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subject:"United States"
type_genre:"Non-commercial literature"
~isPartOf:"CREATES research paper"
~isPartOf:"Economics discussion papers"
~type_genre:"Konferenzbeitrag"
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Search: subject_exact:"Estimation theory"
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United States
Estimation theory
185
Schätztheorie
185
Time series analysis
72
Zeitreihenanalyse
72
Theorie
26
Theory
26
Estimation
20
Nichtparametrisches Verfahren
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16
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USA
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VAR-Modell
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Induktive Statistik
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Statistical inference
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Bairam, Erkin İbrahim
3
Kock, Anders Bredahl
2
Bohn Nielsen, Heino
1
Bredahl Kock, Anders
1
Callot, Laurent
1
Callot, Laurent A. F.
1
Caner, Mehmet
1
Demetrescu, Matei
1
Kristensen, Johannes Tang
1
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1
Kurita, Takamitsu
1
MacKinnon, James G.
1
Mirone, Giorgio
1
Nielsen, Morten Ørregaard
1
Nolte, Ingmar
1
Rahbek, Anders
1
Riquelme, Juan Andres
1
Shephard, Neil G.
1
Voev, Valeri
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Xiu, Dacheng
1
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4
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ECONIS (ZBW)
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1
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
2
Cross-sectional noise reduction and more efficient estimation of integrated variance
Mirone, Giorgio
-
2018
Persistent link: https://www.econbiz.de/10011864983
Saved in:
3
Sharp threshold based on sup-norm error rates in high-dimensional models
Callot, Laurent
;
Caner, Mehmet
;
Kock, Anders Bredahl
; …
-
2015
Persistent link: https://www.econbiz.de/10011516996
Saved in:
4
Testing constancy of the error covariance matrix in vector models against parametric alternatives using a spectral decomposition
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010339079
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5
Oracle inequalities for high-dimensional panel data models
Bredahl Kock, Anders
-
2013
Persistent link: https://www.econbiz.de/10009763896
Saved in:
6
Econometric analysis of multivariate realised QML : efficient positive semi-definite estimators of the covariation of equity prices
Shephard, Neil G.
;
Xiu, Dacheng
-
2012
Persistent link: https://www.econbiz.de/10009532682
Saved in:
7
Factor-based forecasting in the presende of outliers : are factors better selected and estimated by the median than by the mean?
Kristensen, Johannes Tang
-
2012
Persistent link: https://www.econbiz.de/10009546012
Saved in:
8
Oracle efficient estimation and forecasting with the adaptive LASSO and the adaptive group LASSO in vector autoregressions
Kock, Anders Bredahl
;
Callot, Laurent A. F.
-
2012
Persistent link: https://www.econbiz.de/10009614483
Saved in:
9
Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
-
2010
Persistent link: https://www.econbiz.de/10008651639
Saved in:
10
Least squares inference on integrated volatility and the relationship between efficient prices and noise
Nolte, Ingmar
;
Voev, Valeri
-
2009
Persistent link: https://www.econbiz.de/10003849539
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