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subject:"Schätztheorie"
type_genre:"Non-commercial literature"
~accessRights:"free"
~isPartOf:"Discussion papers / Department of Economics, University of Copenhagen"
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Search: subject_exact:"Estimation theory"
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Schätztheorie
Estimation theory
25
Time series analysis
14
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1-step Huber-skip
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1965-2008
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Johansen, Søren
11
Rahbek, Anders
9
Nielsen, Bent
5
Bohn Nielsen, Heino
4
Cavaliere, Giuseppe
4
Pedersen, Rasmus Søndergaard
3
Berenguer-Rico, Vanessa
2
Kristensen, Dennis
2
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Sørensen, Jesper R.-V.
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1
Hetland, Simon Thinggaard
1
Iskhakov, Fedor
1
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1
Kurita, Takamitsu
1
Nielsen, Morten Ørregaard
1
Nyboe Tabor, Morten
1
Perera, Indeewara
1
Rust, John
1
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1
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Discussion papers / Department of Economics, University of Copenhagen
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353
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190
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
178
Cowles Foundation discussion paper
153
Working paper / Department of Econometrics and Business Statistics, Monash University
139
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137
Discussion papers of interdisciplinary research project 373
129
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111
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SFB 649 discussion paper
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33
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31
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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
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3
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012627501
Saved in:
4
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:
5
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
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6
The analysis of marked and weighted empirical processes ofestimated residuals
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012099330
Saved in:
7
Models where the least trimmed squares and least median of squares estimators are maximum likelihood
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012101101
Saved in:
8
Dynamic conditional eigenvalue GARCH
Hetland, Simon Thinggaard
;
Pedersen, Rasmus Søndergaard
; …
-
2019
Persistent link: https://www.econbiz.de/10012319208
Saved in:
9
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:
10
Cointegration and adjustment in the infinite order CVAR representation of some partially observed CVAR(1) models
Johansen, Søren
-
2018
Persistent link: https://www.econbiz.de/10011865955
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