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type_genre:"Mehrbändiges Werk"
type_genre:"Working Paper"
~isPartOf:"Dresdner Beiträge zu quantitativen Verfahren"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~subject:"School"
~subject:"Theory"
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Search: subject_exact:"Estimation theory"
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Angrist, Joshua D.
12
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10
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3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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Dresdner Beiträge zu quantitativen Verfahren
Technical working paper / National Bureau of Economic Research
Série des documents de travail / Centre de Recherche en Économie et Statistique
155
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86
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
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82
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82
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77
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36
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31
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22
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20
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19
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Research paper / University of Melbourne, Department of Economics
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1
A multi-stage heuristic of breakpoint estimation for rating classes
Lehmann, Christoph
-
2017
Persistent link: https://www.econbiz.de/10013441258
Saved in:
2
Estimation in discontinuous Bernoulli mixture models applicable in credit rating systems with dependent data
Tillich, Daniel
;
Lehmann, Christoph
-
2016
Persistent link: https://www.econbiz.de/10013441253
Saved in:
3
Generalized modeling and estimation of rating classes and default probabilities considering dependencies in cross and longitudinal section
Tillich, Daniel
-
2016
Persistent link: https://www.econbiz.de/10013441254
Saved in:
4
Unconditional quantile regressions
Firpo, Sérgio Pinheiro
;
Fortin, Nicole Marie
;
Lemieux, …
-
2007
Persistent link: https://www.econbiz.de/10003504373
Saved in:
5
Moving the goalposts : addressing limited overlap in the estimation of average treatment effects by changing the estimand
Crump, Richard K.
;
Hotz, Vincent Joseph
;
Imbens, Guido
; …
-
2006
Persistent link: https://www.econbiz.de/10003390459
Saved in:
6
Edgeworth expansion for realized volatility and related estimators
Zhang, Lan
;
Mykland, Per A.
;
Aït-Sahalia, Yacine
-
2005
Persistent link: https://www.econbiz.de/10003217402
Saved in:
7
Credit portfolio correlations and uncertainty
Höse, Steffi
-
2012
Persistent link: https://www.econbiz.de/10013441220
Saved in:
8
BLUEs for default probabilities
Vogl, Konstantin
;
Wania, Robert
-
2004
Persistent link: https://www.econbiz.de/10013441062
Saved in:
9
Confidence intervals for asset correlations in the asymptotic single risk factor model
Höse, Steffi
-
2011
Persistent link: https://www.econbiz.de/10013441202
Saved in:
10
Identification and estimation of triangular simultaneous equations models without additivity
Imbens, Guido
;
Newey, Whitney K.
-
2002
Persistent link: https://www.econbiz.de/10001752921
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