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isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
subject:"Schätztheorie"
~isPartOf:"Econometric theory"
~isPartOf:"International economic review"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"Option pricing theory"
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Schätztheorie
Option pricing theory
Theorie
2,680
Theory
2,680
Estimation theory
498
Time series analysis
263
Zeitreihenanalyse
263
USA
142
United States
142
Statistical theory
105
Statistische Methodenlehre
105
Estimation
94
Schätzung
94
Search theory
93
Suchtheorie
93
Nichtparametrisches Verfahren
92
Nonparametric statistics
92
Stochastic process
76
Stochastischer Prozess
76
Game theory
75
Regression analysis
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Regressionsanalyse
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Spieltheorie
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47
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47
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169
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Graue Literatur
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Gouriéroux, Christian
20
Robert, Christian P.
17
Zakoïan, Jean-Michel
13
Francq, Christian
11
Guégan, Dominique
10
Monfort, Alain
10
Scaillet, Olivier
9
Ghysels, Eric
7
Jasiak, Joann
7
Lee, Lung-fei
7
Linton, Oliver
7
Saikkonen, Pentti
7
Comte, Fabienne
6
Darolles, Serge
6
Fermanian, Jean-David
6
Lieberman, Offer
6
Robin, Jean-Marc
6
Rousseau, Judith
6
White, Halbert
6
Wooldridge, Jeffrey M.
6
Berred, Alexandre M.
5
Chambers, Marcus J.
5
Delecroix, Michel
5
Guerre, Emmanuel
5
Hristache, Marian
5
Jong, Robert M. de
5
Li, Qi
5
Philippe, Anne
5
Phillips, Peter C. B.
5
Renault, Eric
5
Touzi, Nizar
5
Andrews, Donald W. K.
4
Billio, Monica
4
Bosq, Denis
4
Broze, Laurence
4
Butucea, Cristina
4
Davidson, James E. H.
4
Donald, Stephen G.
4
Dufour, Jean-Marie
4
Fan, Yanqin
4
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Econometric theory
International economic review
Série des documents de travail / Centre de Recherche en Économie et Statistique
Economics letters
387
Journal of econometrics
381
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
242
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
200
Mathematical finance : an international journal of mathematics, statistics and financial theory
189
Journal of quantitative economics : official journal of the Indian Econometric Society
138
Journal of applied econometrics
136
Econometric reviews
132
The review of economics and statistics
124
International journal of theoretical and applied finance
109
Working paper / National Bureau of Economic Research, Inc.
109
Finance and stochastics
108
Oxford bulletin of economics and statistics
101
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
96
The journal of derivatives : the official publication of the International Association of Financial Engineers
92
Discussion paper / Center for Economic Research, Tilburg University
89
The journal of futures markets
87
Discussion paper / Tinbergen Institute
80
CORE discussion paper : DP
79
Statistical papers
79
Journal of economic dynamics & control
71
The journal of computational finance
67
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
63
SFB 649 discussion paper
62
The journal of finance : the journal of the American Finance Association
62
Annales d'économie et de statistique
60
Applied mathematical finance
60
Europäische Hochschulschriften / 5
60
The review of economic studies
60
Journal of banking & finance
59
American journal of agricultural economics
58
Metrika : international journal for theoretical and applied statistics
57
The journal of real estate finance and economics
57
Technical working paper / National Bureau of Economic Research
55
The review of financial studies
53
Working paper series
53
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ECONIS (ZBW)
515
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515
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1
Estimation of (static or dynamic) games under equilibrium multiplicity
Otsu, Taisuke
;
Pesendorfer, Martin
;
Sasaki, Yuya
; …
- In:
International economic review
63
(
2022
)
3
,
pp. 1165-1188
Persistent link: https://www.econbiz.de/10013387613
Saved in:
2
Production function estimation with unobserved input price dispersion
Grieco, Paul L. E.
;
Li, Shengyu
;
Zhang, Hongsong
- In:
International economic review
57
(
2016
)
2
,
pp. 665-689
Persistent link: https://www.econbiz.de/10011596055
Saved in:
3
Differencies transformations and inference in predictive regression models
Camponovo, Lorenzo
- In:
Econometric theory
31
(
2015
)
6
,
pp. 1331-1358
Persistent link: https://www.econbiz.de/10011545547
Saved in:
4
Identification and estimation of auction model with two-dimensional unobserved heterogeneity
Krasnokutskaya, Elena
- In:
International economic review
53
(
2012
)
3
,
pp. 659-691
Persistent link: https://www.econbiz.de/10009690963
Saved in:
5
Estimation and inference by the method of projection minimum distance : an application to the new Keynesian hybrid Phillips curve
Jordà, Òscar
;
Kozicki, Sharon
- In:
International economic review
52
(
2011
)
2
,
pp. 461-487
Persistent link: https://www.econbiz.de/10009242374
Saved in:
6
A computationally practical simulation estimation algorithm for dynamic panel data models with unobserved endogenous state variables
Keane, Michael P.
;
Sauer, Robert M.
- In:
International economic review
51
(
2010
)
4
,
pp. 925-958
Persistent link: https://www.econbiz.de/10008934252
Saved in:
7
The limits of econometrics : nonparametric estimation in Hilbert spaces
Chichilnisky, Graciela
- In:
Econometric theory
25
(
2009
)
4
,
pp. 1070-1086
Persistent link: https://www.econbiz.de/10003875936
Saved in:
8
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
9
Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755835
Saved in:
10
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
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