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subject:"Stichprobenerhebung"
type_genre:"Arbeitspapier"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~subject:"Volatility"
~type_genre:"Book section"
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Search: subject_exact:"Estimation theory"
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Stichprobenerhebung
Volatility
Estimation theory
90
Schätztheorie
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53
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53
Time series analysis
22
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22
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Aït-Sahalia, Yacine
2
Abowd, John M.
1
Altonji, Joseph G.
1
An, Jong beom
1
Angrist, Joshua D.
1
Brandt, Michael W.
1
Crépon, Bruno
1
Diebold, Francis X.
1
Foster, Dean P.
1
García López, José A.
1
Haveman, Robert H.
1
Kramarz, Francis
1
Mykland, Per A.
1
Nelson, Daniel B.
1
Santa-Clara, Pedro
1
Segal, Lewis M.
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Technical working paper / National Bureau of Economic Research
Discussion paper / Tinbergen Institute
43
CREATES research paper
17
Série des documents de travail / Centre de Recherche en Économie et Statistique
14
Discussion paper / Center for Economic Research, Tilburg University
13
Discussion paper / Central Bureau voor de Statistiek
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Working paper / National Bureau of Economic Research, Inc.
11
CEMMAP working papers / Centre for Microdata Methods and Practice
10
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
10
Discussion paper / Tinbergen Institute / Tinbergen Institute
9
SFB 649 discussion paper
9
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9
Working paper / Department of Econometrics and Business Statistics, Monash University
9
Working papers
9
CESifo working papers
7
Discussion papers of interdisciplinary research project 373
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Handbook of financial time series
7
Working papers / TSE : WP
7
Cowles Foundation discussion paper
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
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6
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6
Working paper series / Department of Economics, University of Missouri-Columbia
6
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5
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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ECONIS (ZBW)
9
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1
The effects of Random and discrete sampling when estimating continuous-time diffusions
Aït-Sahalia, Yacine
;
Mykland, Per A.
-
2002
Persistent link: https://www.econbiz.de/10001663740
Saved in:
2
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
-
2001
Persistent link: https://www.econbiz.de/10001606888
Saved in:
3
Maximum likelihood estimation of discretely sampled diffusions : a closed-form approach
Aït-Sahalia, Yacine
-
1998
Persistent link: https://www.econbiz.de/10000982384
Saved in:
4
Conditioning on the probability of selection to control selection bias
Angrist, Joshua D.
-
1995
Persistent link: https://www.econbiz.de/10000934957
Saved in:
5
A la recherche des moments perdus : covariance models for unbalanced panels with endogenous death
Abowd, John M.
;
Crépon, Bruno
;
Kramarz, Francis
; …
-
1995
Persistent link: https://www.econbiz.de/10000935025
Saved in:
6
Modeling volatility dynamics
Diebold, Francis X.
;
García López, José A.
-
1995
Persistent link: https://www.econbiz.de/10000920972
Saved in:
7
Continuous record asymptotics for rolling sample variance estimators
Foster, Dean P.
;
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10000934888
Saved in:
8
Small sample bias in GMM estimation of covariance structures
Altonji, Joseph G.
-
1994
Persistent link: https://www.econbiz.de/10000889238
Saved in:
9
The "window problem" in studies of children's attainments : a methodological exploration
An, Jong beom
;
Haveman, Robert H.
;
Wolfe, Barbara L.
-
1992
Persistent link: https://www.econbiz.de/10000843096
Saved in:
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