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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Panel study
Maximum-Likelihood-Schätzung
Volatility
Estimation theory
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1960-1994
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Hagerud, Gustaf E.
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Lyhagen, Johan
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Ekonomiska forskningsinstitutet <Stockholm>
National Bureau of Economic Research
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10
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Banque de France / Direction des Etudes Economiques et de la Recherche
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ECONIS (ZBW)
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How to bootstrap DEA estimators : a Monte Carlo comparison
Löthgren, Mickael
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1998
Persistent link: https://www.econbiz.de/10000981183
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Maximum likelihood estimation of the multivariate fractional cointegration model
Lyhagen, Johan
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1998
Persistent link: https://www.econbiz.de/10000984648
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3
Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E.
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1997
Persistent link: https://www.econbiz.de/10000958387
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4
A new non-linear GARCH model
Hagerud, Gustaf E.
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1997
Persistent link: https://www.econbiz.de/10000958392
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