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~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
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1
Nonseparable panel models with index structure and correlated random effects
Čížek, Pavel
;
Sadikoğlu, Serhan
-
2022
Persistent link: https://www.econbiz.de/10013171368
Saved in:
2
Evaluation of moments of quadratic forms in normal variables
Magnus, Jan R.
;
Pesaran, Bahram
-
1990
Persistent link: https://www.econbiz.de/10000786810
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3
A method of moments estimator of tail dependence in elliptical copula models
Krajina, Andrea
-
2009
Persistent link: https://www.econbiz.de/10003865602
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4
Signaling without common prior : an experiment
Drouvelis, Michalis
;
Müller, Wieland
;
Possajennikov, …
-
2009
Persistent link: https://www.econbiz.de/10003847073
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5
A class of simple distribution-free rank-based unit root tests
Hallin, Marc
;
Akker, Ramon van den
;
Werker, Bas J. M.
-
2010
Persistent link: https://www.econbiz.de/10003992222
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6
A class of simple distribution-free rank-based unit root tests
Hallin, Marc
;
Akker, Ramon van den
;
Werker, Bas J. M.
-
2011
-
rev.
Persistent link: https://www.econbiz.de/10008807395
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7
An M-estimator for tail dependence in arbitrary dimensions
Einmahl, John H. J.
;
Krajina, Andrea
;
Segers, Johan
-
2011
Persistent link: https://www.econbiz.de/10008841187
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8
How to determine the order-up-to level when demand is gamma distributed with unknown parameters
Janssen, E.
(
contributor
);
Strijbosch, L. W. G.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003674543
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9
A method of moments estimator of tail dependence
Einmahl, John H. J.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003674635
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10
Asymptotically distribution-free goodness-of-fit testing for tail copulas
Can, Sami Umut
;
Einmahl, John H. J.
;
Khmaladze, Estate V.
; …
-
2014
Persistent link: https://www.econbiz.de/10011283328
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