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subject:"Volatilität"
type_genre:"Working Paper"
~isPartOf:"Discussion papers in economics"
~subject:"Monte-Carlo-Simulation"
~subject:"Panel"
~subject:"Statistischer Test"
~subject:"United States"
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Search: subject_exact:"Estimation theory"
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Volatilität
Monte-Carlo-Simulation
Panel
Statistischer Test
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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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12
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5
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11
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9
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11
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Chen, Jia
2
Marsh, Patrick W. N.
2
Bianchi, Marco
1
Christodoulakis, George A.
1
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1
Coroneo, Laura
1
Iacone, Fabrizio
1
Jones, Andrew M.
1
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1
Kiviet, J. F.
1
Leon-Gonzalez, Roberto
1
Orszag, Jonathan Michael
1
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1
Satchell, Stephen
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
97
Discussion paper / Tinbergen Institute
73
Working paper / National Bureau of Economic Research, Inc.
56
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51
Working paper / Department of Econometrics and Business Statistics, Monash University
46
Cowles Foundation discussion paper
40
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39
CESifo working papers
38
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35
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
29
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22
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19
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19
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18
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17
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
17
Discussion papers of interdisciplinary research project 373
17
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17
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16
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15
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9
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9
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Memorandum / Department of Economics, University of Oslo
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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
Saved in:
2
Testing for equal predictive accuracy with strong dependence
Coroneo, Laura
;
Iacone, Fabrizio
-
2021
Persistent link: https://www.econbiz.de/10012817692
Saved in:
3
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:
4
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:
5
Constructing optimal tests on a lagged dependent variable
Marsh, Patrick W. N.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003376025
Saved in:
6
A two-sample non-parametric likelihood ratio test
Marsh, Patrick W. N.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003050834
Saved in:
7
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:
8
Moment approximation for least squares estimators in dynamic regression models with a unit root
Kiviet, J. F.
;
Phillips, Garry D. A.
-
1999
Persistent link: https://www.econbiz.de/10001398338
Saved in:
9
Forecasting (LOG) volatility models
Christodoulakis, George A.
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10000998647
Saved in:
10
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:
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