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Importance sampling schemes fo...
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Sampling
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Koopman, Siem Jan
70
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35
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31
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29
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28
Wagner, Gert G.
28
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27
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27
Pfaffermayr, Michael
24
Dijk, Herman K. van
23
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21
Fiorentini, Gabriele
21
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21
Sentana, Enrique
21
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21
Stenger, Horst
20
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19
Lucas, André
19
Pannenberg, Markus
18
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18
Aït-Sahalia, Yacine
17
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17
Zha, Tao
17
Brakel, Jan A. van den
16
Büning, Herbert
16
Krumbholz, Wolf
16
Schorfheide, Frank
16
Tsionas, Efthymios G.
16
Yu, Jun
16
Chernozhukov, Victor
15
Heckman, James J.
15
Jungbacker, Borus
15
Lieberman, Offer
15
Andrews, Donald W. K.
14
Chan, Felix
14
Egger, Peter
14
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14
Steinhauer, Hans Walter
14
Chen, Xiaohong
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Tilburg University, School of Economics and Management
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Mathematica Policy Research
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3
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Statistics in transition : an international journal of the Polish Statistical Association
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Applied economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Vierteljahrshefte zur Wirtschaftsforschung
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
29
Journal of applied econometrics
29
Annals of the Institute of Statistical Mathematics
28
Discussion paper / Central Bureau voor de Statistiek
28
Econometrics : open access journal
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The review of economics and statistics
27
Applied economics letters
26
Economic modelling
25
International journal of quality & reliability management
25
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ECONIS (ZBW)
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EconStor
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BASE
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1
Maximum simulated likelihood estimation of the panel sample selection model
Lai, Hung-Pin
;
Tsay, Wen-jen
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 744-759
Persistent link: https://www.econbiz.de/10012040407
Saved in:
2
Maximum likelihood estimation in small samples
Shenton, L. R.
;
Bowman, K. O.
-
1977
Persistent link: https://www.econbiz.de/10000064261
Saved in:
3
Long memory modelling of inflation with stochastic variance and structural breaks
Bos, Charles S.
;
Koopman, Siem Jan
;
Ooms, Marius
-
2007
Persistent link: https://www.econbiz.de/10003645182
Saved in:
4
Parametric inference for discretely sampled stochastic differential equations
Sørensen, Michael
- In:
Handbook of financial time series
,
(pp. 531-553)
.
2009
Persistent link: https://www.econbiz.de/10003834179
Saved in:
5
Importance
sampling
for weighted-serve-the-longest-queue
Dupuis, Paul
;
Leder, Kevin
;
Wang, Hui
- In:
Mathematics of operations research
34
(
2009
)
3
,
pp. 642-660
Persistent link: https://www.econbiz.de/10003892602
Saved in:
6
On the weighted maximum likelihood estimator for endogenous stratified samples when the population strata probalbilities are unknown
Ramalho, Esmeralda A.
;
Ramalho, Joaquim J. S.
- In:
Applied economics letters
14
(
2007
)
1/3
,
pp. 171-174
Persistent link: https://www.econbiz.de/10003448458
Saved in:
7
Bayesian inference for discretely sampled Markov processes with closed-form likelihood expansions
Stramer, Osnat
;
Bognar, Matthew
;
Schneider, Paul
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
4
,
pp. 450-480
Persistent link: https://www.econbiz.de/10008665746
Saved in:
8
Survey
sampling
: a necessary journey in the prediction world
Bjørnstad, Jan F.
-
2010
Persistent link: https://www.econbiz.de/10003937307
Saved in:
9
Empirical likelihood in missing data problems
Qin, Jing
;
Zhang, Biao
;
Leung, Denis H. Y.
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
488
,
pp. 1492-1503
Persistent link: https://www.econbiz.de/10003993009
Saved in:
10
Parameter driven multi-state duration models : simulated vs. approximate maximum likelihood estimation
Monteiro, André Antonio
-
2008
Persistent link: https://www.econbiz.de/10003690030
Saved in:
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