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subject:"Maximum likelihood estimation"
type_genre:"Working Paper"
~person:"Gao, Jiti"
~person:"Sentana, Enrique"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Maximum likelihood estimation
Estimation theory
116
Schätztheorie
116
Time series analysis
43
Zeitreihenanalyse
43
Nichtparametrisches Verfahren
38
Nonparametric statistics
38
Estimation
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Maximum-Likelihood-Schätzung
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Gao, Jiti
Sentana, Enrique
Koopman, Siem Jan
10
Fiorentini, Gabriele
8
Pesaran, M. Hashem
6
Zakoïan, Jean-Michel
6
Blasques, Francisco
5
Nielsen, Morten Ørregaard
5
Baltagi, Badi H.
4
Bresson, Georges
4
Cavaliere, Giuseppe
4
Chaturvedi, Anoop
4
Christiano, Lawrence J.
4
Francq, Christian
4
Gorgi, Paolo
4
Gouriéroux, Christian
4
Lacroix, Guy
4
Monfort, Alain
4
Rahbek, Anders
4
Shephard, Neil G.
4
Taylor, Robert
4
Vigfusson, Robert J.
4
Yun, Myeong-Su
4
Andersen, Steffen
3
Aquaro, Michele
3
Bailey, Natalia
3
Bohn Nielsen, Heino
3
Gooijer, Jan G. de
3
Hayakawa, Kazuhiko
3
Jungbacker, Borus
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Kukacka, Jiri
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Meenagh, David
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Oberhofer, Harald
3
Parra-Alvarez, Juan Carlos
3
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3
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CEMFI working paper
4
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Discussion paper / Centre for Economic Policy Research
2
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1
Oxford Financial Research Centre economics series
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ECONIS (ZBW)
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1
Semiparametric spatial autoregressive panel data model with fixed effects and time-varying coefficients
Liang, Xuan
;
Gao, Jiti
;
Gong, Xiaodong
-
2021
Persistent link: https://www.econbiz.de/10012614543
Saved in:
2
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions
Fiorentini, Gabriele
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012310522
Saved in:
3
Time-varying coefficient spatial autoregressive panel data model with fixed effects
Liang, Xuan
;
Gao, Jiti
;
Gong, Xiaodong
-
2019
Persistent link: https://www.econbiz.de/10012606718
Saved in:
4
Consistent non-Gaussian pseudo maximum likelihood estimators
Fiorentini, Gabriele
;
Sentana, Enrique
-
2018
Persistent link: https://www.econbiz.de/10011797680
Saved in:
5
Specification tests for non-Gaussian maximum likelihood estimators
Fiorentini, Gabriele
;
Sentana, Enrique
-
2018
Persistent link: https://www.econbiz.de/10011879517
Saved in:
6
Regime Switching panel data models with interative fixed effects
Cheng, Tingting
;
Gao, Jiti
;
Yan, Yayi
-
2018
Persistent link: https://www.econbiz.de/10012583620
Saved in:
7
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions
Fiorentini, Gabriele
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012314458
Saved in:
8
Neglected serial correlation tests in UCARIMA models
Fiorentini, Gabriele
;
Sentana, Enrique
-
2014
Persistent link: https://www.econbiz.de/10011408229
Saved in:
9
Consistent non-Gaussian pseudo maximum likelihood estimators
Fiorentini, Gabriele
;
Sentana, Enrique
-
2018
Persistent link: https://www.econbiz.de/10011884227
Saved in:
10
Specification tests for non-Gaussian maximum likelihood estimators
Sentana, Enrique
;
Fiorentini, Gabriele
-
2018
Persistent link: https://www.econbiz.de/10011916573
Saved in:
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