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subject:"Theorie"
~isPartOf:"CORE discussion paper : DP"
~subject:"Bootstrap approach"
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Theorie
Bootstrap approach
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Estimation theory
222
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222
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156
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21
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Härdle, Wolfgang
20
Bauwens, Luc
8
Park, Byeong U.
7
Simar, Léopold
7
Cybakov, Aleksandr B.
5
Hall, Peter
5
Nesterov, Jurij Evgenʹevič
5
Baltagi, Badi H.
4
Giot, Pierre
4
Marron, James Stephen
4
Srivastava, Virendra K.
4
Broze, Laurence
3
Grund, Birgit
3
Hafner, Christian M.
3
Mammen, Enno
3
Nesterov, Yurii
3
Ohtani, Kazuhiro
3
Osiewalski, Jacek
3
Song, Seuck-heun
3
Toutenburg, Helge
3
Bhatti, Muhammad Ishaq
2
Chaturvedi, Anoop
2
Gonzalo, Jesús
2
Haldrup, Niels
2
Kaçıranlar, Selahattin
2
Lejeune, Bernard
2
Maiti, Tapabrata
2
Mouchart, Michel
2
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2
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2
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2
Rombouts, Jeroen V. K.
2
Steel, Mark F. J.
2
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2
Tsybakov, A. B.
2
Turlach, Berwin A.
2
Vial, Jean-Philippe
2
Wan, Alan T. K.
2
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2
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2
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Statistical papers
CORE discussion paper : DP
Journal of econometrics
681
Economics letters
488
Econometric theory
368
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
307
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
251
Econometric reviews
208
Série des documents de travail / Centre de Recherche en Économie et Statistique
165
Journal of applied econometrics
154
Journal of quantitative economics : official journal of the Indian Econometric Society
144
CEMMAP working papers / Centre for Microdata Methods and Practice
135
The review of economics and statistics
125
Discussion paper / Tinbergen Institute
112
Oxford bulletin of economics and statistics
110
Discussion paper / Center for Economic Research, Tilburg University
101
Journal of the American Statistical Association : JASA
100
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
99
Working paper / National Bureau of Economic Research, Inc.
95
The econometrics journal
93
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
90
Discussion paper series / IZA
89
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84
Cowles Foundation discussion paper
83
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
Working paper series
68
The review of economic studies
65
Journal of forecasting
64
Applied economics
61
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59
International economic review
59
Annales d'économie et de statistique
58
Metrika : international journal for theoretical and applied statistics
57
Working paper
55
SFB 649 discussion paper
54
Technical working paper / National Bureau of Economic Research
53
American journal of agricultural economics
51
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
49
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
49
Discussion paper
48
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ECONIS (ZBW)
164
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1
Semiparametric multivariate GARCH models
Hafner, Christian M.
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001790716
Saved in:
2
The moments of Log-ACD models
Bauwens, Luc
;
Galli, Fausto
;
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001790741
Saved in:
3
Estimation of temporally aggregated multivariate GARCH models
Hafner, Christian M.
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001876196
Saved in:
4
A new class of multivariate skew densities, with application to GARCH models
Bauwens, Luc
;
Laurent, Sébastien
-
2002
Persistent link: https://www.econbiz.de/10001672395
Saved in:
5
Preliminary phi-divergence test estimators for linear restrictions in a logistic regression model
Menéndez, M. L.
;
Pardo, L.
;
Pardo, M. C.
- In:
Statistical papers
50
(
2009
)
2
,
pp. 277-300
Persistent link: https://www.econbiz.de/10003815198
Saved in:
6
An alternative stochastic restricted Liu estimator in linear regression
Yang, Hu
;
Xu, Jianwen
- In:
Statistical papers
50
(
2009
)
3
,
pp. 639-647
Persistent link: https://www.econbiz.de/10003844063
Saved in:
7
A confidence set for that x-coordinate where a quadratic regression model has a given gradient
Bachmaier, Martin
- In:
Statistical papers
50
(
2009
)
3
,
pp. 649-660
Persistent link: https://www.econbiz.de/10003844065
Saved in:
8
Non redundancy of high order moment conditions for efficient GMM estimation of weak ar processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001514932
Saved in:
9
Confidence level solutions for stochastic programming
Nesterov, Jurij Evgenʹevič
;
Vial, Jean-Philippe
-
2000
Persistent link: https://www.econbiz.de/10001470149
Saved in:
10
Comparisons of the r - k class estimator to the ordinary least squares estimator under the Pitman's closeness criterion
Özkale, M. Revan
;
Kaçıranlar, Selahattin
- In:
Statistical papers
49
(
2008
)
3
,
pp. 503-512
Persistent link: https://www.econbiz.de/10003715370
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