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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~person:"Lucas, André"
~person:"Nelson, Daniel B."
~subject:"Multivariate Analyse"
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Search: subject_exact:"Estimation theory"
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Probability theory
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Estimation theory
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Schätztheorie
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ARCH-Modell
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Metal market
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Lucas, André
Nelson, Daniel B.
Stock, James H.
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Elliott, Graham
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West, Kenneth D.
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Altonji, Joseph G.
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Technical working paper / National Bureau of Economic Research
Discussion paper / Tinbergen Institute
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Working paper series economics and econometrics
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Journal of econometrics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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NBER technical working paper series
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Econometric reviews
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Econometric theory
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International journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Report / Econometric Institute, Erasmus University Rotterdam
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Discussion paper / Department of Economics, University of California San Diego
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Handbook of econometrics : volume 4
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Handbook of econometrics ; Vol. 4
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Journal of financial econometrics
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Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
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Asymptotic filtering theory for multivariate ARCH models
Nelson, Daniel B.
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1994
Persistent link: https://www.econbiz.de/10000920888
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Asymptotically optimal smoothing with arch models
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10000920975
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3
Asymptotic filtering theory for univariate ARCH models
Nelson, Daniel B.
;
Foster, Dean P.
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1992
Persistent link: https://www.econbiz.de/10000849715
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