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subject:"Estimation"
subject:"Stochastic process"
~isPartOf:"Computational economics"
~subject:"Schätzung"
~subject:"State space model"
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Estimation
Stochastic process
Schätzung
State space model
Estimation theory
107
Schätztheorie
107
Time series analysis
31
Zeitreihenanalyse
31
Monte Carlo simulation
21
Monte-Carlo-Simulation
21
Regression analysis
20
Regressionsanalyse
20
Nichtparametrisches Verfahren
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Nonparametric statistics
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10
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32
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Boubaker, Heni
4
Afuecheta, Emmanuel
1
Akira Toda, Alexis
1
Andreasen, Martin Møller
1
Bartolucci, Francesco
1
Beek, Misha van
1
Cagnone, Silvia
1
Ceffer, A.
1
Chan, Stephen
1
Chen, Zhenxi
1
Cheng, Hong
1
Chia, Bryan
1
Choudhry, Taufiq
1
Daniels, Hennie A. M.
1
De Rossi, Giuliano
1
Dempsey, Michael
1
Emirmahmutoglu, Furkan
1
Fernández del Hoyo, Juan J.
1
Gibson, Heather D.
1
Hall, Stephen G.
1
Herbst, Edward P.
1
Ivashchenko, Sergey
1
Jebabli, Ikram
1
Juneja, Januj Amar
1
Khorunzhina, Natalia
1
Kollmann, Robert
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Levendovszky, J.
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Llorente, G.
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1
Omay, Tolga
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Ortobelli Lozza, Sergio
1
Otero, Jesús G.
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Qian, J. B.
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Computational economics
Journal of econometrics
264
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
146
Economics letters
126
Econometric reviews
66
Discussion paper series / IZA
59
Economic modelling
59
Applied economics letters
58
Discussion paper / Tinbergen Institute
58
NBER Working Paper
54
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
NBER working paper series
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CEMMAP working papers / Centre for Microdata Methods and Practice
48
Applied economics
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
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Working paper / Department of Econometrics and Business Statistics, Monash University
40
Econometric theory
38
Quantitative economics : QE ; journal of the Econometric Society
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Working paper
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Working paper / National Bureau of Economic Research, Inc.
37
CREATES research paper
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Discussion paper
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The econometrics journal
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Econometrics : open access journal
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IZA Discussion Paper
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Journal of the American Statistical Association : JASA
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CESifo working papers
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Discussion papers / CEPR
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
30
European journal of operational research : EJOR
30
Journal of banking & finance
30
International journal of forecasting
27
Journal of empirical finance
27
Journal of forecasting
25
SFB 649 discussion paper
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Insurance / Mathematics & economics
24
The review of economics and statistics
24
Discussion papers of interdisciplinary research project 373
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Discussion paper / Centre for Economic Policy Research
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ECONIS (ZBW)
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1
Inferring causal interactions in financial markets using conditional Granger causality based on quantile regression
Cheng, Hong
;
Wang, Yunqing
;
Wang, Yihong
;
Yang, Tinggan
- In:
Computational economics
59
(
2022
)
2
,
pp. 719-748
Persistent link: https://www.econbiz.de/10013169042
Saved in:
2
A computational analysis of the tradeoff in the estimation of different state space specifications of continuous time affine term structure models
Juneja, Januj Amar
- In:
Computational economics
60
(
2022
)
1
,
pp. 173-220
Persistent link: https://www.econbiz.de/10013262506
Saved in:
3
Portfolio selection using multivariate semiparametric estimators and a copula PCA-based approach
Kouaissah, Noureddine
;
Ortobelli Lozza, Sergio
; …
- In:
Computational economics
60
(
2022
)
3
,
pp. 833-859
Persistent link: https://www.econbiz.de/10013380843
Saved in:
4
A statistical analysis of global economies using time varying copulas
Afuecheta, Emmanuel
;
Nadarajah, Saralees
;
Chan, Stephen
- In:
Computational economics
58
(
2021
)
4
,
pp. 1167-1194
Persistent link: https://www.econbiz.de/10012697904
Saved in:
5
Data-based automatic discretization of nonparametric distributions
Akira Toda, Alexis
- In:
Computational economics
57
(
2021
)
4
,
pp. 1217-1235
Persistent link: https://www.econbiz.de/10012543278
Saved in:
6
Option pricing model biases : Bayesian and Markov Chain Monte Carlo regression analysis
Mozumder, Sharif
;
Choudhry, Taufiq
;
Dempsey, Michael
- In:
Computational economics
57
(
2021
)
4
,
pp. 1287-1305
Persistent link: https://www.econbiz.de/10012543312
Saved in:
7
Bayesian estimation for high-frequency volatility models in a time deformed framework
Santos, Antonio A. F.
- In:
Computational economics
57
(
2021
)
2
,
pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
Saved in:
8
Wavelet estimation performance of fractional integrated processes with heavy-tails
Boubaker, Heni
- In:
Computational economics
55
(
2020
)
2
,
pp. 473-498
Persistent link: https://www.econbiz.de/10012223642
Saved in:
9
Estimating a dynamic factor model in EViews using the Kalman filter and smoother
Solberger, Martin
;
Spånberg, Erik
- In:
Computational economics
55
(
2020
)
3
,
pp. 875-900
Persistent link: https://www.econbiz.de/10012223681
Saved in:
10
A Monte Carlo study of time varying coefficient (TVC) estimation
Hall, Stephen G.
;
Gibson, Heather D.
;
Tavlas, George S.
; …
- In:
Computational economics
56
(
2020
)
1
,
pp. 115-130
Persistent link: https://www.econbiz.de/10012272018
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