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isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
subject:"Time series analysis"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Mehrgleichungsmodell"
~subject:"Statistische Verteilung"
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Time series analysis
Mehrgleichungsmodell
Statistische Verteilung
Estimation theory
224
Schätztheorie
224
Statistical distribution
48
Theorie
36
Theory
36
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Regression analysis
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Franses, Philip Hans
8
Guillou, Armelle
5
Kloek, T.
5
Dijk, H. K. van
4
Goegebeur, Yuri
4
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Haan, L. de
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Abrahamse, A. P. J.
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Report / Econometric Institute, Erasmus University Rotterdam
Insurance / Mathematics & economics
Journal of econometrics
364
Econometric theory
182
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
161
Economics letters
159
Discussion paper / Tinbergen Institute
113
Econometric reviews
107
International journal of forecasting
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Working paper / Department of Econometrics and Business Statistics, Monash University
66
CREATES research paper
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Econometrics : open access journal
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Applied economics letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of the American Statistical Association : JASA
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The econometrics journal
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NBER Working Paper
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Cowles Foundation discussion paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
44
Applied economics
42
Computational economics
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Journal of time series econometrics
39
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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Economic modelling
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Discussion paper / Center for Economic Research, Tilburg University
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Journal of applied econometrics
31
SFB 649 discussion paper
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EUI working paper / ECO
30
Journal of empirical finance
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NBER working paper series
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LSE STICERD Research Paper
28
Oxford bulletin of economics and statistics
28
Statistics in transition : an international journal of the Polish Statistical Association
28
Working paper
27
Discussion papers of interdisciplinary research project 373
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NBER technical working paper series
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1
Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model
Chen, Yu
;
Ma, Mengyuan
;
Sun, Hongfang
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 142-162
Persistent link: https://www.econbiz.de/10014317142
Saved in:
2
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:
3
Nonparametric density estimation and risk quantification from tabulated sample moments
Lambert, Philippe
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 177-189
Persistent link: https://www.econbiz.de/10013534519
Saved in:
4
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:
5
Penalized quasi-likelihood estimation of generalized Pareto regression : consistent identification of risk factors for extreme losses
Meng, Jin
;
Chan, Kung-sik
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 60-75
Persistent link: https://www.econbiz.de/10013264936
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6
Estimating the time value of ruin in a Lévy risk model under low-frequency observation
Wang, Wenyuan
;
Xie, Jiayi
;
Zhang, Zhimin
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 133-157
Persistent link: https://www.econbiz.de/10013264942
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7
A general optimal approach to Bühlmann credibility theory
Yan, Yujie
;
Song, Kai-Sheng
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 262-282
Persistent link: https://www.econbiz.de/10013264957
Saved in:
8
Mortality modeling and regression with matrix distributions
Albrecher, Hansjörg
;
Bladt, Martin
;
Bladt, Mogens
; …
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 68-87
Persistent link: https://www.econbiz.de/10013471186
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9
Extreme-value based estimation of the conditional tail moment with application to reinsurance rating
Goegebeur, Yuri
;
Guillou, Armelle
;
Pedersen, Tine
;
Qin, Jing
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 102-122
Persistent link: https://www.econbiz.de/10013471190
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10
Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models
Fung, Tsz Chai
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 180-198
Persistent link: https://www.econbiz.de/10013471210
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