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Estimation theory
Statistische Methode
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Heckman, James J.
7
Schmid, Timo
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6
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5
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4
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Weitzman, Martin L.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Staff working paper / Bank of Canada
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IEA CO2 Emissions from Fuel Combustion Statistics: Greenhouse Gas Emissions from Energy
9
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Oxford bulletin of economics and statistics
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World Bank E-Library Archive
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Information systems research : ISR
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International journal of production research
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Statistics in transition : an international journal of the Polish Statistical Association
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Taksonomia
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The econometrics journal
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Advances in econometrics
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Applied economics letters
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Econometric reviews
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International journal of forecasting
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ECONIS (ZBW)
430
USB Cologne (EcoSocSci)
1
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1
Convenient multiple directions of stratification
Jourdain, Benjamin
;
Lapeyre, Bernard
;
Sabino, Piergiacomo
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 867-897
Persistent link: https://www.econbiz.de/10009380998
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2
Likelihood-based estimation of dynamic panels with predetermined regressors
Moral-Benito, Enrique
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 451-472
Persistent link: https://www.econbiz.de/10010337857
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3
Impact of bias in the estimation of American-style options by Monte Carlo simulation
Anukal Chiralaksanakul
- In:
Journal of modelling in management
11
(
2016
)
2
,
pp. 644-659
Persistent link: https://www.econbiz.de/10011529578
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4
Some pitfalls in smooth transition models estimation : a Monte Carlo study
Maugeri, Novella
- In:
Computational economics
44
(
2014
)
3
,
pp. 339-378
Persistent link: https://www.econbiz.de/10010489076
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5
Performances of model selection criteria when variables are ILL conditioned
Karlsson, Peter S.
;
Behrenz, Lars
;
Shukur, Ghazi
- In:
Computational economics
54
(
2019
)
1
,
pp. 77-98
Persistent link: https://www.econbiz.de/10012134085
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6
On the consistency of regression-based Monte Carlo methods for pricing Bermudan options in case of estimated financial models
Fromkorth, Andreas
;
Köhler, Michael
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 371-399
Persistent link: https://www.econbiz.de/10011350612
Saved in:
7
An improved least squares Monte Carlo valuation method based on heteroscedasticity
Fabozzi, Frank J.
;
Paletta, Tommaso
;
Tunaru, Radu
- In:
European journal of operational research : EJOR
263
(
2017
)
2
,
pp. 698-706
Persistent link: https://www.econbiz.de/10011794017
Saved in:
8
A critical analysis of the Weighted Least Squares Monte Carlo method for pricing American options
Reesor, R. Mark
;
Stentoft, Lars
;
Zhu, Xiaotian
- In:
Finance research letters
64
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014531706
Saved in:
9
Robust testing of functional statistics : the bootstrap approach
Breitung, Jörg
-
1990
Persistent link: https://www.econbiz.de/10000781771
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10
Comparative statistical inference
Barnett, Vic
-
1973
Persistent link: https://www.econbiz.de/10000552005
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