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subject:"United States"
type_genre:"Non-commercial literature"
~person:"Fiorentini, Gabriele"
~person:"Härdle, Wolfgang"
~subject:"Statistischer Test"
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Search: subject_exact:"Estimation theory"
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United States
Statistischer Test
Estimation theory
130
Schätztheorie
130
Theorie
62
Theory
62
Regression analysis
36
Regressionsanalyse
36
Nichtparametrisches Verfahren
29
Nonparametric statistics
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Statistical test
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Estimation
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Multivariate Analyse
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Deutschland
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Maximum likelihood estimation
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Hessian matrix
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National income
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VAR model
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VAR-Modell
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Factor analysis
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Faktorenanalyse
4
Heteroscedasticity
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Heteroskedastizität
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outer product of the score
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Fiorentini, Gabriele
Härdle, Wolfgang
Phillips, Peter C. B.
20
Sentana, Enrique
18
Amengual, Dante
14
Canay, Ivan A.
11
Chernozhukov, Victor
11
Dufour, Jean-Marie
10
Hsu, Yu-Chin
10
Breunig, Christoph
8
Bugni, Federico A.
8
Dette, Holger
8
Kitagawa, Toru
8
Kleibergen, Frank
8
Audrino, Francesco
7
Cai, Zongwu
7
Pesaran, M. Hashem
7
Shi, Xiaoxia
7
Sun, Yixiao
7
Xu, Yongdeng
7
Chen, Xiaohong
6
Horowitz, Joel
6
Minford, Patrick
6
Neumeyer, Natalie
6
Rossi, Barbara
6
Vella, Francis
6
Wan, Yuanyuan
6
Wickens, Michael R.
6
Andrews, Donald W. K.
5
Angrist, Joshua D.
5
Arai, Yoichi
5
Bei, Xinyue
5
Dalla, Violetta
5
Gao, Jiti
5
Hallin, Marc
5
Kapetanios, George
5
Kato, Kengo
5
Khalaf, Lynda
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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ECONIS (ZBW)
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Specification tests for non-Gaussian structural vector autoregressions
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2022
Persistent link: https://www.econbiz.de/10013540674
Saved in:
2
Moment tests of independent components
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660817
Saved in:
3
Multivariate Hermite polynomials and information matrix tests
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660820
Saved in:
4
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660824
Saved in:
5
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012631226
Saved in:
6
Multivariate hermite polynomials and information matrix tests
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012518667
Saved in:
7
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10013183699
Saved in:
8
Multivariate Hermite polynomials and information matrix tests
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10013183706
Saved in:
9
New testing approaches for mean-variance predictability
Fiorentini, Gabriele
;
Sentana, Enrique
-
2019
Persistent link: https://www.econbiz.de/10012025064
Saved in:
10
Neglected serial correlation tests in UCARIMA models
Fiorentini, Gabriele
;
Sentana, Enrique
-
2014
Persistent link: https://www.econbiz.de/10011408229
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