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subject:"Maximum likelihood estimation"
type_genre:"Working Paper"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~type_genre:"Hochschulschrift"
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Search: subject_exact:"Estimation theory"
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Maximum likelihood estimation
Estimation theory
188
Schätztheorie
188
Theorie
46
Theory
46
Regression analysis
38
Regressionsanalyse
38
Nichtparametrisches Verfahren
33
Nonparametric statistics
33
Statistical test
31
Statistischer Test
31
Time series analysis
27
Zeitreihenanalyse
27
Method of moments
23
Momentenmethode
23
Induktive Statistik
18
Statistical inference
18
Bootstrap approach
13
Bootstrap-Verfahren
13
Cointegration
13
Kointegration
13
IV-Schätzung
12
Instrumental variables
12
Autocorrelation
11
Autokorrelation
11
Heteroscedasticity
11
Heteroskedastizität
11
Bias
10
Systematischer Fehler
10
Estimation
9
Panel
9
Panel study
9
Schätzung
9
Stochastic process
9
Stochastischer Prozess
9
Maximum-Likelihood-Schätzung
8
Modellierung
8
Scientific modelling
8
Statistical distribution
8
Statistische Verteilung
8
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8
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Phillips, Peter C. B.
3
Moon, Hyungsik Roger
2
Sørensen, Michael
2
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1
Chen, Xiaohong
1
Cheng, Xu
1
Huang, Zhuo
1
Kelly, Leah
1
Platen, Eckhard
1
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1
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1
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Centre for Analytical Finance <Århus>
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Cowles Foundation discussion paper
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
Discussion paper / Tinbergen Institute
25
Série des documents de travail / Centre de Recherche en Économie et Statistique
9
CEMMAP working papers / Centre for Microdata Methods and Practice
8
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8
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8
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7
Working paper / Department of Econometrics and Business Statistics, Monash University
6
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5
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5
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4
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4
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4
Discussion paper / Department of Economics, University of California San Diego
3
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3
Discussion papers / Department of Economics, University of Copenhagen
3
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3
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3
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2
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2
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2
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2
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2
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2
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2
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Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong
;
Huang, Zhuo
;
Yi, Yanping
-
2019
-
Revised October 2019
Persistent link: https://www.econbiz.de/10012153489
Saved in:
2
Maximum likelihood estimation and uniform inference with sporadic identification failure
Andrews, Donald W. K.
;
Cheng, Xu
-
2011
Persistent link: https://www.econbiz.de/10009354607
Saved in:
3
Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462517
Saved in:
4
Maximum likelihood estimation in panels with incidental trends
Moon, Hyungsik Roger
;
Phillips, Peter C. B.
-
1999
Persistent link: https://www.econbiz.de/10001498899
Saved in:
5
Efficient estimation for ergodic diffusions sampled at high frequency
Sørensen, Michael
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003734476
Saved in:
6
Estimation for discretely observed diffusions using transform functions
Kelly, Leah
(
contributor
);
Platen, Eckhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001763246
Saved in:
7
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
Saved in:
8
Maximum likelihood estimation in panels with incidental trends
Moon, Hyungsik Roger
;
Phillips, Peter C. B.
-
1999
Persistent link: https://www.econbiz.de/10001440481
Saved in:
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