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subject:"Maximum likelihood estimation"
type_genre:"Working Paper"
~isPartOf:"Discussion papers / Department of Economics, University of Copenhagen"
~subject:"Bootstrap-Verfahren"
~subject:"Theorie"
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Maximum likelihood estimation
Bootstrap-Verfahren
Theorie
Estimation theory
26
Schätztheorie
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Time series analysis
14
Zeitreihenanalyse
14
Cointegration
7
Kointegration
7
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6
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4
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Maximum-Likelihood-Schätzung
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1-step Huber-skip
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1965-2008
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Rahbek, Anders
6
Cavaliere, Giuseppe
4
Bohn Nielsen, Heino
3
Johansen, Søren
2
Pedersen, Rasmus Søndergaard
2
Sørensen, Jesper R.-V.
2
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1
Kurita, Takamitsu
1
Nielsen, Bent
1
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Discussion papers / Department of Economics, University of Copenhagen
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163
Discussion paper / Tinbergen Institute
111
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89
Discussion paper / Center for Economic Research, Tilburg University
84
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
84
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
82
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79
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58
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55
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53
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51
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44
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
38
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38
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37
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31
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31
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31
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29
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28
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25
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1
Specification tests for GARCH processes
Cavaliere, Giuseppe
;
Perera, Indeewara
;
Rahbek, Anders
-
2021
Persistent link: https://www.econbiz.de/10012627489
Saved in:
2
Analytic and bootstrap-after-cross-validation methods for selecting penalty parameters of high-dimensional M-estimators
Sørensen, Jesper R.-V.
;
Četverikov, Denis N.
-
2021
Persistent link: https://www.econbiz.de/10012627495
Saved in:
3
An introduction to bootstrap theory in time series econometrics
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Rahbek, Anders
-
2020
Persistent link: https://www.econbiz.de/10012319239
Saved in:
4
Testing a class of semi- or nonparametric conditional moment restriction models using series methods
Sørensen, Jesper R.-V.
-
2020
Persistent link: https://www.econbiz.de/10012319254
Saved in:
5
A primer on bootstrap testing of hypotheses in time series models : with an application to double autoregressive models
Cavaliere, Giuseppe
;
Rahbek, Anders
-
2019
Persistent link: https://www.econbiz.de/10011992503
Saved in:
6
Bootstrap inference on the boundary of the parameter space with application to conditional volatility models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Pedersen, …
-
2018
Persistent link: https://www.econbiz.de/10011948862
Saved in:
7
Nonstationary ARCH and GARCH with t-distributed innovations
Pedersen, Rasmus Søndergaard
;
Rahbek, Anders
-
2015
Persistent link: https://www.econbiz.de/10010515451
Saved in:
8
Semi-nonparametric estimation and misspecification testing of diffusion models
Kristensen, Dennis
-
2010
Persistent link: https://www.econbiz.de/10003942044
Saved in:
9
An I(2) cointegration model with piecewise linear trends : likelihood analysis and application
Kurita, Takamitsu
;
Bohn Nielsen, Heino
;
Rahbek, Anders
-
2009
Persistent link: https://www.econbiz.de/10003859942
Saved in:
10
An analysis of the indicator saturation estimator as a robust regression estimator
Johansen, Søren
(
contributor
);
Nielsen, Bent
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003631872
Saved in:
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