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subject:"Nonparametric statistics"
isPartOf:"Working papers"
~subject:"Multivariate Analyse"
~subject:"VAR-Modell"
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Search: subject_exact:"Estimation theory"
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Nonparametric statistics
Multivariate Analyse
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Estimation theory
48
Schätztheorie
48
Time series analysis
9
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9
Estimation
8
Schätzung
8
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Amengual, Dante
2
Billio, Monica
2
Casarin, Roberto
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Fiorentini, Gabriele
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Sentana, Enrique
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Ahelegbey, Daniel Felix
1
Caporin, Massimiliano
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Corradin, Fausto
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Dionne, Georges
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Gobbo, Michele
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Hajargasht, Gholamreza
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Hirschberg, Joseph G.
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Jedidi, Helmi
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Korobilis, Dimitris
1
Lye, Jenny N.
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Magrini, Stefano
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Ravazzolo, Francesco
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Working papers
Journal of econometrics
369
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
140
CEMMAP working papers / Centre for Microdata Methods and Practice
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Econometric theory
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Economics letters
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The econometrics journal
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
45
SFB 649 discussion paper
44
Quantitative economics : QE ; journal of the Econometric Society
41
Econometrics : open access journal
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Cowles Foundation discussion paper
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Discussion paper series / IZA
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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36
CREATES research paper
30
Econometrics papers
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
29
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
28
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27
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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1
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:
2
Multivariate hermite polynomials and information matrix tests
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012518667
Saved in:
3
Sign restrictions in high-dimensional vector autoregressions
Korobilis, Dimitris
-
2020
Persistent link: https://www.econbiz.de/10012317435
Saved in:
4
Nonparametric testing for information asymmetry in the mortgage servicing market
Jedidi, Helmi
;
Dionne, Georges
-
2019
Persistent link: https://www.econbiz.de/10012139162
Saved in:
5
Nonparametric forecasting of multivariate probability density functions
Guégan, Dominique
;
Iacopini, Matteo
-
2018
Persistent link: https://www.econbiz.de/10011868987
Saved in:
6
A scoring rule for factor and autoregressive models under misspecification
Casarin, Roberto
;
Corradin, Fausto
;
Ravazzolo, Francesco
; …
-
2018
Persistent link: https://www.econbiz.de/10011956868
Saved in:
7
Estimation and testing of stochastic frontier models using variational Bayes
Hajargasht, Gholamreza
;
Griffiths, William E.
-
2016
Persistent link: https://www.econbiz.de/10011521961
Saved in:
8
Sparse graphical vector autoregression : a Bayesian approach
Ahelegbey, Daniel Felix
;
Billio, Monica
;
Casarin, Roberto
-
2014
Persistent link: https://www.econbiz.de/10011629454
Saved in:
9
Confidence intervals for estimates of elasticities
Hirschberg, Joseph G.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003791741
Saved in:
10
Non parametric regression with spatially dependent data
Gerolimetto, Margherita
;
Magrini, Stefano
-
2009
Persistent link: https://www.econbiz.de/10003913060
Saved in:
11
Flexible dynamic consitional correlation multivariate GARCH models for asset allocation
Billio, Monica
(
contributor
);
Gobbo, Michele
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003376752
Saved in:
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