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isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
type:"book"
~isPartOf:"CORE discussion paper : DP"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Stochastic process"
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Search: subject_exact:"Estimation theory"
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Stochastic process
Estimation theory
417
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Center for Economic Analysis of Human Behavior and Social Institutions, National Bureau of Economic Research, inc.
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Estimation of affine term structure models with spanned or unspanned stochastic volatility
Creal, Drew
;
Wu, Jing Cynthia
-
2014
Persistent link: https://www.econbiz.de/10010360896
Saved in:
2
A parametric approach to flexible nonlinear inference
Hamilton, James D.
-
1999
Persistent link: https://www.econbiz.de/10001368232
Saved in:
3
Stochastic permanent breaks
Engle, Robert F.
;
Smith, Aaron D.
-
1998
Persistent link: https://www.econbiz.de/10000983276
Saved in:
4
Costs of equity capital and model mispricing
Pástor, Ľuboš
;
Stambaugh, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000659972
Saved in:
5
Gaussian estimation fo a contiuous time dynamic model with common stochastic trends
Simos, Theodore
-
1995
Persistent link: https://www.econbiz.de/10000908401
Saved in:
6
Estimating diffusion models of stochastic volatility
Engle, Robert F.
;
Lee, Gary G. J.
-
1995
Persistent link: https://www.econbiz.de/10000930719
Saved in:
7
Estimation of a stochastic model of reproduction : an econometric approach
Heckman, James J.
;
Willis, Robert J.
-
1974
Persistent link: https://www.econbiz.de/10002755918
Saved in:
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