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subject:"Zeitreihenanalyse"
accessRights:"restricted"
~person:"Blasques, Francisco"
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Zeitreihenanalyse
Estimation theory
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Blasques, Francisco
Gao, Jiti
10
Phillips, Peter C. B.
10
Li, Jia
9
Zhu, Ke
8
Kapetanios, George
7
Koopman, Siem Jan
7
Linton, Oliver
7
Lütkepohl, Helmut
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Teräsvirta, Timo
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Li, Yingying
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Lucas, André
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Marcellino, Massimiliano
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Nielsen, Morten Ørregaard
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Shang, Han Lin
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Todorov, Viktor
6
Wang, Shouyang
6
Davis, Richard A.
5
Dong, Chaohua
5
Francq, Christian
5
Omay, Tolga
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Sucarrat, Genaro
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Tauchen, George Eugene
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Agiakloglou, Christos N.
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Andersen, Torben
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Bollerslev, Tim
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Cavaliere, Giuseppe
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Hassler, Uwe
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Hendry, David F.
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Hong, Yongmiao
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Hyndman, Rob J.
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Johansen, Søren
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Leybourne, Stephen James
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1
Maximum likelihood estimation for score-driven models
Blasques, Francisco
;
Brummelen, Janneke van
;
Koopman, …
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 325-346
Persistent link: https://www.econbiz.de/10013442028
Saved in:
2
Nonlinear autoregressive models with optimality properties
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
- In:
Econometric reviews
39
(
2020
)
6
,
pp. 559-578
Persistent link: https://www.econbiz.de/10012195421
Saved in:
3
A stochastic recurrence equations approach for score driven correlation models
Blasques, Francisco
;
Lucas, André
;
Silde, Erkki
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 166-181
Persistent link: https://www.econbiz.de/10012038166
Saved in:
4
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models
Blasques, Francisco
;
Koopman, Siem Jan
;
Łasak, Katarzyna
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 875-887
Persistent link: https://www.econbiz.de/10011621857
Saved in:
5
Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data
Blasques, Francisco
;
Koopman, Siem Jan
;
Mallee, Max I. P.
; …
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 405-417
Persistent link: https://www.econbiz.de/10011704989
Saved in:
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