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isPartOf:"American journal of agricultural economics"
type:"article"
~isPartOf:"Quantitative finance"
~isPartOf:"The review of economic studies"
~subject:"Wahrscheinlichkeitsrechnung"
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Wahrscheinlichkeitsrechnung
Estimation theory
203
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32
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32
Time series analysis
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Hotz, Vincent Joseph
2
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1
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American journal of agricultural economics
Quantitative finance
The review of economic studies
Journal of econometrics
24
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Statistics in transition : an international journal of the Polish Statistical Association
16
Economics letters
14
Order statistics: applications
11
Econometric reviews
10
European journal of operational research : EJOR
10
Econometric theory
9
Insurance / Mathematics & economics
9
International journal of forecasting
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Statistical papers
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Operations research letters
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Journal of the American Statistical Association : JASA
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Metrika : international journal for theoretical and applied statistics
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The econometrics journal
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
Astin bulletin : the journal of the International Actuarial Association
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Computational Management Science : CMS
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of economic dynamics & control
3
Journal of quantitative economics
3
Mathematics of operations research
3
Pakistan journal of commerce and social sciences
3
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
3
Quantitative economics : QE ; journal of the Econometric Society
3
Risks : open access journal
3
Scandinavian actuarial journal
3
Applied economics letters
2
Cogent economics & finance
2
Computational economics
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Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
2
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
2
European journal of industrial engineering : EJIE
2
Finance research letters
2
Handbook of econometrics : volume 2
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Handbook of econometrics ; Vol. 2
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INFORMS journal on computing : JOC
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ECONIS (ZBW)
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1
On a new parametrization class of solvable diffusion models and transition probability kernels
Tudor, Sebastian F.
;
Chatterjee, Rupak
;
Tydniouk, Igor
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1773-1790
Persistent link: https://www.econbiz.de/10012653711
Saved in:
2
Improvements in estimating the probability of informed trading models
Cheng, Tsung-Chi
;
Lai, Hung-neng
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 771-796
Persistent link: https://www.econbiz.de/10012500188
Saved in:
3
Approximate permutation tests and induced order statistics in the regression discontinuity design
Canay, Ivan A.
;
Kamat, Vishal
- In:
The review of economic studies
85
(
2018
)
3
,
pp. 1577-1608
Persistent link: https://www.econbiz.de/10011923477
Saved in:
4
Short term prediction of extreme returns based on the recurrence interval analysis
Jiang, Zhi-Qiang
;
Wang, Gang-Jin
;
Canabarro, Askery
; …
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 353-370
Persistent link: https://www.econbiz.de/10011906380
Saved in:
5
Inverse probability tilting for moment condition models with missing data
Graham, Bryan S.
;
Pinto, Cristine Campos de Xavier
; …
- In:
The review of economic studies
79
(
2012
)
3
,
pp. 1053-1079
Persistent link: https://www.econbiz.de/10009613909
Saved in:
6
Stochastic volatility : likelihood inference and comparison with ARCH models
Kim, Sangjoon
- In:
The review of economic studies
65
(
1998
)
3
,
pp. 361-393
Persistent link: https://www.econbiz.de/10001244376
Saved in:
7
A simulation estimator for dynamic models of discrete choice
Hotz, Vincent Joseph
(
contributor
)
- In:
The review of economic studies
61
(
1994
)
2
,
pp. 265-289
Persistent link: https://www.econbiz.de/10001160739
Saved in:
8
Conditional choice probabilities and the estimation of dynamic models
Hotz, Vincent Joseph
- In:
The review of economic studies
60
(
1993
)
3
,
pp. 497-529
Persistent link: https://www.econbiz.de/10001147521
Saved in:
9
Two practical procedures for estimating multivariate nonnormal probability density functions
Taylor, Charles Robert
- In:
American journal of agricultural economics
72
(
1990
)
1
,
pp. 210-217
Persistent link: https://www.econbiz.de/10001083279
Saved in:
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