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isPartOf:"Annales d'économie et de statistique"
subject:"Estimation theory"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Journal of the Royal Statistical Society"
~person:"Lucas, André"
~person:"Montfort, Kees van"
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Estimation theory
Theorie
70
Theory
70
Time series analysis
27
Zeitreihenanalyse
27
Credit risk
15
Kreditrisiko
15
Portfolio selection
15
Portfolio-Management
15
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Statistical distribution
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Statistische Verteilung
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Stochastic process
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Estimation
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State space model
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importance sampling
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Lucas, André
Montfort, Kees van
Kleibergen, Frank
9
Haan, Laurens de
6
Daníelsson, Jón
5
Franses, Philip Hans
5
Gouriéroux, Christian
5
Kiviet, J. F.
5
Baltagi, Badi H.
4
Carroll, Raymond J.
4
Gooijer, Jan G. de
4
Robert, Christian P.
4
Vries, Casper G. de
4
Bertail, Patrice
3
Heij, Christiaan
3
Ridder, Geert
3
Scherrer, Wolfgang
3
Sneek, Kees
3
Thomas, Alban
3
Bauwens, Luc
2
Bijwaard, Govert
2
Boswijk, H. Peter
2
Boswijk, Herman Peter
2
Boumahdi, Rachid
2
Bruneau, Catherine
2
Bun, Maurice J. G.
2
Cheng, Shihong
2
Cramer, Jan S.
2
Dannenburg, Dennis Ramon
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Dijk, Dick van
2
Dijk, Herman K. van
2
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Hall, Peter
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Lundbergh, Stefan
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Nicolaï, Jean-Paul
2
Peaucelle, Irina
2
Peng, Liang
2
Pereira, T. Themido
2
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2
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Annales d'économie et de statistique
Discussion paper / Tinbergen Institute
Journal of the Royal Statistical Society
Discussion paper / Tinbergen Institute / Tinbergen Institute
3
Journal of econometrics
3
Discussion papers in statistics and econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Report / Econometric Institute, Erasmus University Rotterdam
2
Statistica Neerlandica : journal of the Netherlands Society for Statistics and Operations Research
2
Discussion paper / Tinbergen Institue / Tinbergen Institute
1
Discussion papers in economics
1
Econometric reviews
1
Econometric theory
1
Economics letters
1
Reihe Quantitative Ökonomie : Ökon
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
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Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
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Report / Erasmus Center for Financial Research, Erasmus University
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ECONIS (ZBW)
6
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1
A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model
Abadir, Karim Maher
;
Lucas, André
-
2000
Persistent link: https://www.econbiz.de/10001471423
Saved in:
2
A comparison of parametric, seminonparametric, adaptive, and nonparametric cointegration tests
Boswijk, H. Peter
;
Lucas, André
;
Taylor, Nick
-
1999
Persistent link: https://www.econbiz.de/10001365108
Saved in:
3
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:
4
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:
5
Estimation of state-space models for categorical variables
Montfort, Kees van
;
Mooijaart, Ab
-
1996
Persistent link: https://www.econbiz.de/10000944374
Saved in:
6
Cointegration testing using pseudo likelihood ratio tests
Lucas, André
-
1995
Persistent link: https://www.econbiz.de/10000918273
Saved in:
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