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subject:"Theorie"
type_genre:"Übersichtsarbeit"
~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~isPartOf:"Working paper series"
~subject:"Estimation theory"
~type_genre:"Arbeitspapier"
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Theorie
Estimation theory
Schätztheorie
135
Theory
85
Time series analysis
33
Zeitreihenanalyse
33
Estimation
10
Schätzung
10
Bootstrap approach
8
Bootstrap-Verfahren
8
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7
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7
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7
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135
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Kohn, Robert
16
Sheather, Simon J.
16
Hettmansperger, Thomas P.
9
McKean, Joseph W.
7
Franses, Philip Hans
6
Wand, M. P.
6
Ansley, Craig F.
5
Carter, Chris K.
5
Canepa, Alessandra
4
Eagleson, Geoff K.
4
Haan, Laurens de
4
Jentsch, Carsten
4
Kleibergen, Frank
4
Smith, Michael S.
4
Daníelsson, Jón
3
Devereux, Paul J.
3
Kiviet, J. F.
3
Musolesi, Antonio
3
Ridder, Geert
3
Sluis, Pieter J. van der
3
Sneek, Kees
3
Wong, Chi-ming
3
Bonham, Carl Stanley
2
Boswijk, Herman Peter
2
Cramer, Jan S.
2
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2
Dijk, Dick van
2
Francq, Christian
2
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2
Gooijer, Jan G. de
2
Heij, Christiaan
2
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2
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2
Montfort, Kees van
2
Oczkowski, Edward A.
2
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2
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2
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2
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Discussion paper / Tinbergen Institute / Tinbergen Institute
Working paper series
CEMMAP working papers / Centre for Microdata Methods and Practice
364
Discussion paper / Tinbergen Institute
304
Série des documents de travail / Centre de Recherche en Économie et Statistique
236
Working paper / National Bureau of Economic Research, Inc.
221
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
197
Discussion paper series / IZA
195
Discussion paper / Center for Economic Research, Tilburg University
185
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172
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165
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137
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125
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125
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119
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106
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105
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98
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90
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90
SFB 649 discussion paper
86
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
82
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
73
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45
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45
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44
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43
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42
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ECONIS (ZBW)
135
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41
EmmPack 1.01 : C/C++ code for use with Ox for estimation of univariate stochastic volatility models with the efficient method of moments
Sluis, Pieter J. van der
-
1998
Persistent link: https://www.econbiz.de/10000981248
Saved in:
42
Bayesian simultaneous equations analysis using reduced rank structures
Kleibergen, Frank
;
Dijk, Herman K. van
-
1998
Persistent link: https://www.econbiz.de/10000981254
Saved in:
43
On the identification of the censored regression model with a stochastic and unobserved treshold
Ridder, Geert
;
Montfort, Kees van
-
1998
Persistent link: https://www.econbiz.de/10000984806
Saved in:
44
Expectations of expansions for estimators in a dynamic panel data model : some results for weakly-exogenous regressors
Kiviet, J. F.
-
1998
-
Rev
Persistent link: https://www.econbiz.de/10000985343
Saved in:
45
Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans
;
Dijk, Dick van
;
Lucas, André
-
1998
Persistent link: https://www.econbiz.de/10000986130
Saved in:
46
Correcting for selective compliance in a re-employment bonus experiment
Bijwaard, Govert
;
Ridder, Geert
-
1998
Persistent link: https://www.econbiz.de/10000994243
Saved in:
47
Abnormal returns, risk, and options in large data sets
Caserta, Silvia
;
Daníelsson, Jón
;
Vries, Casper G. de
-
1998
Persistent link: https://www.econbiz.de/10000994496
Saved in:
48
How to make a Hill plot
Drees, Holger
;
Haan, Laurens de
;
Resnick, Sidney I.
-
1998
Persistent link: https://www.econbiz.de/10000991204
Saved in:
49
Predictive performance of the binary logit model in unbalanced samples
Cramer, Jan S.
-
1998
Persistent link: https://www.econbiz.de/10000991205
Saved in:
50
Priors, posterior odds and Lagrange multiplier statistics in Bayesian analyses of cointegration
Kleibergen, Frank
;
Paap, Richard
-
1997
Persistent link: https://www.econbiz.de/10000952475
Saved in:
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