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subject:"Core"
subject:"Nonparametric statistics"
~isPartOf:"CREATES research paper"
~subject:"Maximum likelihood estimation"
~subject:"Monte-Carlo-Simulation"
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Core
Nonparametric statistics
Maximum likelihood estimation
Monte-Carlo-Simulation
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Estimation
18
Schätzung
18
Theorie
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Theory
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Stochastic process
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Stochastischer Prozess
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Cointegration
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Kointegration
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ARCH-Modell
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Statistical test
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Statistischer Test
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Bootstrap-Verfahren
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Induktive Statistik
10
Regression analysis
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Regressionsanalyse
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Statistical inference
10
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Forecasting model
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Prognoseverfahren
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VAR-Modell
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Autocorrelation
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Autokorrelation
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Kristensen, Dennis
6
Cattaneo, Matias D.
4
Jansson, Michael
4
Crump, Richard K.
3
Kanaya, Shin
3
Nielsen, Morten Ørregaard
3
Taylor, Robert
3
Barndorff-Nielsen, Ole E.
2
Cavaliere, Giuseppe
2
Floor Brix, Anne
2
Lunde, Asger
2
Rahbek, Anders
2
Andersen, Torben
1
Bennedsen, Mikkel
1
Bohn Nielsen, Heino
1
Bu, Ruijun
1
Casas, Isabel
1
Corcuera, José Manual
1
Dobrev, Dobrislav
1
Gao, Jiti
1
Gijbels, Irène
1
Hadri, Kaddour
1
Hillebrand, Eric
1
Hounyo, Ulrich
1
Iacone, Fabrizio
1
Kruse, Robinson
1
Kurita, Takamitsu
1
Li, Degui
1
Mikkelsen, Jakob Guldbæk
1
Nielsen, Frank
1
Parra-Alvarez, Juan Carlos
1
Pedersen, Rasmus Søndergaard
1
Podolskij, Mark
1
Posch, Olaf
1
Sandberg, Rickard
1
Schaumburg, Ernst
1
Silvennoinen, Annastiina
1
Teräsvirta, Timo
1
Tjostheim, Dag
1
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CREATES research paper
Journal of econometrics
429
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
152
CEMMAP working papers / Centre for Microdata Methods and Practice
139
Economics letters
122
Econometric theory
119
Econometric reviews
115
Journal of the American Statistical Association : JASA
94
The econometrics journal
79
Discussion paper / Tinbergen Institute
63
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
51
Working paper / Department of Econometrics and Business Statistics, Monash University
51
Discussion papers of interdisciplinary research project 373
48
Discussion paper series / IZA
47
Cowles Foundation discussion paper
44
Quantitative economics : QE ; journal of the Econometric Society
44
European journal of operational research : EJOR
42
Computational economics
40
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
Série des documents de travail / Centre de Recherche en Économie et Statistique
39
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
36
NBER Working Paper
36
SFB 649 discussion paper
36
Econometrics : open access journal
32
Econometrics papers
32
Cowles Foundation Discussion Paper
30
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
30
Economic modelling
30
NBER working paper series
29
Applied economics letters
28
Insurance / Mathematics & economics
28
Working paper
26
Applied economics
25
Working papers / TSE : WP
24
Boston College working papers in economics
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
KBI
22
Working paper / National Bureau of Economic Research, Inc.
22
International journal of forecasting
21
Cambridge working papers in economics
20
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Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
2
Estimation of heterogeneous agent models : a likelihood approach
Parra-Alvarez, Juan Carlos
;
Posch, Olaf
;
Wang, Mu-Chun
-
2020
Persistent link: https://www.econbiz.de/10012317765
Saved in:
3
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
4
Diffusion copulas : identification and estimation
Bu, Ruijun
;
Hadri, Kaddour
;
Kristensen, Dennis
-
2018
Persistent link: https://www.econbiz.de/10011913721
Saved in:
5
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2017
Persistent link: https://www.econbiz.de/10011721042
Saved in:
6
Semiparametric inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
-
2016
Persistent link: https://www.econbiz.de/10011524100
Saved in:
7
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2016
Persistent link: https://www.econbiz.de/10011624059
Saved in:
8
A generalized Schwartz model for energy spot prices : estimation using a particle MCMC method
Floor Brix, Anne
;
Lunde, Asger
;
Wei, Wei
-
2015
Persistent link: https://www.econbiz.de/10011373234
Saved in:
9
Maximum likelihood estimation of time-varying loadings in high-dimensional factor models
Mikkelsen, Jakob Guldbæk
;
Hillebrand, Eric
;
Urga, Giovanni
-
2015
Persistent link: https://www.econbiz.de/10011409357
Saved in:
10
Uniform convergence rates of Kernel-based nonparametric estimators for continuous time diffusion processes : a damping function approach
Kanaya, Shin
-
2015
Persistent link: https://www.econbiz.de/10011387609
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