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subject:"Zeitreihenanalyse"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~person:"Drost, Feike C."
~subject:"Schätztheorie"
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Zeitreihenanalyse
Schätztheorie
Theorie
11
Theory
11
Estimation theory
6
Time series analysis
6
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
ARCH model
2
ARCH-Modell
2
Aggregation
2
Autocorrelation
2
Autokorrelation
2
Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Statistical test
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Statistischer Test
2
CAPM
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Duration
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Exchange rate policy
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English
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Drost, Feike C.
Steel, Mark F. J.
13
Werker, Bas J. M.
13
Nijman, Theodore E.
7
Soest, Arthur van
7
Akker, Ramon van den
6
Fernández, Carmen
6
Kleijnen, Jack P. C.
6
Osiewalski, Jacek
6
Groenendaal, Willem J. van
5
Magnus, Jan R.
5
Moors, Johannes J. A.
5
Einmahl, John H. J.
4
Härdle, Wolfgang
4
Koopman, Siem Jan
4
Verbeek, Marno
4
Čížek, Pavel
4
Bierens, Herman J.
3
Durbin, James
3
Hallin, Marc
3
Hertog, Dirk den
3
Melenberg, Bertrand
3
Strijbosch, L. W. G.
3
Banerjee, Anurag Narayan
2
Bera, Anil K.
2
Charlier, Erwin
2
Chib, Siddhartha
2
Croux, Christophe
2
Danilov, Dmitry L.
2
Das, Marcel
2
Gantner, Maria
2
Genugten, Ben B. van der
2
Kalwij, Adriaan S.
2
Klaassen, Franc
2
Kleibergen, Frank
2
Lee, Myoung-jae
2
Mahieu, Koen
2
Raats, V. M.
2
Roon, Frans de
2
Vazquez-Alvarez, Rosalia
2
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Center for Economic Research <Tilburg>
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Discussion paper / Center for Economic Research, Tilburg University
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
CentER Discussion Paper
1
Econometric analysis of financial markets
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of econometrics
1
Nonparametric dynamic modelling
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ECONIS (ZBW)
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1
Efficient estimation of autoregression parameters and innovation distributions for semiparametric integer-valued AR(p) models
Drost, Feike C.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003483609
Saved in:
2
Semiparametric duration models
Drost, Feike C.
(
contributor
);
Werker, Bas J. M.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001568494
Saved in:
3
Efficient estimation of autoregression parameters and innovation distributions for semiparametric integer-valued AR(p) models
Drost, Feike C.
(
contributor
); …
-
2008
-
Rev. version of CentER Discussion Paper 2007-23
Persistent link: https://www.econbiz.de/10003752414
Saved in:
4
An asymptotic analysis of nearly unstable INAR (1) models
Drost, Feike C.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003331627
Saved in:
5
Efficiency comparisons of maximum likelihood-based estimators in GARCH models
González-Rivera, Gloria
;
Drost, Feike C.
-
1998
Persistent link: https://www.econbiz.de/10000997535
Saved in:
6
Adaptive estimation in time-series models
Drost, Feike C.
;
Klaassen, Chris A.
;
Werker, Bas J. M.
-
1994
Persistent link: https://www.econbiz.de/10000900412
Saved in:
7
Closing the GARCH gap : continuous time GARCH modeling
Drost, Feike C.
;
Werker, Bas J. M.
-
1994
Persistent link: https://www.econbiz.de/10000879810
Saved in:
8
A note on Robinson's test of independence
Drost, Feike C.
;
Werker, Bas J. M.
-
1993
Persistent link: https://www.econbiz.de/10000855021
Saved in:
9
Temporal aggregation of GARCH processes
Drost, Feike C.
;
Nijman, Theodore E.
-
1992
-
Rev
Persistent link: https://www.econbiz.de/10000847144
Saved in:
10
Temporal aggregation of GARCH processes
Drost, Feike C.
;
Nijman, Theodore E.
-
1990
Persistent link: https://www.econbiz.de/10000801756
Saved in:
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