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~person:"Dufour, Jean-Marie"
~person:"Zhang, Xibin"
~subject:"Nichtparametrisches Verfahren"
~subject:"Schätztheorie"
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Search: subject_exact:"Monte-Carlo-Methode"
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Nichtparametrisches Verfahren
Schätztheorie
Monte Carlo simulation
42
Monte-Carlo-Simulation
42
Estimation theory
19
Statistischer Test
17
Markov chain
16
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16
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Dufour, Jean-Marie
Zhang, Xibin
Schorfheide, Frank
17
Herbst, Edward P.
12
Lechner, Michael
12
Huber, Martin
11
Hortaçsu, Ali
10
Koopman, Siem Jan
9
Pesaran, M. Hashem
9
Arcidiacono, Peter
8
Kapetanios, George
8
Bayer, Patrick J.
7
Del Negro, Marco
7
James, Jonathan
7
Kitagawa, Toru
7
Martin, Gael M.
7
Matlin, Ethan
7
Nielsen, Morten Ørregaard
7
Parmeter, Christopher F.
7
Sarfati, Reca
7
Scaillet, Olivier
7
Sun, Yiguo
7
Advani, Arun
6
Baltagi, Badi H.
6
Bugni, Federico A.
6
Hammond, Peter J.
6
Hong, Han
6
Joo, Joonhwi
6
Kilian, Lutz
6
King, Maxwell L.
6
Kiviet, J. F.
6
Kurz-Kim, Jeong-Ryeol
6
Lunde, Asger
6
Słoczyński, Tymon
6
Tsionas, Efthymios G.
6
Zhang, Tao
6
Barndorff-Nielsen, Ole E.
5
Bodory, Hugo
5
Cai, Michael
5
Camponovo, Lorenzo
5
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Working paper / Department of Econometrics and Business Statistics, Monash University
6
Econometric reviews
2
Journal of econometrics
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
Bundesbank Series 1 Discussion Paper
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
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
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ECONIS (ZBW)
24
EconStor
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Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
Shang, Han Lin
;
Zhang, Xibin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 55-71
Persistent link: https://www.econbiz.de/10013334620
Saved in:
2
Simple estimators and inference for higher-order stochastic volatility models
Ahsan, Nazmul
;
Dufour, Jean-Marie
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 181-197
Persistent link: https://www.econbiz.de/10013275370
Saved in:
3
Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with hetereogenous dependent errors
Coudin, Elise
;
Dufour, Jean-Marie
-
2017
Persistent link: https://www.econbiz.de/10011610097
Saved in:
4
Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions : invariance and finite-sample distributional theory
Doko Tchatoka, Firmin
;
Dufour, Jean-Marie
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 390-418
Persistent link: https://www.econbiz.de/10012483007
Saved in:
5
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
Saved in:
6
Exact Tests and Confidence Sets for the Tail Coefficient of A-Stable Distributions
Dufour, Jean-Marie
-
2016
Persistent link: https://www.econbiz.de/10012991228
Saved in:
7
Bayesian bandwidth estimation in nonparametric time-varying coefficient models
Cheng, Tingting
;
Gao, Jiti
;
Zhang, Xibin
-
2015
-
Revised 13, 07
Persistent link: https://www.econbiz.de/10011781131
Saved in:
8
Bayesian bandwidth estimation in nonparametric time-varying coefficient models
Cheng, Tingting
;
Gao, Jiti
;
Zhang, Xibin
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10012175865
Saved in:
9
Estimation of inefficiency in stochastic frontier models : a Bayesian kernel approach
Feng, Guohua
;
Wang, Chuan
;
Zhang, Xibin
- In:
Journal of productivity analysis
51
(
2019
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012305574
Saved in:
10
A simple efficient moment-based estimator for the stochastic volatility model
Ahsan, Nazmul
;
Dufour, Jean-Marie
-
2019
Persistent link: https://www.econbiz.de/10012244154
Saved in:
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