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type_genre:"Graue Literatur"
isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
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Estimation theory
246
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246
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179
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179
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32
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32
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20
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Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
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CEMMAP working papers / Centre for Microdata Methods and Practice
353
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263
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189
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179
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167
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155
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ECONIS (ZBW)
246
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201
Calibration by simulation for small sample bias correction
Gouriéroux, Christian
;
Renault, Eric
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924119
Saved in:
202
Switching state space models : likelihood function, filtering and smoothing
Billio, Monica
;
Monfort, Alain
-
1995
Persistent link: https://www.econbiz.de/10000924125
Saved in:
203
Outlier robust cointegration analysis
Franses, Philip Hans
;
Lucas, André
-
1995
Persistent link: https://www.econbiz.de/10000924662
Saved in:
204
Testing for seasonal unit roots in the presence of changing seasonal means
Franses, Philip Hans
;
Vogelsang, Timothy J.
-
1995
Persistent link: https://www.econbiz.de/10000924663
Saved in:
205
Estimating linear representations of nonlinear processes
Francq, Christian
;
Zakoïan, Jean-Michel
-
1995
Persistent link: https://www.econbiz.de/10000926258
Saved in:
206
Estimation of the marginal density of a continuous time stochastic process by wavelets and an application to diffusion processes
Leblanc, Frédérique
-
1994
Persistent link: https://www.econbiz.de/10000901244
Saved in:
207
Forecast intervals in Arch exponential smoothing
Broze, Laurence
;
Mélard, Guy
;
Scaillet, Olivier
-
1994
Persistent link: https://www.econbiz.de/10000902195
Saved in:
208
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:
209
A note on the confidence properties of reference priors for the calibration model
Philippe, Anne
;
Robert, Christian P.
-
1994
Persistent link: https://www.econbiz.de/10000908208
Saved in:
210
Tests of rank
Robin, Jean-Marc
;
Smith, Richard J.
-
1994
Persistent link: https://www.econbiz.de/10000908209
Saved in:
211
Comparison of tail index estimators
Haan, Laurens de
;
Lian, Peng
-
1994
Persistent link: https://www.econbiz.de/10000908363
Saved in:
212
On the consistency of identification by dynamic factor models
Heij, Christiaan
;
Scherrer, Wolfgang
-
1994
Persistent link: https://www.econbiz.de/10000910784
Saved in:
213
Intrinsic losses for empirical Bayes estimation : a note on normal and Poisson cases
Fourdrinier, Dominique
;
Robert, Christian P.
-
1994
Persistent link: https://www.econbiz.de/10000880469
Saved in:
214
Simulation and estimation of long memory continuous time models
Comte, Fabienne
-
1994
Persistent link: https://www.econbiz.de/10000883136
Saved in:
215
Maximum likelihood estimation of order restricted parameters : a Bayesian approach
Robert, Christian P.
;
Hwang, J. T.
-
1994
Persistent link: https://www.econbiz.de/10000883137
Saved in:
216
Mixtures of distributions : inference and estimation
Robert, Christian P.
-
1994
Persistent link: https://www.econbiz.de/10000886208
Saved in:
217
A practical technique to estimate multinomial probit models in transportation : computational details and an application to a disaggregate mode choice problem
Bolduc, Denis
-
1994
Persistent link: https://www.econbiz.de/10000890169
Saved in:
218
K-record values and the extreme-value index
Berred, Alexandre M.
-
1994
Persistent link: https://www.econbiz.de/10000891348
Saved in:
219
On the estimation of the Pareto tail-index using k-record values
Berred, Alexandre M.
-
1994
Persistent link: https://www.econbiz.de/10000891350
Saved in:
220
Rao-Blackwellization of sampling schemes
Casella, George
;
Robert, Christian P.
-
1994
Persistent link: https://www.econbiz.de/10000891355
Saved in:
221
Convergence in probability of the maximum likelihood estimators of a multivariate ARMA model with GARCH (1,1) errors
Tuncer, R.
-
1994
Persistent link: https://www.econbiz.de/10000895467
Saved in:
222
Efficient semiparametric estimation in a class of single-index models
Bonneu, M.
