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subject:"Monte-Carlo-Simulation"
type_genre:"Article in journal"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Regression analysis"
~type_genre:"Collection of articles of several authors"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Regression analysis
Estimation theory
73
Schätztheorie
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Time series analysis
20
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20
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Article in journal
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Corsi, Fulvio
2
Ahn, Seung Chan
1
Audrino, Francesco
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Frühwirth-Schnatter, Sylvia
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Gadarowski, Christopher
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Hahn, Markus
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1
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1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
297
Economics letters
111
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
107
Econometric theory
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Journal of the American Statistical Association : JASA
96
Econometric reviews
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The econometrics journal
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Computational economics
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European journal of operational research : EJOR
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Econometrics : open access journal
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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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Applied economics letters
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Quantitative economics : QE ; journal of the Econometric Society
27
Insurance / Mathematics & economics
24
International journal of forecasting
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Applied economics
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Journal of risk and financial management : JRFM
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of forecasting
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of applied econometrics
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Risks : open access journal
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Statistics in transition : an international journal of the Polish Statistical Association
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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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Journal of econometric methods
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Journal of quantitative economics
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Statistical papers
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The empirical economics letters : a monthly international journal of economics
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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INFORMS journal on computing : JOC
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Oxford bulletin of economics and statistics
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Organizational research methods : ORM
10
Journal of economic dynamics & control
9
Journal of the Operational Research Society : OR
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Journal of time series econometrics
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Cambridge working papers in economics
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1
Dynamic functional regression with application to the cross-section of returns
Kokoszka, Piotr
;
Miao, Hong
;
Reimherr, Matthew
; …
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 461-485
Persistent link: https://www.econbiz.de/10011987795
Saved in:
2
A Bayesian high-frequency estimator of the multivariate covariance of noisy and asynchronous returns
Peluso, Stefano
;
Corsi, Fulvio
;
Mira, Antonietta
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 665-697
Persistent link: https://www.econbiz.de/10011339256
Saved in:
3
Halbert White jr. Memorial JFEC Lecture : pitfalls and possibilities in predictive regression
Phillips, Peter C. B.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 521-555
Persistent link: https://www.econbiz.de/10011339279
Saved in:
4
On the properties of regression test of stock returns predictability using dividend-price ratios
Moon, Seongman
;
Velasco, Carlos
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 151-173
Persistent link: https://www.econbiz.de/10010233601
Saved in:
5
Jackknife for bias reduction in predictive regressions
Zhu, Min
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
1
,
pp. 193-220
Persistent link: https://www.econbiz.de/10009708916
Saved in:
6
Efficient estimation of covariance matrices using posterior mode multiple shrinkage
Giordani, Paolo
;
Mun, Xiuyan
;
Kohn, Robert
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
1
,
pp. 154-192
Persistent link: https://www.econbiz.de/10009708919
Saved in:
7
Additive intensity regression models in corporate default analysis
Lando, David
;
Medhat, Mamdouh
;
Nielsen, Mads Stenbo
; …
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
3
,
pp. 443-485
Persistent link: https://www.econbiz.de/10009786519
Saved in:
8
Robust two-pass cross-sectional regressions : a minimum distance approach
Ahn, Seung Chan
;
Gadarowski, Christopher
;
Perez, M. Fabricio
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 669-701
Persistent link: https://www.econbiz.de/10009671891
Saved in:
9
Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 591-616
Persistent link: https://www.econbiz.de/10009671897
Saved in:
10
Markov chain Monte Carlo methods for parameter estimation in multidimensional continuous time Markov switching models
Hahn, Markus
;
Frühwirth-Schnatter, Sylvia
;
Sass, Jörn
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
1
,
pp. 88-121
Persistent link: https://www.econbiz.de/10003997336
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