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subject:"Decision"
subject:"Wahrscheinlichkeitsrechnung"
~isPartOf:"IMF working paper"
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Decision
Wahrscheinlichkeitsrechnung
Estimation theory
109
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Chan-Lau, Jorge A
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Chan-Lau, Jorge A.
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The review of economic studies
Journal of econometrics
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19
Statistics in transition : an international journal of the Polish Statistical Association
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1
Approximate permutation tests and induced order statistics in the regression discontinuity design
Canay, Ivan A.
;
Kamat, Vishal
- In:
The review of economic studies
85
(
2018
)
3
,
pp. 1577-1608
Persistent link: https://www.econbiz.de/10011923477
Saved in:
2
Fundamentals-based estimation of default probabilities : a survey
Chan-Lau, Jorge A.
-
2006
Persistent link: https://www.econbiz.de/10003354354
Saved in:
3
Market-based estimation of default probabilities and its application to financial market surveillance
Chan-Lau, Jorge A.
-
2006
Persistent link: https://www.econbiz.de/10003329109
Saved in:
4
Inverse probability tilting for moment condition models with missing data
Graham, Bryan S.
;
Pinto, Cristine Campos de Xavier
; …
- In:
The review of economic studies
79
(
2012
)
3
,
pp. 1053-1079
Persistent link: https://www.econbiz.de/10009613909
Saved in:
5
Fundamentals-Based Estimation of Default Probabilities : A Survey
Chan-Lau, Jorge A
-
2006
Intro -- Contents -- I. INTRODUCTION -- II. MACROECONOMIC-BASED MODELS -- III. CREDIT SCORING (OR ACCOUNTING-BASED) MODELS -- IV. RATINGS-BASED MODELS -- V. HYBRID MODELS -- VI. CONCLUSIONS -- REFERENCES.
Persistent link: https://www.econbiz.de/10012691085
Saved in:
6
Market-Based Estimation of Default Probabilities and Its Application to Financial Market Surveillance.
Chan-Lau, Jorge A
-
2006
Intro -- Contents -- I. MARKET-BASED DEFAULT PROBABILITIES AND FINANCIAL SURVEILLANCE -- II. CREDIT DEFAULT SWAPS -- III. BONDS -- IV. EQUITY PRICES -- V. FROM RISK-NEUTRAL PROBABILITIES TO REAL-WORLD PROBABILITIES -- VI. CONCLUSIONS -- REFERENCES.
Persistent link: https://www.econbiz.de/10012691108
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7
Stochastic volatility : likelihood inference and comparison with ARCH models
Kim, Sangjoon
- In:
The review of economic studies
65
(
1998
)
3
,
pp. 361-393
Persistent link: https://www.econbiz.de/10001244376
Saved in:
8
A simulation estimator for dynamic models of discrete choice
Hotz, Vincent Joseph
(
contributor
)
- In:
The review of economic studies
61
(
1994
)
2
,
pp. 265-289
Persistent link: https://www.econbiz.de/10001160739
Saved in:
9
Conditional choice probabilities and the estimation of dynamic models
Hotz, Vincent Joseph
- In:
The review of economic studies
60
(
1993
)
3
,
pp. 497-529
Persistent link: https://www.econbiz.de/10001147521
Saved in:
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