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subject:"Maximum likelihood estimation"
type_genre:"Working Paper"
~isPartOf:"CEA_372Cass working paper series"
~subject:"Einheitswurzeltest"
~subject:"Forecasting"
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Maximum likelihood estimation
Einheitswurzeltest
Forecasting
Estimation theory
13
Schätztheorie
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Time series analysis
4
Zeitreihenanalyse
4
Estimation
3
Schätzung
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Factor analysis
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Faktorenanalyse
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Maximum-Likelihood-Schätzung
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Resampling
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Resampling method
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Statistical test
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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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Analysis of variance
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Bootstrap approach
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Bootstrap-Verfahren
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Correlation
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Discrete data
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Factor model
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Factor-augmented regression
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Forecasting model
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High dimension
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Induktive Statistik
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Kaufkraftparität
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Kleinste-Quadrate-Methode
1
Korrelation
1
Least squares method
1
Market microstructure
1
Marktmikrostruktur
1
Maximum likelihood
1
Monte Carlo simulation
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Monte-Carlo-Simulation
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Out-of-sample forecasting
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Chambers, Marcus J.
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Kyriacou, Maria
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Wang, Fa
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CEA_372Cass working paper series
Discussion paper / Tinbergen Institute
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Maximum likelihood estimation of time-varying loadings in high-dimensional factor models
2017
Persistent link: https://www.econbiz.de/10012806611
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Maximum likelihood estimation and inference for high dimensional nonlinear factor models
Wang, Fa
-
2017
Persistent link: https://www.econbiz.de/10013369930
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3
Jackknife bias reduction in autoregressive models with a unit root
Chambers, Marcus J.
;
Kyriacou, Maria
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2012
Persistent link: https://www.econbiz.de/10009508040
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