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isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
type_genre:"Graue Literatur"
~subject:"Probability theory"
~subject:"Statistische Methodenlehre"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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40
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8
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Daníelsson, Jón
2
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1
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1
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Discussion paper / Tinbergen Institute / Tinbergen Institute
Discussion paper / Tinbergen Institute
103
Working paper / Department of Econometrics and Business Statistics, Monash University
68
CREATES research paper
59
Série des documents de travail / Centre de Recherche en Économie et Statistique
37
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
35
Discussion paper / Center for Economic Research, Tilburg University
32
Cowles Foundation discussion paper
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Discussion papers of interdisciplinary research project 373
21
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
20
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
20
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19
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
18
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18
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17
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16
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16
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16
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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1
Value-at-risk and extreme returns
Daníelsson, Jón
;
Vries, Casper G. de
-
1998
Persistent link: https://www.econbiz.de/10000980737
Saved in:
2
How to make a Hill plot
Drees, Holger
;
Haan, Laurens de
;
Resnick, Sidney I.
-
1998
Persistent link: https://www.econbiz.de/10000991204
Saved in:
3
Bayesian analysis of ARMA models using noninformative priors
Kleibergen, Frank
;
Hoek, Henk
-
1997
Persistent link: https://www.econbiz.de/10000952481
Saved in:
4
Common persistence in nonlinear autoregressive models
Boswijk, Herman Peter
;
Franses, Philip Hans
-
1997
Persistent link: https://www.econbiz.de/10000952484
Saved in:
5
Using a bootstrap method to choose the sample fraction in tail index estimation
Daníelsson, Jón
(
contributor
)
-
1997
Persistent link: https://www.econbiz.de/10000953451
Saved in:
6
Estimating the index of a stable distribution
Haan, Laurens de
;
Pereira, T. Themido
-
1997
Persistent link: https://www.econbiz.de/10000959255
Saved in:
7
Two properties of predicted probabilities in discrete regression models
Cramer, Jan S.
-
1997
Persistent link: https://www.econbiz.de/10000960568
Saved in:
8
Identification of system behaviours by approximation of time series data
Scherrer, Wolfgang
;
Heij, Christiaan
-
1997
Persistent link: https://www.econbiz.de/10000964990
Saved in:
9
Computationally attractive stability tests for the efficient method of moments
Sluis, Pieter J. van der
-
1997
Persistent link: https://www.econbiz.de/10000968763
Saved in:
10
Stratified partial likelihood estimation
Ridder, Geert
;
Tunali, İnsan
-
1997
Persistent link: https://www.econbiz.de/10000976078
Saved in:
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