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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Discussion papers in economics"
~subject:"Momentenmethode"
~subject:"Panel"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Momentenmethode
Panel
Estimation theory
55
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55
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20
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20
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12
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11
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Chen, Jia
2
Karanasos, Menelaos
2
Bianchi, Marco
1
Bravo, Francesco
1
Christodoulakis, George A.
1
Contoyannis, Paul
1
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1
Kim, J.
1
Leon-Gonzalez, Roberto
1
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1
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1
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1
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1
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1
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1
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1
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2
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2
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Discussion papers in economics
CEMMAP working papers / Centre for Microdata Methods and Practice
74
Discussion paper / Tinbergen Institute
57
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40
Working paper / Department of Econometrics and Business Statistics, Monash University
34
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33
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13
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8
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7
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ECONIS (ZBW)
11
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1
Equivalence of alternative specifications of nonlinear panel data models
Simmons, Peter J.
-
2022
Persistent link: https://www.econbiz.de/10014288037
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2
Estimation and inference in heterogeneous spatial panel data models with a multifactor error structure
Chen, Jia
;
Shin, Yongcheol
;
Zheng, Chaowen
-
2020
-
This version: March, 2020
Persistent link: https://www.econbiz.de/10012199405
Saved in:
3
Estimating latent group structure in time-varying coefficient panel data models
Chen, Jia
-
2018
-
Version: October 24, 2018
Persistent link: https://www.econbiz.de/10011941321
Saved in:
4
Efficient M-estimators with auxiliary information
Bravo, Francesco
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003746913
Saved in:
5
Using simulation-based inference with panel data in health economics
Contoyannis, Paul
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001628503
Saved in:
6
Moments of the ARAM-EGARCH model
Karanasos, Menelaos
;
Kim, J.
-
2000
Persistent link: https://www.econbiz.de/10001527216
Saved in:
7
Edgeworth expansions in Gaussian autoregression
Marsh, Patrick
-
2000
Persistent link: https://www.econbiz.de/10001541342
Saved in:
8
Forecasting (LOG) volatility models
Christodoulakis, George A.
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10000998647
Saved in:
9
Semi-parametric modelling of the term structure
Bianchi, Marco
;
Orszag, Jonathan Michael
;
Steeley, James M.
-
1997
Persistent link: https://www.econbiz.de/10000956524
Saved in:
10
Some new results on GARCH : exact formulas for the 2nd moments of the squared errors
Karanasos, Menelaos
-
1996
Persistent link: https://www.econbiz.de/10000953935
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