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type_genre:"Mehrbändiges Werk"
type_genre:"Working Paper"
~isPartOf:"Documents de travail / THEMA"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Heteroscedasticity"
~subject:"Monte Carlo simulation"
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Search: subject_exact:"Estimation theory"
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Heteroscedasticity
Monte Carlo simulation
Estimation theory
166
Schätztheorie
166
Time series analysis
63
Zeitreihenanalyse
63
Nichtparametrisches Verfahren
41
Nonparametric statistics
41
Estimation
37
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24
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24
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Theory
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Cointegration
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Kointegration
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VAR-Modell
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Method of moments
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Statistical theory
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ARMA-Modell
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Australien
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Zhang, Xibin
4
Martin, Gael M.
3
Frazier, David T.
2
Gao, Jiti
2
Hong, Han
2
King, Maxwell L.
2
Robert, Christian P.
2
Athanasopoulos, George
1
Cheng, Tingting
1
Doz, Catherine
1
Forbes, Catherine Scipione
1
Hyndman, Rob J.
1
Keith, Jonathan
1
Lardic, Sandrine
1
Leung, Patrick
1
Li, Zinai
1
McCabe, Brendan Peter Martin
1
Mignon, Valérie
1
Murtin, Fabrice
1
Poskitt, Donald Stephen
1
Pourkhanali, Armin
1
Renault, Eric
1
Scaillet, Olivier
1
Shang, Han Lin
1
Tamer, Elie T.
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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Documents de travail / THEMA
Working paper / Department of Econometrics and Business Statistics, Monash University
Discussion paper / Tinbergen Institute
17
Working paper / National Bureau of Economic Research, Inc.
14
Discussion paper series / IZA
13
CEMMAP working papers / Centre for Microdata Methods and Practice
12
Cowles Foundation discussion paper
11
Working paper
9
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
7
CREATES research paper
6
Queen's Economics Department working paper
6
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6
Working paper series / University of Zurich, Department of Economics
6
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5
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5
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5
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5
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4
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4
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4
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4
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4
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3
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KBI
3
Technical working paper / National Bureau of Economic Research
3
Working paper / Department of Economics, Lund University
3
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Computing bayes : from then 'til now
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2022
Persistent link: https://www.econbiz.de/10013494406
Saved in:
2
Conditional heteroscedasticity models with time-varying parameters : estimation and asymptotics
Pourkhanali, Armin
;
Keith, Jonathan
;
Zhang, Xibin
-
2020
Persistent link: https://www.econbiz.de/10012697180
Saved in:
3
Computing Bayes : Bayesian computation from 1763 to the 21st century
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2020
Persistent link: https://www.econbiz.de/10012607643
Saved in:
4
Data-driven particle filters for Particle Markov Chain Monte Carlo
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
-
2016
Persistent link: https://www.econbiz.de/10011781784
Saved in:
5
Bayesian bandwidth estimation in nonparametric time-varying coefficient models
Cheng, Tingting
;
Gao, Jiti
;
Zhang, Xibin
-
2015
-
Revised 13, 07
Persistent link: https://www.econbiz.de/10011781131
Saved in:
6
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
-
2014
Persistent link: https://www.econbiz.de/10011780861
Saved in:
7
A computational implementation of GMM
Gao, Jiti
;
Hong, Han
-
2014
Persistent link: https://www.econbiz.de/10011780875
Saved in:
8
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density
Zhang, Xibin
;
King, Maxwell L.
;
Shang, Han Lin
-
2013
Persistent link: https://www.econbiz.de/10010189540
Saved in:
9
Local linear multivariate regression with variable bandwidth in the presence of heteroscedasticity
Ye, Azhong
;
Hyndman, Rob J.
;
Li, Zinai
-
2006
Persistent link: https://www.econbiz.de/10003361032
Saved in:
10
Box-Cox stochastic volatility models with heavy-tails and correlated errors
Zhang, Xibin
;
King, Maxwell L.
-
2004
Persistent link: https://www.econbiz.de/10002479501
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