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accessRights:"free"
type_genre:"Working Paper"
~isPartOf:"CORE discussion papers : DP"
~subject:"Maximum likelihood estimation"
~subject:"Momentenmethode"
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Maximum likelihood estimation
Momentenmethode
Estimation theory
40
Schätztheorie
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Nichtparametrisches Verfahren
10
Nonparametric statistics
10
ARCH model
9
ARCH-Modell
9
Correlation
7
Korrelation
7
Linear algebra
5
Lineare Algebra
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Time series analysis
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Zeitreihenanalyse
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Maximum-Likelihood-Schätzung
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Regression analysis
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Regressionsanalyse
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Multivariate Analyse
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Multivariate analysis
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Theorie
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Theory
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Varianzanalyse
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Dynamic conditional correlations
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Estimation
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Hadamard exponential matrix
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IV-Schätzung
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Instrumental variables
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Kleinste-Quadrate-Methode
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Least squares method
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Mathematical programming
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Mathematische Optimierung
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Scientific modelling
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Hafner, Christian M.
2
Bauwens, Luc
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Dēmos, Antōnēs A.
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Galli, Fausto
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Kyriakopoulou, Dimitra
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Laurent, Sébastien
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Preminger, Arie
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Violante, Francesco
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CORE discussion papers : DP
CEMMAP working papers / Centre for Microdata Methods and Practice
45
Discussion paper / Tinbergen Institute
32
Cowles Foundation discussion paper
24
CESifo working papers
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CREATES research paper
12
Working paper / Department of Econometrics and Business Statistics, Monash University
12
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Discussion paper / Center for Economic Research, Tilburg University
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Memorandum / Department of Economics, University of Oslo
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Working papers / Federal Reserve Bank of Atlanta
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Discussion paper / Department of Economics, University of California San Diego
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SFB 649 discussion paper
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Waterloo economic series : working paper
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Working paper / National Bureau of Economic Research, Inc.
3
Working papers / University of Connecticut, Department of Economics
3
Australian School of Business working paper : Australian School of Business research paper
2
Birkbeck working papers in economics and finance : BWPEF
2
CAEPR working papers
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CEA_372Cass working paper series
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Cahier / Départment de Sciences Économiques, Université de Montréal
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Finite sample theory and bias correction of maximum likelihood estimators in the EGARCH model
Dēmos, Antōnēs A.
;
Kyriakopoulou, Dimitra
-
2018
Persistent link: https://www.econbiz.de/10011992635
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2
Weak diffusion limits of dynamic conditional correlation models
Hafner, Christian M.
;
Laurent, Sébastien
;
Violante, …
-
2016
Persistent link: https://www.econbiz.de/10011589493
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3
Efficient importance sampling for ML estimation of SCD models
Bauwens, Luc
(
contributor
);
Galli, Fausto
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003526529
Saved in:
4
Asymptotic theory for a factor GARCH model
Hafner, Christian M.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003375885
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