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Estimation theory
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Phillips, Peter C. B.
116
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89
Gao, Jiti
70
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66
Linton, Oliver
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55
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53
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53
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49
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49
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49
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46
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43
Ullah, Aman
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39
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Lee, Lung-fei
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38
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37
Li, Qi
36
Zakoïan, Jean-Michel
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Cai, Zongwu
34
Dufour, Jean-Marie
34
Wooldridge, Jeffrey M.
34
Bera, Anil K.
33
Horowitz, Joel
33
Lechner, Michael
33
Kilian, Lutz
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Kohn, Robert
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32
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Birkbeck College / Department of Economics
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Federal Reserve System / Division of Research and Statistics
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Centre for Analytical Finance <Århus>
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Centre for Microdata Methods and Practice <London>
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Rodney L. White Center for Financial Research
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Rutgers University / Department of Economics
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Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
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California Agricultural Experiment Station / Department of Agricultural and Resource Economics
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Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
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Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
3
Erasmus Research Institute of Management
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Journal of econometrics
782
Economics letters
537
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
350
Econometric theory
340
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
255
Econometric reviews
242
Journal of applied econometrics
178
Série des documents de travail / Centre de Recherche en Économie et Statistique
161
Discussion paper / Tinbergen Institute
158
Journal of quantitative economics : official journal of the Indian Econometric Society
145
The review of economics and statistics
130
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
125
Oxford bulletin of economics and statistics
109
Discussion paper / Center for Economic Research, Tilburg University
103
Discussion paper series / IZA
103
Applied economics
100
Working paper / National Bureau of Economic Research, Inc.
97
Applied economics letters
87
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
84
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
Statistical papers
82
CORE discussion paper : DP
80
Working paper
80
Working paper series
80
Economic modelling
78
CEMMAP working papers / Centre for Microdata Methods and Practice
74
The econometrics journal
74
CESifo working papers
70
Journal of forecasting
70
Working paper / Department of Econometrics and Business Statistics, Monash University
70
Cowles Foundation discussion paper
69
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
68
The review of economic studies
67
Discussion paper
64
Journal of empirical finance
64
Annales d'économie et de statistique
62
European journal of operational research : EJOR
62
American journal of agricultural economics
61
NBER Working Paper
61
International economic review
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ECONIS (ZBW)
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1
A Structural Framework for the Pricing of Corporate Securities : Economic and Empirical Issues
Genser, Michael
(
contributor
)
-
2006
advanced economic settings or to price derivatives on corporate securities. Numerical examples make the
theory
easily …
Persistent link: https://www.econbiz.de/10013520503
Saved in:
2
Barrier-dependent structural models of default risk
Breitkopf, Nikolas
-
2013
-
1. Aufl.
Persistent link: https://www.econbiz.de/10009790786
Saved in:
3
Estimation
of Survival Functions under extreme Censoring with Applications to Credit Risk Modeling
Djai͏̈dja, Abdel-Yarzif Karim
-
2004
-
1. Aufl.
Persistent link: https://www.econbiz.de/10002135562
Saved in:
4
Estimating Credit Contagion in a Standard Factor Model
Roesch, Daniel
-
2013
(2001), among others. However, statistical
estimation
techniques and empirical evidence on contagion are still scarce …
Persistent link: https://www.econbiz.de/10013073485
Saved in:
5
The pricing of credit derivatives and
estimation
of default probability
Zhou, Hanghang
;
Zhao, Dianli
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 243-248
Persistent link: https://www.econbiz.de/10011438503
Saved in:
6
Parametric
estimation
of latent default frequency in credit insurance
Giacomelli, Jacopo
- In:
Journal of the Operational Research Society
74
(
2023
)
1
,
pp. 330-350
Persistent link: https://www.econbiz.de/10014231726
Saved in:
7
Composite likelihood for stochastic migration model with unobserved factor
Djogbenou, Antoine
;
Gouriéroux, Christian
;
Jasiak, Joann
; …
-
2024
Persistent link: https://www.econbiz.de/10015338806
Saved in:
8
A structural framework for the pricing of corporate securities : economic and empirical issues
Genser, Michael
-
2006
Persistent link: https://www.econbiz.de/10003042068
Saved in:
9
Statistical
estimation
and moment evaluation of a stochastic growth model with asset market restrictions
Lettau, Martin
;
Gong, Gang
;
Semmler, Willi
- In:
Journal of economic behavior & organization : JEBO
44
(
2001
)
1
,
pp. 85-103
Persistent link: https://www.econbiz.de/10001531911
Saved in:
10
Adaptive
estimation
for a time inhomogeneous stochastic-volatility model
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
;
Teyssière, …
-
2000
Persistent link: https://www.econbiz.de/10001470372
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