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type_genre:"Working Paper"
type_genre:"Mehrbändiges Werk"
~institution:"Birkbeck College / Department of Economics"
~institution:"California Agricultural Experiment Station / Department of Agricultural and Resource Economics"
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Search: subject_exact:"Estimation theory"
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Estimation theory
12
Schätztheorie
12
Theorie
10
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4
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4
Volatility
4
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4
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Sola, Martin
3
Judge, George G.
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Orszag, Jonathan Michael
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1
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Birkbeck College / Department of Economics
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
125
National Bureau of Economic Research
55
University of New England / Department of Econometrics
23
Ekonomiska forskningsinstitutet <Stockholm>
22
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Center for Economic Research <Tilburg>
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University of Exeter / Department of Economics
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8
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Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
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Rodney L. White Center for Financial Research
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
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Discussion paper in financial economics : FE
4
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CUDARE working paper series
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ECONIS (ZBW)
12
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1
Estimating a demand system with choke prices
Golan, Amos
;
LaFrance, Jeffrey T.
;
Perloff, Jeffrey M.
; …
-
California Agricultural Experiment Station / Department …
-
2017
Persistent link: https://www.econbiz.de/10011722392
Saved in:
2
An information theoretic approach to ecological estimation and inference
Judge, George G.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001794800
Saved in:
3
Empirical evidence concerning the finite sample performance of EL-type structural equation estimation and inference methods
Mittelhammer, Ron C.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001794804
Saved in:
4
Collinearity in linear structural models of market power
Perloff, Jeffrey M.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001794778
Saved in:
5
Semi-parametric modelling of the term structure
Bianchi, Marco
;
Orszag, Jonathan Michael
;
Steeley, James M.
-
1997
Persistent link: https://www.econbiz.de/10000956524
Saved in:
6
On low-frequency filtering and symmetry testing
Psaradakis, Zacharias G.
;
Sola, Martin
-
1997
Persistent link: https://www.econbiz.de/10000956526
Saved in:
7
Some new results on GARCH : exact formulas for the 2nd moments of the squared errors
Karanasos, Menelaos
-
1996
Persistent link: https://www.econbiz.de/10000953935
Saved in:
8
Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000930379
Saved in:
9
Cumulative waveletgram test for randomness
Orszag, Jonathan Michael
-
1995
Persistent link: https://www.econbiz.de/10000924235
Saved in:
10
Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924807
Saved in:
11
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
Saved in:
12
Option pricing with GARCH and systematic consumption risk
Satchell, Stephen
;
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930377
Saved in:
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