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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Option pricing theory"
~type_genre:"Article in journal"
~type_genre:"Biografie"
~type_genre:"Book section"
~type_genre:"Systematic review"
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Search: subject_exact:"Estimation theory"
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Probability theory
Statistische Methodenlehre
Option pricing theory
Estimation theory
88
Schätztheorie
88
Theorie
36
Theory
36
Estimation
15
Time series analysis
13
Zeitreihenanalyse
13
Schätzung
11
Bayes-Statistik
9
Bayesian inference
9
Dynamic equilibrium
9
Dynamisches Gleichgewicht
9
Rational expectations
9
Rationale Erwartung
9
VAR model
9
VAR-Modell
9
Agent-based modeling
8
Agentenbasierte Modellierung
8
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Simulation
7
Bayesian estimation
6
CAPM
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Modellierung
5
Scientific modelling
5
State space model
5
Zustandsraummodell
5
ARCH model
4
ARCH-Modell
4
Capital income
4
DSGE model
4
Identification
4
Kapitaleinkommen
4
Learning process
4
Lernprozess
4
Optionspreistheorie
4
Schock
4
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8
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Article in journal
Biografie
Book section
Systematic review
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8
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English
8
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Amaya, Diego
1
Blenman, Lloyd P.
1
Boudreault, Mathieu
1
Broadie, Mark
1
Chiaromonte, Francesca
1
Giachini, Daniele
1
Glasserman, Paul
1
Jondeau, Eric
1
Kim, Kyoung-kuk
1
Lamperti, Francesco
1
Magnus, Jan R.
1
McLeish, Don L.
1
Morris, Stephen D.
1
Pijls, Henk G. J.
1
Rockinger, Michael
1
Sentana, Enrique
1
Vandin, Andrea
1
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Journal of economic dynamics & control
Journal of econometrics
67
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
60
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
51
Economics letters
40
Econometric reviews
39
Econometric theory
33
European journal of operational research : EJOR
16
Statistics in transition : an international journal of the Polish Statistical Association
16
International economic review
12
Insurance / Mathematics & economics
11
International journal of theoretical and applied finance
11
Journal of quantitative economics : official journal of the Indian Econometric Society
11
Order statistics: applications
11
Oxford bulletin of economics and statistics
11
American journal of agricultural economics
9
Computational economics
9
International journal of forecasting
9
Quantitative finance
9
The review of economic studies
9
Journal of the American Statistical Association : JASA
8
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
8
Risks : open access journal
8
Statistical papers
8
The econometrics journal
8
The review of economics and statistics
8
Annales d'économie et de statistique
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Finance and stochastics
7
Finance research letters
7
International journal of financial engineering
7
Jahrbücher für Nationalökonomie und Statistik
7
Econometrics : open access journal
6
Journal of applied econometrics
6
Journal of risk and financial management : JRFM
6
Journal of the Royal Statistical Society
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Operations research letters
6
Special section on small-sample properties of generalized method of moments (GMM)
6
Applied economics
5
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ECONIS (ZBW)
8
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1
Automated and distributed statistical analysis of economic agent-based models
Vandin, Andrea
;
Giachini, Daniele
;
Lamperti, Francesco
; …
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-33
Persistent link: https://www.econbiz.de/10013542997
Saved in:
2
The Jacobian of the exponential function
Magnus, Jan R.
;
Pijls, Henk G. J.
;
Sentana, Enrique
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012668907
Saved in:
3
Maximum likelihood estimation of first-passage structural credit risk models correcting for the survivorship bias
Amaya, Diego
;
Boudreault, Mathieu
;
McLeish, Don L.
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 297-313
Persistent link: https://www.econbiz.de/10012130974
Saved in:
4
DSGE pileups
Morris, Stephen D.
- In:
Journal of economic dynamics & control
74
(
2017
),
pp. 56-86
Persistent link: https://www.econbiz.de/10011740475
Saved in:
5
Saddlepoint approximations for affine jump-diffusion models
Glasserman, Paul
;
Kim, Kyoung-kuk
- In:
Journal of economic dynamics & control
33
(
2009
)
1
,
pp. 15-36
Persistent link: https://www.econbiz.de/10003810117
Saved in:
6
Gram-Charlier densities
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of economic dynamics & control
25
(
2001
)
10
,
pp. 1457-1483
Persistent link: https://www.econbiz.de/10001603779
Saved in:
7
Nonparametric estimation of American options' exercise boundaries and call prices
Broadie, Mark
(
contributor
)
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1829-1857
Persistent link: https://www.econbiz.de/10001508777
Saved in:
8
An alternative approach to stochastic calculus for economic and financial models
Blenman, Lloyd P.
(
contributor
)
- In:
Journal of economic dynamics & control
19
(
1995
)
3
,
pp. 553-568
Persistent link: https://www.econbiz.de/10001172924
Saved in:
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