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type_genre:"Arbeitspapier"
~isPartOf:"Dresdner Beiträge zu quantitativen Verfahren"
~isPartOf:"TRACE discussion papers / Tinbergen Institute"
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Search: subject_exact:"Estimation theory"
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Estimation theory
27
Schätztheorie
27
Theorie
25
Theory
25
Credit risk
9
Kreditrisiko
9
Probability theory
6
Wahrscheinlichkeitsrechnung
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English
22
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Huschens, Stefan
10
Höse, Steffi
4
Brechtmann, Markus
2
Dannenburg, Dennis Ramon
2
Kleibergen, Frank
2
Lehmann, Christoph
2
Schipp, Bernd
2
Tillich, Daniel
2
Vogl, Konstantin
2
Wania, Robert
2
Cheng, Shihong
1
Daníelsson, Jón
1
Dijk, Herman K. van
1
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1
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1
Haan, Laurens de
1
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1
Kiviet, J. F.
1
Lian, Peng
1
McAleer, Michael
1
Peng, Liang
1
Phillips, Garry D. A.
1
Qi, Yongcheng
1
Schipp, Bernhard
1
Stahl, Gerhard
1
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Dresdner Beiträge zu quantitativen Verfahren
TRACE discussion papers / Tinbergen Institute
CEMMAP working papers / Centre for Microdata Methods and Practice
363
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
184
Cowles Foundation discussion paper
170
Working paper / Department of Econometrics and Business Statistics, Monash University
163
CREATES research paper
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125
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124
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119
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91
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90
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86
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82
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73
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ECONIS (ZBW)
27
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1
A multi-stage heuristic of breakpoint estimation for rating classes
Lehmann, Christoph
-
2017
Persistent link: https://www.econbiz.de/10013441258
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2
Estimation in discontinuous Bernoulli mixture models applicable in credit rating systems with dependent data
Tillich, Daniel
;
Lehmann, Christoph
-
2016
Persistent link: https://www.econbiz.de/10013441253
Saved in:
3
Generalized modeling and estimation of rating classes and default probabilities considering dependencies in cross and longitudinal section
Tillich, Daniel
-
2016
Persistent link: https://www.econbiz.de/10013441254
Saved in:
4
Credit portfolio correlations and uncertainty
Höse, Steffi
-
2012
Persistent link: https://www.econbiz.de/10013441220
Saved in:
5
BLUEs for default probabilities
Vogl, Konstantin
;
Wania, Robert
-
2004
Persistent link: https://www.econbiz.de/10013441062
Saved in:
6
Confidence intervals for asset correlations in the asymptotic single risk factor model
Höse, Steffi
-
2011
Persistent link: https://www.econbiz.de/10013441202
Saved in:
7
Confidence intervals for quantiles of a vasicek-distributed credit portfolio loss
Höse, Steffi
-
2010
Persistent link: https://www.econbiz.de/10013441191
Saved in:
8
Confidence intervals for correlations in the asymptotic single risk factor model
Höse, Steffi
-
2009
Persistent link: https://www.econbiz.de/10013441199
Saved in:
9
Estimation of default probabilities and default correlations
Huschens, Stefan
-
2003
Persistent link: https://www.econbiz.de/10013441061
Saved in:
10
Alternative BIAS approximations in first order dynamic reduced form models
Kiviet, J. F.
;
Phillips, Garry D. A.
;
Schipp, Bernhard
-
1998
Persistent link: https://www.econbiz.de/10000978872
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