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isPartOf:"Journal of applied econometrics"
subject:"Theorie"
~accessRights:"free"
~isPartOf:"CORE discussion paper : DP"
~subject:"Welt"
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Search: subject_exact:"Estimation theory"
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Theorie
Welt
Estimation theory
20
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Theory
7
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5
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5
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4
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factor models
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Chesher, Andrew
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1
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Journal of applied econometrics
CORE discussion paper : DP
Discussion paper series / IZA
50
Working paper / National Bureau of Economic Research, Inc.
39
SFB 649 discussion paper
38
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
31
Cowles Foundation discussion paper
26
Discussion paper / Center for Economic Research, Tilburg University
22
CEMMAP working papers / Centre for Microdata Methods and Practice
21
CESifo working papers
20
Technical working paper / National Bureau of Economic Research
19
CREATES research paper
18
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12
Discussion papers of interdisciplinary research project 373
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Working papers / Rutgers University, Department of Economics
12
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11
Finance and economics discussion series
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Cambridge working papers in economics
10
Economics working paper
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Memorandum / Department of Economics, University of Oslo
9
Working papers / Department of Economics, The Johns Hopkins University
9
CoFE discussion papers
8
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
8
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ZEW discussion papers
8
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7
Massachusetts Institute of Technology Department of Economics working paper series : working paper
7
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6
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6
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6
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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6
Economics / Discussion papers : the open-access, open-assessment e-journal
5
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5
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5
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5
Discussion paper / Institute of Social and Economic Research
4
Diskussionspapiere / Deutsches Institut für Wirtschaftsforschung
4
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1
Semiparametric multivariate GARCH models
Hafner, Christian M.
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001790716
Saved in:
2
The moments of Log-ACD models
Bauwens, Luc
;
Galli, Fausto
;
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001790741
Saved in:
3
Estimation of temporally aggregated multivariate GARCH models
Hafner, Christian M.
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001876196
Saved in:
4
A new class of multivariate skew densities, with application to GARCH models
Bauwens, Luc
;
Laurent, Sébastien
-
2002
Persistent link: https://www.econbiz.de/10001672395
Saved in:
5
Non redundancy of high order moment conditions for efficient GMM estimation of weak ar processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001514932
Saved in:
6
Confidence level solutions for stochastic programming
Nesterov, Jurij Evgenʹevič
;
Vial, Jean-Philippe
-
2000
Persistent link: https://www.econbiz.de/10001470149
Saved in:
7
Bartlett identities tests
Chesher, Andrew
(
contributor
)
-
1999
Persistent link: https://www.econbiz.de/10001408390
Saved in:
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