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isPartOf:"Journal of monetary economics"
subject:"Estimation"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"The review of economics and statistics"
~language:"eng"
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Estimation
Estimation theory
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44
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Maddala, Gangadharrao S.
2
Zhang, Zhimin
2
Abadie, Alberto
1
Abel, Andrew B.
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Ahn, Jae Youn
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Aliber, Michael
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Asamoah, Kwadwo
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Journal of monetary economics
Insurance / Mathematics & economics
The review of economics and statistics
Journal of econometrics
216
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
129
Economics letters
110
Discussion paper series / IZA
58
Applied economics letters
55
Econometric reviews
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Economic modelling
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NBER Working Paper
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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NBER working paper series
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Discussion paper / Tinbergen Institute
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Journal of applied econometrics
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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IZA Discussion Paper
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CESifo working papers
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Quantitative economics : QE ; journal of the Econometric Society
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Journal of banking & finance
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The econometrics journal
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Econometric theory
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Econometrics : open access journal
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Journal of the American Statistical Association : JASA
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Journal of empirical finance
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International journal of forecasting
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Discussion paper / Centre for Economic Policy Research
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International journal of economics and financial issues : IJEFI
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Journal of financial econometrics
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SFB 649 discussion paper
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Working papers series in theoretical and applied economics
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CREATES research paper
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ECONIS (ZBW)
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1
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks
Mao, Tiantian
;
Stupfler, Gilles
;
Yang, Fan
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 173-192
Persistent link: https://www.econbiz.de/10014317144
Saved in:
2
Estimating and backtesting risk under heavy tails
Pitera, Marcin
;
Schmidt, Thorsten
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013264930
Saved in:
3
Extreme value estimation of the conditional risk premium in reinsurance
Goegebeur, Yuri
;
Guillou, Armelle
;
Qin, Jing
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 68-80
Persistent link: https://www.econbiz.de/10012482751
Saved in:
4
Estimation of peer effects in endogenous social networks : Control function approach
Johnsson, Ida
;
Moon, Hyungsik Roger
- In:
The review of economics and statistics
103
(
2021
)
2
,
pp. 328-345
Persistent link: https://www.econbiz.de/10012649785
Saved in:
5
Statistical estimation for some dividend problems under the compound poisson risk model
Xie, Jiayi
;
Zhang, Zhimin
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 101-115
Persistent link: https://www.econbiz.de/10012419256
Saved in:
6
Incorporating big microdata in life table construction : a hypothesis-free estimator
Lledó, Josep
;
Pavia, José Manuel
;
Morillas-Jurado, …
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 138-150
Persistent link: https://www.econbiz.de/10012105528
Saved in:
7
Functional approximation of impulse responses
Barnichon, Regis
;
Matthes, Christian
- In:
Journal of monetary economics
99
(
2018
),
pp. 41-55
Persistent link: https://www.econbiz.de/10012109024
Saved in:
8
Endogenous stratification in randomized experiments
Abadie, Alberto
;
Chingos, Matthew M.
;
West, Martin R.
- In:
The review of economics and statistics
100
(
2018
)
4
,
pp. 567-580
Persistent link: https://www.econbiz.de/10011959654
Saved in:
9
Non-parametric inference of transition probabilities based on Aalen-Johansen integral estimators for acyclic multi-state models : application to LTC insurance
Guibert, Quentin
;
Planchet, Frédéric
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 21-36
Persistent link: https://www.econbiz.de/10011929780
Saved in:
10
Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus
Shimizu, Yasutaka
;
Zhang, Zhimin
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 84-98
Persistent link: https://www.econbiz.de/10011712403
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