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subject:"Monte Carlo simulation"
institution:"Unité Mixte de Recherche Théorie Economique, Modélisation et Applications"
~type_genre:"Working Paper"
~institution:"Nationalekonomiska Institutionen <Lund>"
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Monte Carlo simulation
Estimation theory
8
Schätztheorie
8
Monte-Carlo-Simulation
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Theorie
3
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3
Panel
2
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2
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Cointegration
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Portfolio selection
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
Nationalekonomiska Institutionen <Lund>
Centre for Analytical Finance <Århus>
3
Ekonomiska forskningsinstitutet <Stockholm>
2
Aarhus Universitet / Afdeling for Nationaløkonomi
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Computer Research Center for Economics and Management Science, National Bureau of Economic Research, inc.
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National Bureau of Economic Research inc.
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Shakai-Keizai-Kenkyūsho <Osaka>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Working paper / Department of Economics, Lund University
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Feasible estimation in cointegrated panels
Westerlund, Joakim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001779631
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2
Frequeny-domain estimation of fractionally integrated processes : impact of short-term components on the bandwidth choice
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760407
Saved in:
3
A fast subsampling method for nonlinear dynamic models
Hong, Han
(
contributor
);
Scaillet, Olivier
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661507
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