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isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
subject:"Estimation theory"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Journal of the Royal Statistical Society"
~person:"Drost, Feike C."
~person:"Groenendaal, Willem J. van"
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Estimation theory
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7
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4
Nonparametric statistics
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Drost, Feike C.
Groenendaal, Willem J. van
Andrews, Donald W. K.
18
Newey, Whitney K.
13
Phillips, Peter C. B.
9
Steel, Mark F. J.
9
Horowitz, Joel
8
Imbens, Guido
7
Robinson, Peter M.
7
Werker, Bas J. M.
7
Fernández, Carmen
6
Kleijnen, Jack P. C.
6
Soest, Arthur van
6
Lewbel, Arthur
5
Magnus, Jan R.
5
Moors, Johannes J. A.
5
Osiewalski, Jacek
5
Ploberger, Werner
5
Bai, Jushan
4
Carroll, Raymond J.
4
Chernozhukov, Victor
4
Dufour, Jean-Marie
4
Härdle, Wolfgang
4
Kitamura, Yuichi
4
Matzkin, Rosa L.
4
Nelson, Daniel B.
4
Nijman, Theodore E.
4
Smith, Richard J.
4
Stock, James H.
4
White, Halbert
4
Čížek, Pavel
4
Bierens, Herman J.
3
Davidson, Russell
3
Durbin, James
3
Gallant, A. Ronald
3
Graham, Bryan S.
3
Hahn, Jinyong
3
Hall, Peter
3
Hirano, Keisuke
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Center for Economic Research <Tilburg>
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Discussion paper / Center for Economic Research, Tilburg University
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of the Royal Statistical Society
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
FEW / Tilburg University, Katholieke Universiteit Brabant
1
Journal of econometrics
1
Nonparametric dynamic modelling
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ECONIS (ZBW)
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Efficient estimation of autoregression parameters and innovation distributions for semiparametric integer-valued AR(p) models
Drost, Feike C.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003483609
Saved in:
2
An experimental comparison of four methods for assessing judgemental distributions
Moors, Johannes J. A.
;
Strijbosch, L. W. G.
; …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001773777
Saved in:
3
Estimating mean and variance through quantiles : an experimental comparison of different methods
Moors, Johannes J. A.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692464
Saved in:
4
Semiparametric duration models
Drost, Feike C.
(
contributor
);
Werker, Bas J. M.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001568494
Saved in:
5
Efficient estimation of autoregression parameters and innovation distributions for semiparametric integer-valued AR(p) models
Drost, Feike C.
(
contributor
); …
-
2008
-
Rev. version of CentER Discussion Paper 2007-23
Persistent link: https://www.econbiz.de/10003752414
Saved in:
6
Efficiency comparisons of maximum likelihood-based estimators in GARCH models
González-Rivera, Gloria
;
Drost, Feike C.
-
1998
Persistent link: https://www.econbiz.de/10000997535
Saved in:
7
Validation of simulation models : regression analysis revisited
Kleijnen, Jack P. C.
;
Bettonvil, Bert
;
Groenendaal, …
-
1996
Persistent link: https://www.econbiz.de/10000932647
Saved in:
8
Estimating net present value variability for deterministic models
Groenendaal, Willem J. van
-
1995
Persistent link: https://www.econbiz.de/10000915172
Saved in:
9
Adaptive estimation in time-series models
Drost, Feike C.
;
Klaassen, Chris A.
;
Werker, Bas J. M.
-
1994
Persistent link: https://www.econbiz.de/10000900412
Saved in:
10
Closing the GARCH gap : continuous time GARCH modeling
Drost, Feike C.
;
Werker, Bas J. M.
-
1994
Persistent link: https://www.econbiz.de/10000879810
Saved in:
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