"free"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Volatility"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Panel study
Maximum-Likelihood-Schätzung
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Estimation theory
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Estimation
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Schätzung
7
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Alfelt, Gustav
1
Bodnar, Taras
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Boswijk, Herman Peter
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Reese, Simon
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Weber, Andrea
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Econometrics : open access journal
32
Journal of risk and financial management : JRFM
22
Quantitative economics : QE ; journal of the Econometric Society
14
Statistics in transition : an international journal of the Polish Statistical Association
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Risks : open access journal
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International journal of economics and financial issues : IJEFI
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Cambridge working papers in economics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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CBN journal of applied statistics
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Econometric reviews
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Financial innovation : FIN
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International Journal of Energy Economics and Policy : IJEEP
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Oxford bulletin of economics and statistics
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Iranian economic review : journal of University of Tehran
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ECONIS (ZBW)
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1
Estimation of panel data models with random interactive effects and multiple structural breaks when T is fixed
Kaddoura, Yousef
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 778-790
Persistent link: https://www.econbiz.de/10014448434
Saved in:
2
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
3
A robust approach to heteroscedasticity, error serial correlation and slope heterogeneity in linear models with interactive effects for large panel data
Cui, Guowei
;
Hayakawa, Kazuhiko
;
Nagata, Shuichi
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 862-875
Persistent link: https://www.econbiz.de/10014448451
Saved in:
4
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
Saved in:
5
The incidental parameters problem in testing for remaining cross-section correlation
Juodis, Artūras
;
Reese, Simon
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1191-1203
Persistent link: https://www.econbiz.de/10013539484
Saved in:
6
Local polynomial order in regression discontinuity designs
Pei, Zhuan
;
Lee, David S.
;
Card, David E.
;
Weber, Andrea
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1259-1267
Persistent link: https://www.econbiz.de/10013539508
Saved in:
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