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type:"article"
type_genre:"Bibliography included"
~isPartOf:"Economic notes : economic review of Banca Monte dei Paschi di Siena"
~subject:"Estimation theory"
~subject:"Statistische Methodenlehre"
~type_genre:"Article in journal"
~type_genre:"Graue Literatur"
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Estimation theory
Statistische Methodenlehre
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13
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9
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9
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3
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3
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3
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Angelini, Flavio
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Bergstrom, A. R.
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Bernardini Papalia, Rosa
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Bodo, Giorgio
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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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1
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Economic notes : economic review of Banca Monte dei Paschi di Siena
Journal of econometrics
1,589
Economics letters
961
Econometric theory
720
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
590
Econometric reviews
446
Journal of the American Statistical Association : JASA
324
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
312
The econometrics journal
271
Journal of applied econometrics
220
Applied economics letters
198
Oxford bulletin of economics and statistics
186
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
182
European journal of operational research : EJOR
179
Applied economics
169
Journal of quantitative economics : official journal of the Indian Econometric Society
166
Econometrics : open access journal
152
International journal of forecasting
152
The review of economics and statistics
148
Economic modelling
139
Quantitative economics : QE ; journal of the Econometric Society
127
Journal of forecasting
125
Insurance / Mathematics & economics
117
Computational economics
111
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
107
Statistical papers
102
Statistics in transition : an international journal of the Polish Statistical Association
96
Journal of economic dynamics & control
91
The review of economic studies
86
American journal of agricultural economics
77
Journal of banking & finance
74
Journal of empirical finance
73
Journal of financial econometrics : official journal of the Society for Financial Econometrics
72
International economic review
70
Annales d'économie et de statistique
69
Finance research letters
69
Metrika : international journal for theoretical and applied statistics
68
Operations research
63
Empirical economics : a quarterly journal of the Institute for Advanced Studies
61
Journal of productivity analysis
60
Journal of risk and financial management : JRFM
60
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ECONIS (ZBW)
13
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1
An improved two-step regularization scheme for spot volatility estimation
Ogawa, Shigeyoshi
;
Sanfelici, Simona
- In:
Economic notes : economic review of Banca Monte dei …
40
(
2011
)
3
,
pp. 107-134
Persistent link: https://www.econbiz.de/10009515625
Saved in:
2
Numerical analysis of volatility change point estimators for discretely sampled stochastic differential equations
Iacus, Stefano Maria
;
Yoshida, Nakahiro
- In:
Economic notes : economic review of Banca Monte dei …
39
(
2010
)
1/2
,
pp. 107-127
Persistent link: https://www.econbiz.de/10008826253
Saved in:
3
On the effect of skewness and kurtosis misspecification on the hedging error
Angelini, Flavio
;
Nicolosi, Marco
- In:
Economic notes : economic review of Banca Monte dei …
39
(
2010
)
3
,
pp. 203-226
Persistent link: https://www.econbiz.de/10009129970
Saved in:
4
Gaussian estimation of a two-factor continuous time model of the short-term interest rate
Bergstrom, A. R.
;
Nowman, K. B.
- In:
Economic notes : economic review of Banca Monte dei …
28
(
1999
)
1
,
pp. 25-41
Persistent link: https://www.econbiz.de/10001371828
Saved in:
5
Co-integration test for long-run equilibrium in the monetary exchange rate model
Paleologos, John M.
- In:
Economic notes : economic review of Banca Monte dei …
25
(
1996
)
2
,
pp. 293-320
Persistent link: https://www.econbiz.de/10001210902
Saved in:
6
Testing proportionality and symmetry in purchasing power parity using dynamic specifications
Moosa, Imad A.
- In:
Economic notes : economic review of Banca Monte dei …
25
(
1996
)
2
,
pp. 283-292
Persistent link: https://www.econbiz.de/10001210911
Saved in:
7
Testing output stationarity through its supply components : Italy, 1861 - 1993
Gallegati, Marco
- In:
Economic notes : economic review of Banca Monte dei …
25
(
1996
)
2
,
pp. 249-260
Persistent link: https://www.econbiz.de/10001210914
Saved in:
8
Testing the relevance of Tobin's approach for modelling consumption
Filippucci, Carlo
- In:
Economic notes : economic review of Banca Monte dei …
25
(
1996
)
2
,
pp. 225-247
Persistent link: https://www.econbiz.de/10001210915
Saved in:
9
Continuous time conditionally heteroskedastic models : theory with applications to the term structure of interest rates
Fornari, Fabio
- In:
Economic notes : economic review of Banca Monte dei …
24
(
1995
)
2
,
pp. 327-352
Persistent link: https://www.econbiz.de/10001196572
Saved in:
10
Testing for the stationarity of output components : some results for Italy
Haan, Jakob de
- In:
Economic notes : economic review of Banca Monte dei …
23
(
1994
)
3
,
pp. 402-409
Persistent link: https://www.econbiz.de/10001181569
Saved in:
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