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type_genre:"Working Paper"
type_genre:"Mehrbändiges Werk"
~isPartOf:"Cahiers du Département d'Econométrie"
~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
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ECONIS (ZBW)
85
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1
Generalized linear latent variable models with flexible distribution of latent variables
Irincheeva, Irina
;
Cantoni, Eva
;
Genton, Marc G.
-
2009
Persistent link: https://www.econbiz.de/10008759070
Saved in:
2
A robust version of the hurdle model
Cantoni, Eva
;
Zedini, Asma
-
2009
Persistent link: https://www.econbiz.de/10008759071
Saved in:
3
Estimation and testing for the cointegration rank in a threshold cointegrated system
Krishnakumar, Jayalakshmi
;
Neto, David
-
2009
Persistent link: https://www.econbiz.de/10003926954
Saved in:
4
Accurate and robust indirect inference for diffusion Models
Czellar, Veronika
;
Ronchetti, Elvezio
-
2008
Persistent link: https://www.econbiz.de/10003926948
Saved in:
5
Variable selection in additive models by nonnegative garrote
Cantoni, Eva
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003335752
Saved in:
6
Robust second order accurate inference for generalized linear models
Lô, Serigne N.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003335758
Saved in:
7
Robust small sample accurate inference in moment condition models
Lô, Serigne N.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003335766
Saved in:
8
Robust MM-estimation and inference in mixed linear models
Copt, Samuel
(
contributor
);
Heritier, Stéphane
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003288733
Saved in:
9
A new algebraic approach to representation theorems for (co)integrated processes up to the second order
Zoia, Maria Grazia
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003597935
Saved in:
10
Bounded-bias robust estimation in generalized linear latent variable models
Moustaki, Irini
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002431801
Saved in:
11
Saddlepoint approximations for multivariate m-estimates with applications to bootstrap accuracy
Field, Chris
(
contributor
);
Robinson, John
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002432841
Saved in:
12
Fast algorithms for computing high breakdown covariance matrices with missing data
Copt, Samuel
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001890110
Saved in:
13
High breakdown inference in the mixed linear model
Copt, Samuel
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001890341
Saved in:
14
Estimation of generalized linear latent variable models
Huber, Philippe
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001890359
Saved in:
15
Variable selection for marginal longitudinal generalized linear models
Cantoni, Eva
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001890387
Saved in:
16
A nonlinear generalization of cointegration : a note on hidden cointegration
Schorderet, Yann
-
2002
Persistent link: https://www.econbiz.de/10001705677
Saved in:
17
A robust approach to longitudinal data analysis
Cantoni, Eva
-
2002
Persistent link: https://www.econbiz.de/10001705704
Saved in:
18
Robust indirect inference
Genton, Marc G.
;
Ronchetti, Elvezio
-
2001
Persistent link: https://www.econbiz.de/10001645055
Saved in:
19
Robust inference based on quasilikelihoods for generalized linear models and longitudinal data
Cantoni, Eva
-
2001
Persistent link: https://www.econbiz.de/10001645060
Saved in:
20
Saddlepoint approximations and tests based on multivariate M-estimates
Robinson, John
;
Ronchetti, Elvezio
;
Young, G. Alastair
-
2001
Persistent link: https://www.econbiz.de/10001645085
Saved in:
21
Robust correlation estimation with missing data
Cheng, Tsung-Chi
;
Victoria-Feser, Maria-Pia
-
2000
Persistent link: https://www.econbiz.de/10001645100
Saved in:
22
Robust logistic regression for binominal responses
Victoria-Feser, Maria-Pia
-
2000
Persistent link: https://www.econbiz.de/10001645431
Saved in:
23
Robust estimation and inference for generalized linear models
Cantoni, Eva
;
Ronchetti, Elvezio
-
1999
Persistent link: https://www.econbiz.de/10001451276
Saved in:
24
Value-at-risk and extreme returns
Daníelsson, Jón
;
Vries, Casper G. de
-
1998
Persistent link: https://www.econbiz.de/10000980737
Saved in:
25
EmmPack 1.01 : C/C++ code for use with Ox for estimation of univariate stochastic volatility models with the efficient method of moments
Sluis, Pieter J. van der
-
1998
Persistent link: https://www.econbiz.de/10000981248
Saved in:
26
Bayesian simultaneous equations analysis using reduced rank structures
Kleibergen, Frank
;
Dijk, Herman K. van
-
1998
Persistent link: https://www.econbiz.de/10000981254
Saved in:
27
On the identification of the censored regression model with a stochastic and unobserved treshold
Ridder, Geert
;
Montfort, Kees van
-
1998
Persistent link: https://www.econbiz.de/10000984806
Saved in:
28
Expectations of expansions for estimators in a dynamic panel data model : some results for weakly-exogenous regressors
Kiviet, J. F.
