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subject:"Volatilität"
type_genre:"Working Paper"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~subject:"Bootstrap approach"
~subject:"United States"
~subject:"VAR model"
~type_genre:"Konferenzbeitrag"
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Search: subject_exact:"Estimation theory"
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Volatilität
Bootstrap approach
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VAR model
Estimation theory
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English
14
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Angrist, Joshua D.
4
Abadie, Alberto
3
Imbens, Guido
2
Krueger, Alan B.
2
An, Jong beom
1
Baker, Regina
1
Beaulieu, J. Joseph
1
Bound, John
1
Brandt, Michael W.
1
Den Haan, Wouter J.
1
Diebold, Francis X.
1
Foster, Dean P.
1
García López, José A.
1
Haveman, Robert H.
1
Hellerstein, Judith K.
1
Jaeger, David A.
1
Levin, Andrew T.
1
Manning, Willard G.
1
Miron, Jeffrey A.
1
Mullahy, John
1
Nelson, Daniel B.
1
Santa-Clara, Pedro
1
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Technical working paper / National Bureau of Economic Research
Discussion paper / Tinbergen Institute
47
CEMMAP working papers / Centre for Microdata Methods and Practice
42
CREATES research paper
42
Working paper / National Bureau of Economic Research, Inc.
41
Working paper / Department of Econometrics and Business Statistics, Monash University
24
SFB 649 discussion paper
21
Working paper
21
Discussion paper / Centre for Economic Policy Research
20
Discussion papers / Deutsches Institut für Wirtschaftsforschung
20
CESifo working papers
19
Cowles Foundation discussion paper
19
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18
Queen's Economics Department working paper
17
Discussion paper series / IZA
16
Discussion papers of interdisciplinary research project 373
16
KBI
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Working papers
14
NBER working paper series
13
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
13
Série des documents de travail / Centre de Recherche en Économie et Statistique
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Working paper series
11
Working papers / Rutgers University, Department of Economics
11
Discussion papers / Department of Economics, University of Copenhagen
9
Federal Reserve Bank of Cleveland working paper series
8
Staff reports / Federal Reserve Bank of New York
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CORE discussion papers : DP
7
Discussion paper
7
Discussion paper / Center for Economic Research, Tilburg University
7
Discussion paper / Department of Economics, University of California San Diego
7
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7
Economics discussion papers
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Research paper series / Swiss Finance Institute
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Working paper / Federal Reserve Bank of Dallas, Research Department
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Working papers series in theoretical and applied economics
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CEMFI working paper
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ECONIS (ZBW)
14
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14
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date (oldest first)
1
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
-
2001
Persistent link: https://www.econbiz.de/10001606888
Saved in:
2
Bootstrap test for the effect of a treatment on the distribution of an outcome variable
Abadie, Alberto
-
2000
Persistent link: https://www.econbiz.de/10001515183
Saved in:
3
Robust covariance matrix estimation with data-dependent var prewhitening order
Den Haan, Wouter J.
;
Levin, Andrew T.
-
2000
Persistent link: https://www.econbiz.de/10001489979
Saved in:
4
Semiparametric estimation of instrumental variable models for causal effects
Abadie, Alberto
-
2000
Persistent link: https://www.econbiz.de/10001512768
Saved in:
5
Estimating log models to transform or not to transform?
Manning, Willard G.
;
Mullahy, John
-
1999
Persistent link: https://www.econbiz.de/10001437677
Saved in:
6
Instrumental variables estimation of quantile treatment effects
Abadie, Alberto
-
1998
Persistent link: https://www.econbiz.de/10013453245
Saved in:
7
Imposing moment restrictions from auxiliary data by weighting
Imbens, Guido
;
Hellerstein, Judith K.
-
1996
Persistent link: https://www.econbiz.de/10000945151
Saved in:
8
Modeling volatility dynamics
Diebold, Francis X.
;
García López, José A.
-
1995
Persistent link: https://www.econbiz.de/10000920972
Saved in:
9
Split sample instrumental variables
Angrist, Joshua D.
;
Krueger, Alan B.
-
1994
Persistent link: https://www.econbiz.de/10000884780
Saved in:
10
Continuous record asymptotics for rolling sample variance estimators
Foster, Dean P.
;
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10000934888
Saved in:
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