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subject:"Simulation"
subject:"Probability theory"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~subject:"Ökonometrik"
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106
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Kloek, T.
7
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Louter, A. S.
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Report / Econometric Institute, Erasmus University Rotterdam
Journal of econometrics
61
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Economics letters
34
Econometric reviews
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Discussion paper / Tinbergen Institute
29
European journal of operational research : EJOR
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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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Discussion paper / Center for Economic Research, Tilburg University
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Statistics in transition : an international journal of the Polish Statistical Association
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CEMMAP working papers / Centre for Microdata Methods and Practice
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International journal of forecasting
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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INFORMS journal on computing : JOC
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Journal of economic dynamics & control
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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ECONIS (ZBW)
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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:
7
Monte Carlo analysis of skew posterior distributions : an illustrative econometric example
Dijk, H. K. van
;
Kloek, T.
-
1982
Persistent link: https://www.econbiz.de/10001561715
Saved in:
8
Note on the eigenvalues of the covariance matrix o disturbances in the general linear model ; 2
Stroeker, R. J.
-
1980
Persistent link: https://www.econbiz.de/10001379137
Saved in:
9
Note on the eigenvalues of the covariance matrix o disturbances in the general linear model
Stroeker, R. J.
-
1980
Persistent link: https://www.econbiz.de/10001379138
Saved in:
10
Bayesian estimates of equation system parameters : an application of integration by Monte Carlo
Kloek, T.
;
Dijk, H. K. van
-
1976
Persistent link: https://www.econbiz.de/10001563152
Saved in:
11
Predictive moments of simultaneous econometric models
Dijk, H. K. van
;
Kloek, T.
-
1976
Persistent link: https://www.econbiz.de/10001565829
Saved in:
12
Solution of econometric equation systems by means of a modified Gauss-Seidel procedure
Kunstmann, A.
;
Kloek, T.
-
1976
Persistent link: https://www.econbiz.de/10001566132
Saved in:
13
Bayesian estimates of equation system parameters : an unorthodox application of Monte Carlo
Kloek, T.
;
Dijk, H. K. van
-
1975
Persistent link: https://www.econbiz.de/10001567140
Saved in:
14
A new class of limited information estimators for simultaneous equation systems
Keller, W. J.
-
1973
-
Vervielf.
Persistent link: https://www.econbiz.de/10001571919
Saved in:
15
A comparison between the MSE of two predictors in the multiplicative model under two alternative stochastic assumptions : a Monte Carlo study
Teekens, R.
;
Louter, A. S.
-
1971
-
Vervielf.
Persistent link: https://www.econbiz.de/10001572336
Saved in:
16
A priori fixed covariance matrices of disturbance estimators
Dubbelman, C.
-
1971
-
Vervielf.
Persistent link: https://www.econbiz.de/10001572348
Saved in:
17
On a minimal mean square error estimator of the expectation of the dependent variable in multiplicative models under three alternative stochastic assumptions
Teekens, R.
;
Koerts, J.
-
1970
-
Vervielf.
Persistent link: https://www.econbiz.de/10001572469
Saved in:
18
Posterior probabilities of alternative linear models
Kloek, T.
;
Lempers, F. B.
-
1970
-
Vervielf.
Persistent link: https://www.econbiz.de/10001573976
Saved in:
19
A limiting bayesian approach to simultaneous equation systems
Harkema, R.
;
Kloek, T.
-
1970
-
Vervielf.
Persistent link: https://www.econbiz.de/10001574177
Saved in:
20
Estimation of parameters in regression models subject to non-linear constraints, applied to a capital cost function
Somermeyer, W. H,
;
Gupta, Y. P.
;
Teekens, R.
-
1969
-
Vervielf.
Persistent link: https://www.econbiz.de/10001574198
Saved in:
21
A class of tractable prior distributions on structural parameters of simultaneous equation systems
Harkema, R.
-
1969
-
Vervielf.
Persistent link: https://www.econbiz.de/10001574404
Saved in:
22
New estimators of disturbances in regression analysis
Abrahamse, Adriaan Pieter Johannes
;
Koerts, J.
-
1969
Persistent link: https://www.econbiz.de/10001803632
Saved in:
23
A note on the Durbin's method of fitting a linear regression model with autocorrelated disturbances
Gupta, Y. P.
-
1969
Persistent link: https://www.econbiz.de/10002548920
Saved in:
24
Note on the eigenvalues of the covariance matrix of disturbances in the general linear model
Stroeker, R. J.
-
1978
Persistent link: https://www.econbiz.de/10003546992
Saved in:
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