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isPartOf:"Applying maximum entropy to econometric problems"
subject:"Monte Carlo simulation"
~accessRights:"restricted"
~isPartOf:"Econometric reviews"
~subject:"Entropy"
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Monte Carlo simulation
Entropy
Estimation theory
238
Schätztheorie
238
Nichtparametrisches Verfahren
66
Nonparametric statistics
66
Time series analysis
53
Zeitreihenanalyse
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panel data
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Applying maximum entropy to econometric problems
Econometric reviews
Journal of econometrics
21
Computational economics
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Economics letters
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
European journal of operational research : EJOR
7
Applied economics
6
Economic modelling
6
Applied economics letters
5
Journal of quantitative economics
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Insurance / Mathematics & economics
4
International journal of forecasting
4
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4
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4
The journal of computational finance
4
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3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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3
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3
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3
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Working paper / National Bureau of Economic Research, Inc.
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2
International journal of theoretical and applied finance
2
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2
Journal of geographical systems : geographical information, analysis, theory, and decision
2
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2
Networks and spatial economics : a journal of infrastructure modeling and computation
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Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
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Advanced Mathematical Methods for Economic Efficiency Analysis : Theory and Empirical Applications
1
Afro-Asian Journal of Finance and Accounting : AAJFA
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Algorithmic finance
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American journal of agricultural economics
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Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors
Coudin, Elise
;
Dufour, Jean-Marie
- In:
Econometric reviews
39
(
2020
)
8
,
pp. 763-791
Persistent link: https://www.econbiz.de/10012295580
Saved in:
2
Information measures of kernel estimation
Beheshti, Neshat
;
Racine, Jeffrey
;
Soofi, Ehsan S.
- In:
Econometric reviews
38
(
2019
)
1
,
pp. 47-68
Persistent link: https://www.econbiz.de/10012180697
Saved in:
3
Bias-corrected realized variance
Yeh, Jin-huei
;
Wang, Jying-Nan
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 170-192
Persistent link: https://www.econbiz.de/10012180719
Saved in:
4
Practical procedures to deal with common support problems in matching estimation
Lechner, Michael
;
Strittmatter, Anthony
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 193-207
Persistent link: https://www.econbiz.de/10012180727
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5
A nonparametric specification test for the volatility functions of diffusion processes
Chen, Qiang
;
Hu, Meidi
;
Song, Xiaojun
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 557-576
Persistent link: https://www.econbiz.de/10012181335
Saved in:
6
Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility
León-González, Roberto
- In:
Econometric reviews
38
(
2019
)
8
,
pp. 899-920
Persistent link: https://www.econbiz.de/10012181373
Saved in:
7
Information theoretic methods in small domain estimation
Bernardini Papalia, Rosa
;
Fernández Vázquez, Esteban
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 347-359
Persistent link: https://www.econbiz.de/10012038716
Saved in:
8
Robust parametric tests of constant conditional correlation in a MGARCH model
Shadat, Wasel
;
Orme, Chris D.
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 551-576
Persistent link: https://www.econbiz.de/10012039397
Saved in:
9
First difference transformation in panel VAR models : robustness, estimation, and inference
Juodis, Artūras
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 650-693
Persistent link: https://www.econbiz.de/10012040399
Saved in:
10
Fixed T dynamic panel data estimators with multifactor errors
Juodis, Artūras
;
Sarafidis, Vasilis
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 893-929
Persistent link: https://www.econbiz.de/10012040421
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