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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"McMaster University / Department of Economics"
~subject:"Induktive Statistik"
~subject:"Regressionsanalyse"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Panel study
Induktive Statistik
Regressionsanalyse
Estimation theory
13
Schätztheorie
13
Theorie
6
Theory
6
Monte Carlo simulation
4
Core
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Option pricing theory
2
Optionspreistheorie
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Analysis of variance
1
Bayes-Statistik
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Bayesian inference
1
Bias
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CAPM
1
Currency option
1
Devisenoption
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Einheitswurzeltest
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Estimation
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Financial economics
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Gesundheit
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Health
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Interest rate
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Kapitalmarkttheorie
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Market microstructure
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Markov chain
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Markov-Kette
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Marktmikrostruktur
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Noise Trading
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Noise trading
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Optionsanleihe
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Panel
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Probability theory
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Schätzung
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Simulation
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Simulation-based inference
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Statistical inference
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5
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5
Working Paper
5
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English
6
Author
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Bladt, Mogens
1
Christensen, Bent Jesper
1
Contoyannis, Paul
1
Jones, Andrew M.
1
Leon-Gonzalez, Roberto
1
Poulsen, Rolf
1
Schmid, Wolfgang
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Sørensen, Michael
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Tzotchev, Dobromir
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Centre for Analytical Finance <Århus>
McMaster University / Department of Economics
National Bureau of Economic Research
70
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
45
University of California, San Diego / Department of Economics
4
Center for Economic Research <Tilburg>
3
Centre for Microdata Methods and Practice <London>
3
Centre for Quantitative Economics & Computing
3
Nationalekonomiska Institutionen <Lund>
3
Universität Konstanz
3
Brown University / Department of Economics
2
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
2
Deutsche Forschungsgemeinschaft
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Ekonomiska forskningsinstitutet <Stockholm>
2
European University Institute / Department of Economics
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Forschungsinstitut zur Zukunft der Arbeit
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Trinity College Dublin / Department of Economics
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Universitetet i Oslo / Økonomisk institutt
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University of Cambridge / Department of Applied Economics
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Amsterdams Instituut voor ArbeidsStudies
1
Centre for International Economic Studies
1
Computer Research Center for Economics and Management Science, National Bureau of Economic Research, inc.
1
Conference on Economic Applications of Quantile Regressions <2000, Konstanz>
1
Econometrisch Instituut <Rotterdam>
1
European University Institute / Department of Law
1
Federal Reserve System / Division of Research and Statistics
1
Gottfried Wilhelm Leibniz Universität Hannover
1
International Centre for Economics and Related Disciplines <London>
1
Københavns Universitet / Økonomisk Institut
1
London School of Economics and Political Science
1
Massachusetts Institute of Technology / Department of Economics
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Mu'assasat an-Naqd al-ʿArabī as-Suʿūdī
1
National Bureau of Economic Research inc.
1
Nationalekonomiska Institutionen <Göteborg>
1
Robert Schuman Centre for Advanced Studies
1
Royal Economic Society / Annual Conference <2016, Brighton>
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Rutgers University / Department of Economics
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
5
Department of Economics working paper series / McMaster University, Department of Economics
1
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ECONIS (ZBW)
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Using simulation-based inference with panel data in health economics
Contoyannis, Paul
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001714166
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2
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
3
Statistical inference for discretely observed Markov jump processes
Bladt, Mogens
(
contributor
);
Sørensen, Michael
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793919
Saved in:
4
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
Saved in:
5
Efficient control variates for Monte-Carlo valuation of American options
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724268
Saved in:
6
Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587483
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