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isPartOf:"TRACE discussion papers / Tinbergen Institute"
subject:"Probability theory"
~isPartOf:"Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel"
~isPartOf:"The econometrics journal"
~subject:"United Kingdom"
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Probability theory
United Kingdom
Estimation theory
310
Schätztheorie
310
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Nichtparametrisches Verfahren
59
Nonparametric statistics
59
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Paolella, Marc S.
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TRACE discussion papers / Tinbergen Institute
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
The econometrics journal
Journal of econometrics
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
28
Discussion paper / Tinbergen Institute
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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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Statistics in transition : an international journal of the Polish Statistical Association
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1
Asymptotic properties of the maximum likelihood estimator in regime-switching models with time-varying transition probabilities
Li, Chaojun
;
Liu, Yan
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 67-87
Persistent link: https://www.econbiz.de/10013543277
Saved in:
2
Specification tests for nonlinear dynamic models
Kheifets, Igor L.
- In:
The econometrics journal
18
(
2015
)
1
,
pp. 67-94
Persistent link: https://www.econbiz.de/10011345998
Saved in:
3
Breakdown point theory for implied probability bootstrap
Camponovo, Lorenzo
;
Otsu, Taisuke
- In:
The econometrics journal
15
(
2012
)
1
,
pp. 32-55
Persistent link: https://www.econbiz.de/10009520549
Saved in:
4
ECF estimation of Markov models where the transition density is unknown
Jiang, George J.
;
Preminger, Arie
;
Knight, John L.
- In:
The econometrics journal
13
(
2010
)
2
,
pp. 245-270
Persistent link: https://www.econbiz.de/10003978523
Saved in:
5
Propensity score matching without conditional independence assumption : with an application to the gender wage gap in the United Kingdom
Frölich, Markus
- In:
The econometrics journal
10
(
2007
)
2
,
pp. 359-407
Persistent link: https://www.econbiz.de/10003560009
Saved in:
6
Are apparent findings of nonlinearity due to structural instability in economic time series?
Koop, Gary
;
Potter, Simon M.
- In:
The econometrics journal
4
(
2001
)
1
,
pp. 37-55
Persistent link: https://www.econbiz.de/10001612280
Saved in:
7
Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000984425
Saved in:
8
Using flexible GARCH models with asymmetric distributions
Paolella, Marc S.
-
1997
Persistent link: https://www.econbiz.de/10000984446
Saved in:
9
Approximate distributions for the various serial correlograms
Butler, Ronald W.
-
1996
Persistent link: https://www.econbiz.de/10001410578
Saved in:
10
A tail estimator for the index of the stable Paretian distribution
Mittnik, Stefan
-
1996
Persistent link: https://www.econbiz.de/10001410592
Saved in:
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