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subject:"Maximum likelihood estimation"
type_genre:"Working Paper"
~isPartOf:"CEA_372Cass working paper series"
~isPartOf:"Cambridge working papers in economics"
~subject:"Einheitswurzeltest"
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Maximum likelihood estimation
Einheitswurzeltest
Estimation theory
34
Schätztheorie
34
Panel
10
Panel study
10
Estimation
7
Schätzung
7
Theorie
7
Theory
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Time series analysis
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Correlation
5
Korrelation
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Börsenkurs
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Maximum-Likelihood-Schätzung
4
Method of moments
4
Momentenmethode
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Robust statistics
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Robustes Verfahren
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Share price
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Factor analysis
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Faktorenanalyse
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Statistical distribution
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Statistical test
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Statistische Verteilung
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Statistischer Test
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Volatility
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Volatilität
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ARCH model
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ARCH-Modell
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Bayes-Statistik
2
Bayesian inference
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Cross-section analysis
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2
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Hayakawa, Kazuhiko
2
Chambers, Marcus J.
1
Kyriacou, Maria
1
Pesaran, M. Hashem
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CEA_372Cass working paper series
Cambridge working papers in economics
Discussion paper / Tinbergen Institute
30
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11
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10
Série des documents de travail / Centre de Recherche en Économie et Statistique
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
CEMMAP working papers / Centre for Microdata Methods and Practice
9
CESifo working papers
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Discussion paper / Center for Economic Research, Tilburg University
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Discussion papers / Department of Economics, University of Copenhagen
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KBI
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Discussion paper series / University of Essex, Department of Economics
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1
Maximum likelihood estimation of time-varying loadings in high-dimensional factor models
2017
Persistent link: https://www.econbiz.de/10012806611
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2
Maximum likelihood estimation and inference for high dimensional nonlinear factor models
Wang, Fa
-
2017
Persistent link: https://www.econbiz.de/10013369930
Saved in:
3
Transformed maximum likelihood estimation of short dynamic panel data models with interactive effects
Hayakawa, Kazuhiko
;
Peseran, Hashem
;
Smith, L. Vanessa
-
2014
Persistent link: https://www.econbiz.de/10010366308
Saved in:
4
Robust standard errors in transformed likelihood estimation of dynamic panel data models
Hayakawa, Kazuhiko
;
Pesaran, M. Hashem
-
2012
Persistent link: https://www.econbiz.de/10009580056
Saved in:
5
Jackknife bias reduction in autoregressive models with a unit root
Chambers, Marcus J.
;
Kyriacou, Maria
-
2012
Persistent link: https://www.econbiz.de/10009508040
Saved in:
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