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Econometric theory
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k-nearest neighbor estimation of inverse-density-weighted expectations with dependent data
Chu, Ba
;
Jacho-Chávez, David T.
- In:
Econometric theory
28
(
2012
)
4
,
pp. 769-803
Persistent link: https://www.econbiz.de/10009669745
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k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA
Chu, Ba
;
Jacho-Chávez, David T.
- In:
Econometric theory
28
(
2012
)
4
,
pp. 769-804
Persistent link: https://www.econbiz.de/10009996867
Saved in:
3
Existence of unbiased estimators of the Black Scholes option price, other derivatives, and hedge ratios
Knight, John L.
- In:
Econometric theory
13
(
1997
)
6
,
pp. 791-807
Persistent link: https://www.econbiz.de/10001236167
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4
Asymptotic expansions for random walks with normal errors
Knight, John L.
- In:
Econometric theory
9
(
1993
)
3
,
pp. 363-376
Persistent link: https://www.econbiz.de/10001151129
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Asymptotic properties of the maximum-likelihood and nonlinear least-squares estimators for noninvertible moving average models
Tanaka, Katsuto
- In:
Econometric theory
5
(
1989
)
3
,
pp. 333-353
Persistent link: https://www.econbiz.de/10001079352
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6
Approximating the Finite Sample Bias for Maximum Likelihood Estimators Using the Score
Lambrecht, Bert
;
Perraudin, William
;
Satchell, Stephen
- In:
Econometric theory
13
(
1997
)
2
,
pp. 310-311
Persistent link: https://www.econbiz.de/10006998456
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7
Approximating the Finite Sample Bias for Maximum Likelihood Estimators by Using the Score
Lambrecht, Bart
;
Perraudin, William
;
Satchell, Stephen
- In:
Econometric theory
12
(
1996
)
1
,
pp. 199
Persistent link: https://www.econbiz.de/10007001127
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8
A Bias Correction for Taken's Correlation Dimension Estimator
Satchell, Stephen
- In:
Econometric theory
11
(
1995
)
4
,
pp. 804
Persistent link: https://www.econbiz.de/10007005272
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9
A Bias Correction for Taken's Correlation Dimension Estimator
Satchell, Stephen
- In:
Econometric theory
10
(
1994
)
2
,
pp. 439
Persistent link: https://www.econbiz.de/10007014675
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10
THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS
Sancetta, Alessio
;
Satchell, Stephen
- In:
Econometric theory
20
(
2004
)
3
,
pp. 535-562
Persistent link: https://www.econbiz.de/10006963726
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