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subject:"Börsenkurs"
subject:"Estimation"
~subject:"Induktive Statistik"
~subject:"Nichtparametrisches Verfahren"
~subject:"Time series analysis"
~type_genre:"Government document"
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Börsenkurs
Estimation
Induktive Statistik
Nichtparametrisches Verfahren
Time series analysis
Estimation theory
188
Schätztheorie
188
Theorie
159
Theory
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Zeitreihenanalyse
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Gouriéroux, Christian
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Guégan, Dominique
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Hecq, Alain W. J.
3
Zakoïan, Jean-Michel
3
Broze, Laurence
2
Fermanian, Jean-David
2
Francq, Christian
2
Hardouin, C.
2
Jasiak, Joann
2
Renault, Eric
2
Szafarz, Ariane
2
Abowd, John M.
1
Babsiri, Mohamed el
1
Beine, Michel
1
Berg, Elin
1
Billio, Monica
1
Bisaglia, Luisa
1
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1
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1
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1
Butucea, Cristina
1
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Henry, Mark S.
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1
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26
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15
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5
Rapporter / Statistisk Sentralbyr°a
2
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2
INSEE méthodes
1
OECD Economics Department working papers
1
Statistik und Wissenschaft
1
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1
Série des documents de travail du CREST (Centre de Recherche en Economie et Statistique) / Institut National de la Statistique et des Etudes Economiques / Institut National de la Statistique et des Etudes Economiques
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ECONIS (ZBW)
38
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1
The drivers of labour earnings inequality : an analysis based on conditional and unconditional quantile regressions
Fournier, Jean-Marc
;
Koske, Isabell
-
2012
Persistent link: https://www.econbiz.de/10009690324
Saved in:
2
Stichprobenoptimierung und Schätzung im Zensus 2011
Münnich, Ralf T.
;
Gabler, Siegfried
;
Ganninger, Matthias
; …
-
2012
Persistent link: https://www.econbiz.de/10009567445
Saved in:
3
A modification of the HP filter aiming at reducing the end-point bias
Bruchez, Pierre-Alain
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002367344
Saved in:
4
Estimates of investment : methods and data sources
2002
Persistent link: https://www.econbiz.de/10001720179
Saved in:
5
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
-
2001
Persistent link: https://www.econbiz.de/10001626924
Saved in:
6
Nonparametric estimation of competing risks models with covariates
Fermanian, Jean-David
-
2001
Persistent link: https://www.econbiz.de/10001577411
Saved in:
7
A nonparametric simulated maximum likelihood estimation method
Fermanian, Jean-David
;
Salanié, Bernard
-
2001
Persistent link: https://www.econbiz.de/10001577508
Saved in:
8
Estimation and applications of Gegenbauer processes
Ferrara, Laurent
;
Guégan, Dominique
-
1999
Persistent link: https://www.econbiz.de/10001391170
Saved in:
9
Two adaptive rates of convergence in pointwise density estimation
Butucea, Cristina
-
1999
Persistent link: https://www.econbiz.de/10001421287
Saved in:
10
Efficient use of high order autocorrelations for estimating autoregressive processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
1999
Persistent link: https://www.econbiz.de/10001430412
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