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subject:"Stochastischer Prozess"
subject:"Volatility"
~accessRights:"free"
~isPartOf:"Working papers / TSE : WP"
~language:"eng"
~subject:"Panel study"
~subject:"fixed effects"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Panel study
fixed effects
Estimation theory
64
Schätztheorie
64
Regression analysis
22
Regressionsanalyse
22
Nichtparametrisches Verfahren
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Nonparametric statistics
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Statistical distribution
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Statistische Verteilung
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Estimation
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Statistischer Test
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Stochastic process
4
panel data
4
Expectiles
3
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3
Panel
3
Probability theory
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3
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Jochmans, Koen
4
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3
Beyhum, Jad
2
Costa, Manon
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Gadat, Sébastien
2
Kim, Jihyun
2
Bercu, Bernard
1
Gaillac, Christophe
1
Higgins, Ayden
1
Meddahi, Nour
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Park, Joon Y.
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Working papers / TSE : WP
CEMMAP working papers / Centre for Microdata Methods and Practice
45
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45
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31
CREATES research paper
30
Working paper / Department of Econometrics and Business Statistics, Monash University
29
CESifo working papers
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Cambridge working papers in economics
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Journal of risk and financial management : JRFM
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CESifo Working Paper Series
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International journal of economics and financial issues : IJEFI
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Working paper / Department of Economics, Lund University
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7
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Memorandum / Department of Economics, University of Oslo
7
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6
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Discussion paper / Center for Economic Research, Tilburg University
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
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6
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
6
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ECONIS (ZBW)
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1
Many (weak) judges in judge-leniency designs
Jochmans, Koen
-
2023
-
This version: October 10, 2023
Persistent link: https://www.econbiz.de/10014383414
Saved in:
2
Bootstrap inference for fixed-effect models
Higgins, Ayden
;
Jochmans, Koen
-
2022
-
This version: April 5, 2022
Persistent link: https://www.econbiz.de/10013184462
Saved in:
3
Factor and factor loading augmented estimators for panel regression
Beyhum, Jad
;
Gautier, Eric
-
2021
Persistent link: https://www.econbiz.de/10012542410
Saved in:
4
Instrumental-variable estimation of exponential regression models with two-way fixed effects with an application to gravity equations
Jochmans, Koen
;
Verardi, Vincenzo
-
2021
-
This version: November 19, 2021
Persistent link: https://www.econbiz.de/10012698501
Saved in:
5
Bias in instrumental-variable estimators of fixed-effect models for count data
Jochmans, Koen
;
Weidner, Martin
-
2021
-
This version: October 29, 2021
Persistent link: https://www.econbiz.de/10012698513
Saved in:
6
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
-
2020
Persistent link: https://www.econbiz.de/10012216029
Saved in:
7
Volatility regressions with fat tails
Kim, Jihyun
;
Meddahi, Nour
-
2020
Persistent link: https://www.econbiz.de/10012216036
Saved in:
8
Stochastic approximation algorithms for superquantiles estimation
Bercu, Bernard
;
Costa, Manon
;
Gadat, Sébastien
-
2020
Persistent link: https://www.econbiz.de/10012286349
Saved in:
9
Non asymptotic controls on a stochastic algorithm for superquantile approximation
Costa, Manon
;
Gadat, Sébastien
-
2020
Persistent link: https://www.econbiz.de/10012316959
Saved in:
10
Square‐root nuclear norm penalized estimator for panel data models with approximately low-rank unobserved heterogeneity
Beyhum, Jad
;
Gautier, Eric
-
2019
Persistent link: https://www.econbiz.de/10012181495
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