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subject:"Simulation"
subject:"Probability theory"
~subject:"Volatility"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
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Search: subject_exact:"Estimation theory"
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Simulation
Probability theory
Volatility
Estimation theory
106
Schätztheorie
106
Theorie
36
Theory
36
Time series analysis
18
Zeitreihenanalyse
18
Ökonometrik
13
Wahrscheinlichkeitsrechnung
10
Saisonale Schwankungen
7
Seasonal variations
7
Ökonometrik Schätzung
7
Bayes-Statistik
6
Bayesian inference
6
Statistical distribution
5
Statistiktheorie
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Statistische Verteilung
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Estimation
4
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4
Mathematical programming
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Mathematische Optimierung
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Prognoseverfahren
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USA
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Einkommensverteilung
3
Income distribution
3
Korrelation
3
Modell
3
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3
Niederlande
3
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3
Statistical theory
3
Statistik Zeitreihe
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12
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11
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11
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6
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6
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English
12
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Haan, Laurens de
4
Stroeker, R. J.
3
Kloek, T.
2
Cheng, Shihong
1
Dijk, Dick van
1
Dijk, H. K. van
1
Dijk, Herman K. van
1
Einmahl, John H. J.
1
Franses, Philip Hans
1
Huang, Xin
1
Kleibergen, Frank
1
Kloek, Teunis
1
Lempers, F. B.
1
Lian, Peng
1
Resnick, Sidney I.
1
Sinha, Ashok Kumar
1
Urbain, Jean-Pierre
1
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Report / Econometric Institute, Erasmus University Rotterdam
Journal of econometrics
176
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
81
Economics letters
57
Discussion paper / Tinbergen Institute
55
Econometric reviews
52
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
35
European journal of operational research : EJOR
34
Econometric theory
28
Discussion paper / Center for Economic Research, Tilburg University
26
International journal of forecasting
26
Economic modelling
24
Computational economics
21
Statistics in transition : an international journal of the Polish Statistical Association
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Journal of empirical finance
20
NBER Working Paper
20
CEMMAP working papers / Centre for Microdata Methods and Practice
19
The econometrics journal
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Finance research letters
17
Quantitative finance
16
Série des documents de travail / Centre de Recherche en Économie et Statistique
16
CREATES research paper
15
Journal of banking & finance
15
Operations research
15
Discussion paper
14
International journal of theoretical and applied finance
14
Journal of forecasting
14
Discussion paper series / IZA
13
Econometrics : open access journal
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
Insurance / Mathematics & economics
13
Journal of economic dynamics & control
13
Journal of financial econometrics
13
Journal of risk and financial management : JRFM
13
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
13
Working paper
13
Working paper / National Bureau of Economic Research, Inc.
13
Journal of applied econometrics
12
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1
Outlier detection in the GARCH (1,1) model
Franses, Philip Hans
;
Dijk, Dick van
-
1999
Persistent link: https://www.econbiz.de/10001495849
Saved in:
2
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:
3
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:
4
Comparison of tail index estimators
Haan, Laurens de
;
Lian, Peng
-
1994
Persistent link: https://www.econbiz.de/10000908363
Saved in:
5
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:
6
Consistent empirical estimators of multivariate extreme value distribution
Haan, Laurens de
;
Resnick, Sidney I.
-
1991
Persistent link: https://www.econbiz.de/10000842077
Saved in:
7
How can we get rid of dogmatic prior information?
Kloek, Teunis
-
1986
Persistent link: https://www.econbiz.de/10000716428
Saved in:
8
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:
9
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:
10
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:
11
Posterior probabilities of alternative linear models
Kloek, T.
;
Lempers, F. B.
-
1970
-
Vervielf.
Persistent link: https://www.econbiz.de/10001573976
Saved in:
12
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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