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Theorie
164
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115
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Xiu, Dacheng
7
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6
Chib, Siddhartha
6
Dijk, Herman K. van
6
Khalaf, Lynda
6
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6
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5
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4
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Patton, Andrew J.
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Journal of econometrics
Journal of banking & finance
924
European journal of operational research : EJOR
762
NBER working paper series
752
International journal of theoretical and applied finance
685
Finance research letters
673
Working paper / National Bureau of Economic Research, Inc.
644
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629
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559
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512
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468
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422
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417
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415
International review of financial analysis
409
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403
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381
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361
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352
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330
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329
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313
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313
International journal of production research
309
Economics letters
300
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298
Economic modelling
298
Journal of risk management in financial institutions
298
The journal of computational finance
297
The European journal of finance
291
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287
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284
The review of financial studies
280
Journal of empirical finance
279
IMF Working Papers
277
The journal of portfolio management : a publication of Institutional Investor
275
Energy economics
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ECONIS (ZBW)
358
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1
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358
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1
Generalized dynamic panel data models with random effects for cross-section and time
Mesters, G.
;
Koopman, Siem Jan
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 127-140
Persistent link: https://www.econbiz.de/10010433402
Saved in:
2
Improved marginal likelihood estimation via power posteriors and importance
sampling
Li, Yong
;
Wang, Nianling
;
Yu, Jun
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 28-52
Persistent link: https://www.econbiz.de/10014364649
Saved in:
3
On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank : an application of flexible
sampling
methods using neural networ...
Hoogerheide, Lennart F.
;
Kaashoek, Johan F.
;
Dijk, …
- In:
Journal of econometrics
139
(
2007
)
1
,
pp. 154-180
Persistent link: https://www.econbiz.de/10003516747
Saved in:
4
Efficient high-dimensional importance
sampling
Richard, Jean-François
;
Zhang, Wei-Bin
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 1385-1411
Persistent link: https://www.econbiz.de/10003571472
Saved in:
5
Adaptive radial-based direction
sampling
: some flexible and robust Monte Carlo integration methods
Bauwens, Luc
;
Bos, Charles S.
;
Dijk, Herman K. van
; …
- In:
Journal of econometrics
123
(
2004
)
2
,
pp. 201-225
Persistent link: https://www.econbiz.de/10002361666
Saved in:
6
Alternative
sampling
methods for estimating multivariative normal probabilities
Sándor, Zsolt
;
András, Péter
- In:
Journal of econometrics
120
(
2004
)
2
,
pp. 207-234
Persistent link: https://www.econbiz.de/10002028628
Saved in:
7
Posterior simulation and Bayes factors in panel count data models
Chib, Siddhartha
- In:
Journal of econometrics
86
(
1998
)
1
,
pp. 33-54
Persistent link: https://www.econbiz.de/10001243867
Saved in:
8
Sample selections and information-theoretic alternatives to GMM
Nevo, Aviv
- In:
Journal of econometrics
107
(
2002
)
1/2
,
pp. 149-157
Persistent link: https://www.econbiz.de/10001651324
Saved in:
9
Particle efficient importance
sampling
Scharth, Marcel
;
Kohn, Robert
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 133-147
Persistent link: https://www.econbiz.de/10011591626
Saved in:
10
Nonparametric inference of discretely sampled stable Lévy processes
Zhao, Zhibiao
;
Wu, Wei Biao
- In:
Journal of econometrics
153
(
2009
)
1
,
pp. 83-92
Persistent link: https://www.econbiz.de/10003892656
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