-
1998
-
Rev
Persistent link: https://www.econbiz.de/10000985343
Saved in:
29
Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans
;
Dijk, Dick van
;
Lucas, André
-
1998
Persistent link: https://www.econbiz.de/10000986130
Saved in:
30
Correcting for selective compliance in a re-employment bonus experiment
Bijwaard, Govert
;
Ridder, Geert
-
1998
Persistent link: https://www.econbiz.de/10000994243
Saved in:
31
Abnormal returns, risk, and options in large data sets
Caserta, Silvia
;
Daníelsson, Jón
;
Vries, Casper G. de
-
1998
Persistent link: https://www.econbiz.de/10000994496
Saved in:
32
An application of an error correction model with higher order cointegrated variables to the demand for money in Switzerland
Krishnakumar, Jayalakshmi
;
Gueye, El-hadji
-
1998
Persistent link: https://www.econbiz.de/10000995186
Saved in:
33
Estimation de fonctions de distance radiales
Taffé, Patrick
-
1998
Persistent link: https://www.econbiz.de/10000995188
Saved in:
34
Maximum likelihood estimation of cointegrated systems with higher order integrated variables and asymptotic equivalence with generalised least squares
Krishnakumar, Jayalakshmi
;
Gueye, El-hadji
-
1998
Persistent link: https://www.econbiz.de/10000995464
Saved in:
35
Resistant selection of the smoothing parameter for smoothing splines
Cantoni, Eva
;
Ronchetti, Elvezio
-
1998
Persistent link: https://www.econbiz.de/10000995466
Saved in:
36
How to make a Hill plot
Drees, Holger
;
Haan, Laurens de
;
Resnick, Sidney I.
-
1998
Persistent link: https://www.econbiz.de/10000991204
Saved in:
37
Predictive performance of the binary logit model in unbalanced samples
Cramer, Jan S.
-
1998
Persistent link: https://www.econbiz.de/10000991205
Saved in:
38
A robust predictive density based on the saddlepoint approximation for M-estimators
Ronchetti, Elvezio
;
Vidoni, Paolo
-
1998
Persistent link: https://www.econbiz.de/10001451273
Saved in:
39
Priors, posterior odds and Lagrange multiplier statistics in Bayesian analyses of cointegration
Kleibergen, Frank
;
Paap, Richard
-
1997
Persistent link: https://www.econbiz.de/10000952475
Saved in:
40
Bayesian analysis of ARMA models using noninformative priors
Kleibergen, Frank
;
Hoek, Henk
-
1997
Persistent link: https://www.econbiz.de/10000952481
Saved in:
41
Common persistence in nonlinear autoregressive models
Boswijk, Herman Peter
;
Franses, Philip Hans
-
1997
Persistent link: https://www.econbiz.de/10000952484
Saved in:
42
Variation in the slope coefficient of the Fama regression for testing uncovered interest rate parity : evidence from fixed and time-varying coefficient approaches
Koning, Camiel de
;
Straetmans, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000953290
Saved in:
43
Equality restricted random variables : densities and sampling algorithms
Kleibergen, Frank
-
1997
Persistent link: https://www.econbiz.de/10000953441
Saved in:
44
Using a bootstrap method to choose the sample fraction in tail index estimation
Daníelsson, Jón
(
contributor
)
-
1997
Persistent link: https://www.econbiz.de/10000953451
Saved in:
45
Estimating the index of a stable distribution
Haan, Laurens de
;
Pereira, T. Themido
-
1997
Persistent link: https://www.econbiz.de/10000959255
Saved in:
46
Two properties of predicted probabilities in discrete regression models
Cramer, Jan S.
-
1997
Persistent link: https://www.econbiz.de/10000960568
Saved in:
47
Higher order spatial ARMA models
Sneek, Kees
;
Rietveld, Piet
-
1997
Persistent link: https://www.econbiz.de/10000960575
Saved in:
48
Post-sample prediction tests for the efficient method of moments
Sluis, Pieter J. van der
-
1997
Persistent link: https://www.econbiz.de/10000961545
Saved in:
49
On the estimation of the spatial moving average model
Sneek, Kees
;
Rietveld, Piet
-
1997
Persistent link: https://www.econbiz.de/10000961566
Saved in:
50
Consistent expectations equilibria
Hommes, Cars H.
;
Sorger, Gerhard
-
1997
Persistent link: https://www.econbiz.de/10000961568
Saved in:
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