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The shorth plot
Einmahl, John H. J. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003736607
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A simple approximation to the convolution of gamma distributions
Stewart, Trevor; Strijbosch, Leo; Moors, Hans; … - 2007 - Rev. version
Persistent link: https://www.econbiz.de/10003662060
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Outlier detection in the lognormal logarithmic conditional autoregressive range model
Chiang, Min-Hsien; Chou, Ray Yeutien; Wang, Li-Min - In: Oxford bulletin of economics and statistics 78 (2016) 1, pp. 126-144
Persistent link: https://www.econbiz.de/10011494656
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Moving the goalposts : addressing limited overlap in the estimation of average treatment effects by changing the estimand
Crump, Richard K.; Hotz, Vincent Joseph; Imbens, Guido; … - 2006
Persistent link: https://www.econbiz.de/10003390459
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Rearranging Edgeworth-Cornish-Fisher expansions
Chernozhukov, Victor (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003529626
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Estimation of long-memory time series models : a survey of different likelihood-based methods
Chan, Ngai Hang; Palma, Wilfredo - 2006
Persistent link: https://www.econbiz.de/10003350086
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Optimal confidence intervals for the tail index and high quantiles
Ferreira, Ana; Vries, Casper G. de - 2004
Persistent link: https://www.econbiz.de/10002200680
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Estimation of the mean of a univariate normal distribution when the variance is not known
Danilov, Dmitry L. - In: The econometrics journal 8 (2005) 3, pp. 277-291
Persistent link: https://www.econbiz.de/10003209064
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The empirical performance of option-based densities of foreign exchange
Craig, Ben R. (contributor); Keller, Joachim G. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542714
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Counts with an endogenous binary regressor : a series expansion approach
Romeu, Andrés (contributor);  … - 2004 - [Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002384148