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isPartOf:"Applying maximum entropy to econometric problems"
subject:"Monte Carlo simulation"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of the American Statistical Association : JASA"
~isPartOf:"Operations research"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Estimation theory"
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Monte Carlo simulation
Stochastischer Prozess
Estimation theory
836
Schätztheorie
836
Nichtparametrisches Verfahren
166
Nonparametric statistics
166
Regression analysis
157
Regressionsanalyse
157
Theorie
145
Theory
145
Time series analysis
122
Zeitreihenanalyse
122
Estimation
87
Schätzung
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Statistical distribution
41
Statistische Verteilung
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Maximum likelihood estimation
39
Maximum-Likelihood-Schätzung
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Simulation
38
Stichprobenerhebung
38
Method of moments
37
Momentenmethode
37
Bootstrap approach
36
Bootstrap-Verfahren
36
Monte-Carlo-Simulation
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Statistical theory
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Statistische Methodenlehre
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Autocorrelation
32
Autokorrelation
32
Induktive Statistik
32
Statistical inference
32
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61
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Fu, Michael
4
Dufour, Jean-Marie
2
Heidergott, Bernd
2
Juodis, Artūras
2
Lam, Henry
2
Peng, Yijie
2
Adkins, Lee Chester
1
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1
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1
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1
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1
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1
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1
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1
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1
Chen, Song Xi
1
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Applying maximum entropy to econometric problems
Econometric reviews
Journal of the American Statistical Association : JASA
Operations research
Journal of econometrics
97
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
38
Economics letters
35
Discussion paper / Tinbergen Institute
31
Computational economics
26
Economic modelling
24
European journal of operational research : EJOR
22
Econometric theory
21
The econometrics journal
18
CREATES research paper
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
NBER Working Paper
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
Working paper / National Bureau of Economic Research, Inc.
16
Econometrics : open access journal
15
Applied economics letters
14
Applied economics
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
13
NBER working paper series
13
Cowles Foundation discussion paper
12
Mathematics of operations research
12
Risks : open access journal
12
Discussion papers of interdisciplinary research project 373
11
Insurance / Mathematics & economics
11
Working paper
11
Working paper / Department of Econometrics and Business Statistics, Monash University
11
CEMMAP working papers / Centre for Microdata Methods and Practice
10
Journal of empirical finance
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Journal of productivity analysis
10
Quantitative economics : QE ; journal of the Econometric Society
10
Série des documents de travail / Centre de Recherche en Économie et Statistique
10
International journal of theoretical and applied finance
9
Journal of risk and financial management : JRFM
9
Operations research letters
9
Quantitative finance
9
SFB 649 discussion paper
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1
Endogeneity in semiparametric threshold regression models with two threshold variables
Chen, Chaoyi
;
Stengos, Thanasēs
;
Sun, Yiguo
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 758-779
Persistent link: https://www.econbiz.de/10014420356
Saved in:
2
High-order steady-state diffusion approximations
Braverman, Anton
;
Dai, J. G.
;
Fang, Xiao
- In:
Operations research
72
(
2024
)
2
,
pp. 604-616
Persistent link: https://www.econbiz.de/10014520812
Saved in:
3
Enhanced balancing of bias-variance tradeoff in stochastic estimation : a minimax perspective
Lam, Henry
;
Zhang, Xinyu
;
Zhang, Xuhui
- In:
Operations research
71
(
2023
)
6
,
pp. 2352-2373
Persistent link: https://www.econbiz.de/10014445044
Saved in:
4
Stability and sample-based approximations of composite stochastic optimization problems
Dentcheva, Darinka
;
Lin, Yang
;
Penev, Spiridon
- In:
Operations research
71
(
2023
)
5
,
pp. 1871-1888
Persistent link: https://www.econbiz.de/10014393285
Saved in:
5
Specification tests for univariate diffusions
Hurn, Stan
;
Martin, Vance
;
Xu, Lina
- In:
Econometric reviews
41
(
2022
)
6
,
pp. 607-632
Persistent link: https://www.econbiz.de/10013364897
Saved in:
6
Computation of exact bootstrap confidence intervals : complexity and deterministic algorithms
Bertsimas, Dimitris
;
Sturt, Bradley
- In:
Operations research
68
(
2020
)
3
,
pp. 949-964
Persistent link: https://www.econbiz.de/10012234527
Saved in:
7
Maximum likelihood estimation by Monte Carlo simulation : toward data-driven stochastic modeling
Peng, Yijie
;
Fu, Michael
;
Heidergott, Bernd
;
Lam, Henry
- In:
Operations research
68
(
2020
)
6
,
pp. 1896-1912
Persistent link: https://www.econbiz.de/10012392175
Saved in:
8
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
Saved in:
9
Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
Saved in:
10
Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors
Coudin, Elise
;
Dufour, Jean-Marie
- In:
Econometric reviews
39
(
2020
)
8
,
pp. 763-791
Persistent link: https://www.econbiz.de/10012295580
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