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type_genre:"Sammlung"
type_genre:"Working Paper"
~isPartOf:"CORE discussion papers : DP"
~isPartOf:"CREATES research paper"
~subject:"Maximum likelihood estimation"
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Search: subject_exact:"Estimation theory"
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Maximum likelihood estimation
Estimation theory
177
Schätztheorie
177
Time series analysis
64
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64
Nichtparametrisches Verfahren
29
Nonparametric statistics
29
ARCH model
21
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Maximum-Likelihood-Schätzung
12
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Bootstrap approach
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Correlation
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Prognoseverfahren
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VAR-Modell
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Cavaliere, Giuseppe
2
Hafner, Christian M.
2
Nielsen, Morten Ørregaard
2
Rahbek, Anders
2
Taylor, Robert
2
Bauwens, Luc
1
Bohn Nielsen, Heino
1
Dēmos, Antōnēs A.
1
Floor Brix, Anne
1
Galli, Fausto
1
Hillebrand, Eric
1
Kurita, Takamitsu
1
Kyriakopoulou, Dimitra
1
Laurent, Sébastien
1
Lunde, Asger
1
Mikkelsen, Jakob Guldbæk
1
Parra-Alvarez, Juan Carlos
1
Pedersen, Rasmus Søndergaard
1
Posch, Olaf
1
Preminger, Arie
1
Silvennoinen, Annastiina
1
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1
Urga, Giovanni
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CORE discussion papers : DP
CREATES research paper
Discussion paper / Tinbergen Institute
25
Série des documents de travail / Centre de Recherche en Économie et Statistique
9
CEMMAP working papers / Centre for Microdata Methods and Practice
8
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8
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Discussion paper / Center for Economic Research, Tilburg University
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Queen's Economics Department working paper
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3
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3
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3
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Estimation of heterogeneous agent models : a likelihood approach
Parra-Alvarez, Juan Carlos
;
Posch, Olaf
;
Wang, Mu-Chun
-
2020
Persistent link: https://www.econbiz.de/10012317765
Saved in:
2
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
3
Finite sample theory and bias correction of maximum likelihood estimators in the EGARCH model
Dēmos, Antōnēs A.
;
Kyriakopoulou, Dimitra
-
2018
Persistent link: https://www.econbiz.de/10011992635
Saved in:
4
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2017
Persistent link: https://www.econbiz.de/10011721042
Saved in:
5
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2016
Persistent link: https://www.econbiz.de/10011624059
Saved in:
6
Weak diffusion limits of dynamic conditional correlation models
Hafner, Christian M.
;
Laurent, Sébastien
;
Violante, …
-
2016
Persistent link: https://www.econbiz.de/10011589493
Saved in:
7
Maximum likelihood estimation of time-varying loadings in high-dimensional factor models
Mikkelsen, Jakob Guldbæk
;
Hillebrand, Eric
;
Urga, Giovanni
-
2015
Persistent link: https://www.econbiz.de/10011409357
Saved in:
8
Nonstationary ARCH and GARCH with t-distributed innovations
Pedersen, Rasmus Søndergaard
;
Rahbek, Anders
-
2015
Persistent link: https://www.econbiz.de/10010529443
Saved in:
9
Estimating stochastic volatility models using predictionbased estimating functions
Lunde, Asger
;
Floor Brix, Anne
-
2013
Persistent link: https://www.econbiz.de/10009763883
Saved in:
10
An I(2) cointegration model with piecewise linear trends : likelihood analysis and application
Kurita, Takamitsu
;
Bohn Nielsen, Heino
;
Rahbek, Anders
-
2009
Persistent link: https://www.econbiz.de/10003863153
Saved in:
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