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type_genre:"Working Paper"
subject:"Maximum likelihood estimation"
~isPartOf:"CEA_372Cass working paper series"
~subject:"Kleinste-Quadrate-Methode"
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Maximum likelihood estimation
Kleinste-Quadrate-Methode
Estimation theory
13
Schätztheorie
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Time series analysis
4
Zeitreihenanalyse
4
Estimation
3
Schätzung
3
Factor analysis
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Faktorenanalyse
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Maximum-Likelihood-Schätzung
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Resampling
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Resampling method
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Statistical test
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Statistischer Test
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Volatility
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Volatilität
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ARCH model
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ARCH-Modell
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Analysis of variance
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Bootstrap approach
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Bootstrap-Verfahren
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Correlation
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Discrete data
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Einheitswurzeltest
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Factor model
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Factor-augmented regression
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Forecasting
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Forecasting model
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High dimension
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Induktive Statistik
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Kaufkraftparität
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Korrelation
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Least squares method
1
Market microstructure
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Marktmikrostruktur
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Maximum likelihood
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Out-of-sample forecasting
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Chambers, Marcus J.
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Wang, Fa
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CEA_372Cass working paper series
Discussion paper / Tinbergen Institute
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CEMMAP working papers / Centre for Microdata Methods and Practice
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CREATES research paper
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Working paper / Department of Econometrics and Business Statistics, Monash University
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CESifo working papers
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Discussion paper / Center for Economic Research, Tilburg University
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KBI
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Working paper series / University of Zurich, Department of Economics
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Cowles Foundation discussion paper
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Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
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Discussion papers / Department of Economics, University of Copenhagen
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Memorandum / Department of Economics, University of Oslo
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Maximum likelihood estimation of time-varying loadings in high-dimensional factor models
2017
Persistent link: https://www.econbiz.de/10012806611
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Maximum likelihood estimation and inference for high dimensional nonlinear factor models
Wang, Fa
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2017
Persistent link: https://www.econbiz.de/10013369930
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3
Jackknife estimation of stationary autoregressive models
Chambers, Marcus J.
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2012
Persistent link: https://www.econbiz.de/10009508041
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