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73331
Estimating time series models for count data using efficient importance sampling
Jung, Robert C.
;
Liesenfeld, Roman
-
2000
Persistent link: https://www.econbiz.de/10004594600
Saved in:
73332
Statistics for copula based measures of multivariate association : theory and applications to financial data
Gaißer, Sandra Caterina
-
2010
Persistent link: https://www.econbiz.de/10008777746
Saved in:
73333
Design effects : Model based versus design based approach
Ganninger, Matthias
-
2010
Persistent link: https://www.econbiz.de/10004957251
Saved in:
73334
Confidence intervals for correlations in the asymptotic single risk factor model
Höse, Steffi
;
Huschens, Stefan
-
2009
Persistent link: https://www.econbiz.de/10004958679
Saved in:
73335
Essays in the econometrics of dynamic duration models with application to tick by tick financial data
Galli, Fausto
-
2009
Persistent link: https://www.econbiz.de/10004959365
Saved in:
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