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~person:"Lux, Thomas"
~person:"Wang, Wei"
~subject:"Behavioural finance"
~subject:"Estimation theory"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Thesis"
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Behavioural finance
Estimation theory
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26
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26
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15
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15
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8
Schätztheorie
8
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Lux, Thomas
Wang, Wei
Lee, Lung-fei
25
Kelejian, Harry H.
9
Kirchler, Michael
9
Hens, Thorsten
8
Huber, Jürgen
8
Schenk-Hoppé, Klaus Reiner
8
Anselin, Luc
7
Bera, Anil K.
7
Evstigneev, Igor V.
7
Lesage, James P.
7
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6
Doğan, Osman
6
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5
Baltagi, Badi H.
5
Franke, Reiner
5
Jin, Fei
5
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5
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5
Stöckl, Thomas
5
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5
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4
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4
Dindo, Pietro
4
Durand, Robert B.
4
Egger, Peter
4
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4
Golan, Amos
4
Griffith, Daniel A.
4
Han, Xiaoyi
4
He, Xue-zhong
4
Hooy, Chee Wooi
4
Liu, Xiaodong
4
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4
Rzeszutek, Marcin
4
Taṣpınar, Süleyman
4
Te, Bao
4
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4
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4
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Computational economics
2
Journal of economic dynamics & control
2
Economics letters
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The econometrics journal
1
Theoretical economics letters
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ECONIS (ZBW)
11
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1
Bayesian estimation of agent-based models via adaptive particle Markov chain Monte Carlo
Lux, Thomas
- In:
Computational economics
60
(
2022
)
2
,
pp. 451-477
Persistent link: https://www.econbiz.de/10013380785
Saved in:
2
Approximate Bayesian inference for agent-based models in
economics
: a case study
Lux, Thomas
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 423-447
Persistent link: https://www.econbiz.de/10014372903
Saved in:
3
Estimation of sentiment effects in financial markets : a simulated method of moments approach
Chen, Zhenxi
;
Lux, Thomas
- In:
Computational economics
52
(
2018
)
3
,
pp. 711-744
Persistent link: https://www.econbiz.de/10012053041
Saved in:
4
Estimation of agent-based models using sequential Monte Carlo methods
Lux, Thomas
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 391-408
Persistent link: https://www.econbiz.de/10011974212
Saved in:
5
Estimation of spatial panel data models with time varying spatial weights matrices
Wang, Wei
;
Yu, Jihai
- In:
Economics letters
128
(
2015
),
pp. 95-99
Persistent link: https://www.econbiz.de/10011383029
Saved in:
6
Testing for spatial correlations with randomly missing observations in the dependent variable
Gao, Jing
;
Wang, Wei
- In:
Theoretical economics letters
4
(
2014
)
8
,
pp. 623-633
Persistent link: https://www.econbiz.de/10010531315
Saved in:
7
Estimation of spatial autoregressive models with randomly missing data in the dependent variable
Wang, Wei
;
Lee, Lung-fei
- In:
The econometrics journal
16
(
2013
)
1
,
pp. 73-102
Persistent link: https://www.econbiz.de/10009722511
Saved in:
8
Moment-based estimation of macroscopic dynamic models in macroeconomics and finance
Jang, Tae-Seok
-
2012
Persistent link: https://www.econbiz.de/10009658155
Saved in:
9
Estimation of an agent-based model of investor sentiment formation in financial markets
Lux, Thomas
- In:
Journal of economic dynamics & control
36
(
2012
)
8
,
pp. 1284-1302
Persistent link: https://www.econbiz.de/10009655681
Saved in:
10
Applications of agent-based models and nonlinear econometrics in finance
Demary, Markus
-
2010
financial
economics
. The first part deals with the analysis of the effectiveness of currency transaction taxes within financial …
Persistent link: https://www.econbiz.de/10008664302
Saved in:
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