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subject:"United Kingdom"
~isPartOf:"Discussion papers in economics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of the American Statistical Association : JASA"
~subject:"Monte-Carlo-Simulation"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Estimation theory"
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United Kingdom
Monte-Carlo-Simulation
Stochastischer Prozess
Estimation theory
479
Schätztheorie
479
Regression analysis
99
Regressionsanalyse
99
Nichtparametrisches Verfahren
88
Nonparametric statistics
88
Time series analysis
74
Zeitreihenanalyse
74
Estimation
55
Schätzung
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Theorie
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29
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Capital income
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Kapitaleinkommen
21
Statistical test
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Statistischer Test
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Induktive Statistik
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Bayes-Statistik
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Bayesian inference
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Maximum likelihood estimation
18
Multivariate Analyse
18
Multivariate analysis
18
Stochastic process
18
Maximum-Likelihood-Schätzung
17
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16
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24
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33
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Kristensen, Dennis
2
Orszag, Jonathan Michael
2
Agosto, Arianna
1
Asai, Manabu
1
Aït-Sahalia, Yacine
1
Bianchi, Marco
1
Blundell, Richard W.
1
Cavaliere, Giuseppe
1
Chafai͏̈, Djalil
1
Chan, Chia-ying
1
Chan, Ngai Hang
1
Chen, Rong
1
Chen, Song Xi
1
Christodoulakis, George A.
1
Concordet, Didier
1
Contoyannis, Paul
1
Creel, Michael D.
1
Dalla, Violetta
1
Daníelsson, Jón
1
De Valpine, Perry
1
Delouille, V.
1
Doucet, Arnaud
1
Fan, Jianqing
1
Fang, Kaitai
1
Gandy, Axel
1
Garratt, Anthony
1
Godsill, Simon J.
1
Guha, Subharup
1
He, Shuyuan
1
Hu, Jianhua
1
Jones, Andrew M.
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Kang, Kyu Ho
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King, Maxwell L.
1
Kiviet, J. F.
1
Lee, Cheol Woo
1
Lee, Kevin C.
1
Lee, Kyungsub
1
Lin, Ming
1
Liu, Jun S.
1
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University of Exeter / Department of Economics
3
Birkbeck College / Department of Economics
2
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1
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Discussion papers in economics
Journal of empirical finance
Journal of the American Statistical Association : JASA
Journal of econometrics
104
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
48
Economics letters
39
Discussion paper / Tinbergen Institute
35
Econometric reviews
35
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26
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26
Econometric theory
23
European journal of operational research : EJOR
22
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21
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20
The econometrics journal
19
NBER working paper series
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Applied economics letters
17
CREATES research paper
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Applied economics
16
Oxford bulletin of economics and statistics
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
15
Econometrics : open access journal
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Journal of applied econometrics
14
Operations research
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Working paper
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Discussion paper
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Risks : open access journal
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Cowles Foundation discussion paper
12
Discussion papers of interdisciplinary research project 373
12
Mathematics of operations research
12
Insurance / Mathematics & economics
11
Journal of productivity analysis
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
Working paper / Department of Econometrics and Business Statistics, Monash University
11
Discussion paper series / IZA
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Quantitative economics : QE ; journal of the Econometric Society
10
Quantitative finance
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ECONIS (ZBW)
33
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1
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
2
Bond and option prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
3
Marked Hawkes process modeling of price dynamics and volatility estimation
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Journal of empirical finance
40
(
2017
),
pp. 174-200
Persistent link: https://www.econbiz.de/10011745018
Saved in:
4
Modeling corporate defaults : poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
- In:
Journal of empirical finance
38
(
2016
),
pp. 640-663
Persistent link: https://www.econbiz.de/10011663393
Saved in:
5
Power transformations of absolute returns and long memory estimation
Dalla, Violetta
- In:
Journal of empirical finance
33
(
2015
),
pp. 1-18
Persistent link: https://www.econbiz.de/10011556833
Saved in:
6
ABC of SV: limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
- In:
Journal of empirical finance
31
(
2015
),
pp. 85-108
Persistent link: https://www.econbiz.de/10011489408
Saved in:
7
Empirical test of the efficiency of the UK covered warrants market : stochastic dominance and likelihood ratio test approach
Chan, Chia-ying
;
Peretti, Christian de
;
Qiao, Zhuo
; …
- In:
Journal of empirical finance
19
(
2012
)
1
,
pp. 162-174
Persistent link: https://www.econbiz.de/10009615744
Saved in:
8
On generating Monte Carlo samples of continuous diffusion bridges
Lin, Ming
;
Chen, Rong
;
Mykland, Per A.
- In:
Journal of the American Statistical Association : JASA
105
(
2010
)
490
,
pp. 820-838
Persistent link: https://www.econbiz.de/10008736836
Saved in:
9
The dynamics of health in British households : simulation-based inference in panel probit models
Contoyannis, Paul
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001623927
Saved in:
10
Confidence regions for the multinomial parameter with small sample size
Chafai͏̈, Djalil
;
Concordet, Didier
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
487
,
pp. 1071-1079
Persistent link: https://www.econbiz.de/10003902794
Saved in:
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