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accessRights:"free"
type_genre:"Working Paper"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Maximum likelihood estimation"
~subject:"Prognoseverfahren"
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Maximum likelihood estimation
Prognoseverfahren
Estimation theory
144
Schätztheorie
144
Time series analysis
58
Zeitreihenanalyse
58
Nichtparametrisches Verfahren
41
Nonparametric statistics
41
Estimation
33
Schätzung
33
Panel
24
Panel study
24
Regression analysis
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Regressionsanalyse
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Bayes-Statistik
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Bayesian inference
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Forecasting model
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Statistischer Test
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Cointegration
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Kointegration
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VAR-Modell
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Statistical theory
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Statistische Methodenlehre
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Bootstrap approach
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Bootstrap-Verfahren
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Factor analysis
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Faktorenanalyse
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IV-Schätzung
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Instrumental variables
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Maximum-Likelihood-Schätzung
6
Method of moments
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Momentenmethode
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ARMA model
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ARMA-Modell
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Hyndman, Rob J.
9
Gao, Jiti
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Cheng, Tingting
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Martin, Gael M.
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Vahid, Farshid
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Frazier, David T.
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Gong, Xiaodong
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Jiang, Bin
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Koo, Bonsoo
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Liang, Xuan
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Linton, Oliver
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Panagiotelis, Anastasios
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Poskitt, Donald Stephen
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Armstrong, Jon Scott
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Ashouri, Mahsa
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Ben Taieb, Souhaib
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Bergmeir, Christoph
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Bhowmik, Jahar L.
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Cai, Biqing
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Dokumentov, Alexander
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Haghbin, Hossein
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Kew, Hsein
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King, Maxwell L.
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Lukas, Manuel
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Maneesoonthorn, Worapree
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Working paper / Department of Econometrics and Business Statistics, Monash University
Discussion paper / Tinbergen Institute
41
CREATES research paper
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CESifo working papers
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Discussion paper
11
CEMMAP working papers / Centre for Microdata Methods and Practice
10
Working paper
10
Working papers series in theoretical and applied economics
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Cowles Foundation discussion paper
9
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Strathclyde discussion papers in economics
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Discussion papers in economics
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Discussion papers of interdisciplinary research project 373
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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ECARES working paper
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1
Semiparametric spatial autoregressive panel data model with fixed effects and time-varying coefficients
Liang, Xuan
;
Gao, Jiti
;
Gong, Xiaodong
-
2021
Persistent link: https://www.econbiz.de/10012614543
Saved in:
2
Loss-based variational Bayes prediction
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2021
Persistent link: https://www.econbiz.de/10012614593
Saved in:
3
Conditional heteroscedasticity models with time-varying parameters : estimation and asymptotics
Pourkhanali, Armin
;
Keith, Jonathan
;
Zhang, Xibin
-
2020
Persistent link: https://www.econbiz.de/10012697180
Saved in:
4
Bagging weak predictors
Hillebrand, Eric
;
Lukas, Manuel
;
Wei, Wei
-
2020
Persistent link: https://www.econbiz.de/10012607673
Saved in:
5
Distributed ARIMA models for ultra-long time series
Wang, Xiaoqian
;
Kang, Yanfei
;
Hyndman, Rob J.
;
Li, Feng
-
2020
Persistent link: https://www.econbiz.de/10012610507
Saved in:
6
Optimal non-negative forecast reconciliation
Wickramasuriya, Shanika L.
;
Turlach, Berwin A.
; …
-
2019
Persistent link: https://www.econbiz.de/10012593926
Saved in:
7
Seasonal functional autoregressive models
Zamani, Atefeh
;
Haghbin, Hossein
;
Hashemi, Maryam
; …
-
2019
Persistent link: https://www.econbiz.de/10012593931
Saved in:
8
Semiparametric single-index predictive regression
Zhou, Weilun
;
Gao, Jiti
;
Harris, David
;
Kew, Hsein
-
2019
Persistent link: https://www.econbiz.de/10012606715
Saved in:
9
Time-varying coefficient spatial autoregressive panel data model with fixed effects
Liang, Xuan
;
Gao, Jiti
;
Gong, Xiaodong
-
2019
Persistent link: https://www.econbiz.de/10012606718
Saved in:
10
Fast forecast reconciliation using linear models
Ashouri, Mahsa
;
Hyndman, Rob J.
;
Shmueli, Galit
-
2019
Persistent link: https://www.econbiz.de/10012606728
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