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subject:"Probability theory"
isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam"
~subject:"Multivariate analysis"
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Search: subject_exact:"Estimation theory"
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Probability theory
Multivariate analysis
Estimation theory
35
Schätztheorie
35
Theorie
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Time series analysis
9
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Haan, Laurens de
4
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Dijk, Herman K. van
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Kleibergen, Frank
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Kloek, Teunis
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Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
Journal of econometrics
45
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Discussion paper / Tinbergen Institute
20
Journal of the American Statistical Association : JASA
20
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
19
Statistics in transition : an international journal of the Polish Statistical Association
17
Discussion paper / Center for Economic Research, Tilburg University
15
Insurance / Mathematics & economics
15
Econometric reviews
14
Econometric theory
14
Economics letters
14
International journal of forecasting
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European journal of operational research : EJOR
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Order statistics: applications
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Report / Econometric Institute, Erasmus University Rotterdam
10
NBER Working Paper
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Statistical papers
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Technical working paper / National Bureau of Economic Research
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
6
Discussion paper
6
ECARES working paper
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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KBI
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Mathematics Preprint Archive
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NBER technical working paper series
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Operations research letters
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SFB 649 discussion paper
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The econometrics journal
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Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
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Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
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Econometrics : open access journal
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1
Estimating the spectral measure of an extreme value distribution
Einmahl, John H. J.
;
Haan, Laurens de
;
Sinha, Ashok Kumar
-
1995
Persistent link: https://www.econbiz.de/10000959331
Saved in:
2
A cointegration study of aggregate imports using likelihood based testing principles
Kleibergen, Frank
;
Urbain, Jean-Pierre
;
Dijk, Herman K. van
-
1994
Persistent link: https://www.econbiz.de/10000903476
Saved in:
3
Comparison of tail index estimators
Haan, Laurens de
;
Lian, Peng
-
1994
Persistent link: https://www.econbiz.de/10000908363
Saved in:
4
Uniform distance between the distribution function of Hill's estimator and the normal distribution function
Cheng, Shihong
;
Haan, Laurens de
;
Huang, Xin
-
1993
Persistent link: https://www.econbiz.de/10000893853
Saved in:
5
Consistent empirical estimators of multivariate extreme value distribution
Haan, Laurens de
;
Resnick, Sidney I.
-
1991
Persistent link: https://www.econbiz.de/10000842077
Saved in:
6
How can we get rid of dogmatic prior information?
Kloek, Teunis
-
1986
Persistent link: https://www.econbiz.de/10000716428
Saved in:
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