;
Delecroix, Michel
;
Hristache, Marian
-
1994
Persistent link: https://www.econbiz.de/10000895477
Saved in:
223
Estimation of the embedding dimension of a dynamical system
Bosq, Denis
;
Guégan, Dominique
-
1994
Persistent link: https://www.econbiz.de/10000896441
Saved in:
224
Parameter of interest, nuisance parameter and orthogonality conditions : an application to autoregressive error component models
Crépon, Bruno
;
Kramarz, Francis
;
Trognon, Alain
-
1993
Persistent link: https://www.econbiz.de/10000871308
Saved in:
225
An iterated moment estimator for conditionally linear equation systems : a note
Blundell, Richard W.
;
Robin, Jean-Marc
-
1993
Persistent link: https://www.econbiz.de/10000873891
Saved in:
226
Estimation Bayésienne de probabilités de mouvement en capture-recapture
Dupuis, Jérôme A.
-
1993
Persistent link: https://www.econbiz.de/10000874754
Saved in:
227
Non parametric estimation of the chaotic function and the invariant measure of a dynamical system
Bosq, Denis
;
Guégan, Dominique
-
1993
Persistent link: https://www.econbiz.de/10000874756
Saved in:
228
Intertemporal equilibrium risk premia in a stochastic volatility model
Pham, Huyên
;
Touzi, Nizar
-
1993
Persistent link: https://www.econbiz.de/10000878550
Saved in:
229
Minimum Hellinger distance estimates for general bilinear time series models
Hili, O.
;
Guégan, Dominique
-
1993
Persistent link: https://www.econbiz.de/10000879083
Saved in:
230
Inférence statistique des processus de diffusion
Clément, Emmanuelle
-
1993
Persistent link: https://www.econbiz.de/10000880459
Saved in:
231
Simulation-based estimation of models with lagged latent variables
Laroque, Guy
;
Salanié, Bernard
-
1993
Persistent link: https://www.econbiz.de/10000856406
Saved in:
232
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:
233
On the shape of the likelihood posterior in cointegration models
Kleibergen, Frank
;
Dijk, Herman K. van
-
1993
Persistent link: https://www.econbiz.de/10000894164
Saved in:
234
Direct cointegration testing in error correction models
Kleibergen, Frank
;
Dijk, Herman K. van
-
1993
Persistent link: https://www.econbiz.de/10000894482
Saved in:
235
New perspectives on linear callibration
Kubokawa, T.
;
Robert, Christian P.
-
1993
Persistent link: https://www.econbiz.de/10000858887
Saved in:
236
Prior feedback : Bayesian tools for maximum likelihood estimation
Robert, Christian P.
-
1993
Persistent link: https://www.econbiz.de/10000858890
Saved in:
237
Estimating pushing trends and pulling equilibria
Ooms, Marius
;
Dijk, Herman K. van
-
1992
Persistent link: https://www.econbiz.de/10000846663
Saved in:
238
Random walks with drift, simultaneous equation errors, and small samples : simulating the bird's-eye view
Entorf, Horst
-
1992
Persistent link: https://www.econbiz.de/10000847424
Saved in:
239
Analysis of labor market histories with panel data
Visser, Michael S.
-
1992
Persistent link: https://www.econbiz.de/10000836696
Saved in:
240
The split-sample approach to statistical analysis
Praag, Bernard M. S. van
;
Kruiniger, Hugo
-
1991
Persistent link: https://www.econbiz.de/10000842025
Saved in:
241
How can we get rid of dogmatic prior information?
Kloek, Teunis
-
1986
Persistent link: https://www.econbiz.de/10000716428
Saved in:
242
On certain norm form equations associated with a totally real biquadratic field
Stroeker, Roel J.
;
Tzanakis, Nikos
-
1986
Persistent link: https://www.econbiz.de/10000716524
Saved in:
243
Hit-and-run algorithms for the identification of nonredundant linear inequalities
Berbee, H. C.
(
contributor
)
-
1985
Persistent link: https://www.econbiz.de/10000716536
Saved in:
244
Limited information maximum likelihood estimation of a subsystem of nonlinear equations : with an application to the estimation of an aggregate two-level CES production function fo...
Schim van der Loeff, Sybrand
-
1985
Persistent link: https://www.econbiz.de/10000716589
Saved in:
245
The population-sample decomposition approach to multivariate estimation methods
Praag, Bernard M. S. van
;
Leeuw, Jan de
;
Kloek, Teunis
-
1985
Persistent link: https://www.econbiz.de/10000717863
Saved in:
246
Existence conditions for posterior moments of simultaneous equation model parameters
Dijk, Herman K. van
-
1985
Persistent link: https://www.econbiz.de/10000717872
Saved in:
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