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subject:"United Kingdom"
~person:"Nielsen, Morten Ørregaard"
~subject:"Maximum-Likelihood-Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
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United Kingdom
Maximum-Likelihood-Schätzung
Estimation theory
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Schätztheorie
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Time series analysis
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Zeitreihenanalyse
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Bootstrap approach
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Schätzung
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Nielsen, Morten Ørregaard
Lee, Lung-fei
18
Jin, Fei
7
Tsionas, Efthymios G.
7
Yu, Jihai
6
Francq, Christian
5
Li, Kunpeng
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Tran, Kien C.
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Zakoïan, Jean-Michel
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Allen, David E.
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Cuthbertson, Keith
4
Hurn, Stan
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Koopman, Siem Jan
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Li, Dong
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Lindsay, Kenneth A.
4
Patterson, Kerry D.
4
Pesaran, M. Hashem
4
Pfaffermayr, Michael
4
Sentana, Enrique
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Wang, Hansheng
4
Wooldridge, Jeffrey M.
4
Amiri, Amirhossein
3
Andrews, Isaiah
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Bai, Jushan
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Bhattacharyya, Dilip K.
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Blundell, Richard W.
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Boudreault, Mathieu
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Chambers, Marcus J.
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Chen, Xiaohong
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Choi, Seungmoon
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Ericsson, Neil R.
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Fergusson, Kevin
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Fiorentini, Gabriele
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Kim, Donggyu
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Kristensen, Dennis
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Kumbhakar, Subal
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Lai, Hung-pin
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Lanot, Gauthier
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Ling, Shiqing
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Lu, Lina
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
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ECONIS (ZBW)
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1
Adaptive inference in heteroscedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 50-65
Persistent link: https://www.econbiz.de/10012804084
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2
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 165-188
Persistent link: https://www.econbiz.de/10011818374
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