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subject:"Probability theory"
subject:"Time series analysis"
~institution:"Københavns Universitet / Økonomisk Institut"
~institution:"University of Chicago / Graduate School of Business"
~subject:"Bayesian inference"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Bayesian inference
Estimation theory
14
Schätztheorie
14
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4
Bayes-Statistik
3
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3
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Jusélius, Katarina
2
Nelson, Daniel B.
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Rossi, Peter E.
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Københavns Universitet / Økonomisk Institut
University of Chicago / Graduate School of Business
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Ekonomiska forskningsinstitutet <Stockholm>
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
18
Umeå universitet
14
European University Institute / Department of Economics
12
Centre for Quantitative Economics & Computing
8
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
State University of New York at Albany / Department of Economics
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Universität Basel / Institut für Statistik und Ökonometrie
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European University Institute / Department of Law
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London School of Economics and Political Science
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Federal Reserve Bank of San Francisco
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Federal Reserve System / Board of Governors
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International Symposium in Economic Theory and Econometrics <5, 1988, Durham, NC>
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Suntory-Toyota International Centre for Economics and Related Disciplines
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
1
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ECONIS (ZBW)
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1
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001701167
Saved in:
2
Bayes factors for testing the equality of covariance matrix eigenvalues
McCulloch, Robert E.
;
Rossi, Peter E.
-
1995
Persistent link: https://www.econbiz.de/10000924642
Saved in:
3
Models and priors for multivariate stochastic volatility
Jacquier, Eric
;
Polson, Nicholas G.
;
Rossi, Peter E.
-
1995
-
Rev
Persistent link: https://www.econbiz.de/10000925647
Saved in:
4
Asymptotic filtering theory for multivariate ARCH models
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10000899156
Saved in:
5
Asymptotically optimal smoothing with ARCH models
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10000899157
Saved in:
6
Econometric modelling of long-run relations and common trends : theory and applications
Jusélius, Katarina
(
contributor
)
-
1994
Persistent link: https://www.econbiz.de/10000895833
Saved in:
7
Theoretical results in the I(1) and the I(2) model
Jusélius, Katarina
(
ed.
)
-
1994
Persistent link: https://www.econbiz.de/10000895834
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