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type_genre:"Working Paper"
subject:"Maximum likelihood estimation"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Zeitreihenanalyse"
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Maximum likelihood estimation
Zeitreihenanalyse
Estimation theory
82
Schätztheorie
82
Theorie
82
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82
Nichtparametrisches Verfahren
23
Nonparametric statistics
23
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17
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Härdle, Wolfgang
4
Spokojnyj, Vladimir G.
4
Breitung, Jörg
2
Salau, M. O.
2
Tjostheim, Dag
2
Wang, Qihua
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Yang, Lijian
2
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1
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1
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1
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1
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion paper / Tinbergen Institute
115
Working paper / Department of Econometrics and Business Statistics, Monash University
67
CREATES research paper
65
Série des documents de travail / Centre de Recherche en Économie et Statistique
36
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
34
Cowles Foundation discussion paper
28
Discussion paper / Center for Economic Research, Tilburg University
26
SFB 649 discussion paper
26
Working paper series
25
CEMMAP working papers / Centre for Microdata Methods and Practice
24
Technical working paper / National Bureau of Economic Research
23
Working paper / National Bureau of Economic Research, Inc.
23
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20
Working paper
20
Report / Econometric Institute, Erasmus University Rotterdam
19
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18
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18
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18
Discussion papers / Department of Economics, University of Copenhagen
17
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17
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16
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16
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
15
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Queen's Economics Department working paper
15
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13
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13
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KBI
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Working papers / Rutgers University, Department of Economics
11
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
10
Discussion paper / Tinbergen Institute / Tinbergen Institute
10
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10
Working papers series in theoretical and applied economics
10
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9
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1
Empirical likelihood-based dimension reduction inference for linear error-in-responses models with validation study
Wang, Qihua
;
Härdle, Wolfgang
-
2002
Persistent link: https://www.econbiz.de/10001730389
Saved in:
2
Estimation and testing for varying coefficients in additive models with marginal integration
Yang, Lijian
;
Härdle, Wolfgang
;
Park, Byeong U.
-
2002
Persistent link: https://www.econbiz.de/10001715636
Saved in:
3
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
4
Time inhomogeneous multiple volatility modelling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
-
2001
Persistent link: https://www.econbiz.de/10001580374
Saved in:
5
An empirical likelihood goodness of fit test for time series
Chen, Song Xi
;
Härdle, Wolfgang
;
Kleinow, Torsten
-
2001
Persistent link: https://www.econbiz.de/10001580375
Saved in:
6
Empirical likelihood-based inference in linear errors-in-covariables models with validation data
Wang, Qihua
;
Rao, J. N. K.
-
2001
Persistent link: https://www.econbiz.de/10001618715
Saved in:
7
Long memory analysis
Teyssière, Gilles
-
2000
Persistent link: https://www.econbiz.de/10001508112
Saved in:
8
Common cycles : a frequency domain approach
Breitung, Jörg
;
Candelon, Bertrand
-
2000
Persistent link: https://www.econbiz.de/10001558560
Saved in:
9
On estimating a dynamic function of a stochastic system with averaging
Liptser, R.
;
Spokojnyj, Vladimir G.
-
1998
Persistent link: https://www.econbiz.de/10000168629
Saved in:
10
Non- and semiparametric identification of seasonal nonlinear autoregession models
Yang, Lijian
;
Tschernig, Rolf
-
1998
Persistent link: https://www.econbiz.de/10000168640
Saved in:
11
The Beveridge-Nelson decomposition : a different perspective with new results
Gómez, Víctor
;
Breitung, Jörg
-
1998
Persistent link: https://www.econbiz.de/10000992526
Saved in:
12
Adaptive weights smoothing with applications to image restoration
Polzehl, Jörg
;
Spokojnyj, Vladimir G.
-
1998
Persistent link: https://www.econbiz.de/10000995914
Saved in:
13
On the numerical evaluation of the theoretical variance-covariance matrix of least squares estimators for Echelon-form VARMA models
Salau, M. O.
-
1998
Persistent link: https://www.econbiz.de/10000996287
Saved in:
14
The effects of different choices of orders for autoregressive approximation on the Gaussian likelihood estimates for ARMA models
Salau, M. O.
-
1998
Persistent link: https://www.econbiz.de/10000996288
Saved in:
15
Modeling panels of intercorrelated autoregressive time series
Hjellvik, Vidar
;
Tjostheim, Dag
-
1998
Persistent link: https://www.econbiz.de/10000992219
Saved in:
16
Nonparametric estimation in null recurrent times series
Karlsen, Hans Arnfinn
;
Tjostheim, Dag
-
1998
Persistent link: https://www.econbiz.de/10000992263
Saved in:
17
Semiparametric estimation and prediction for time series cross sectional data
Bunke, Olaf
-
1998
Persistent link: https://www.econbiz.de/10000992278
Saved in:
18
Modeling the Deutsche Telekom IPO using a new ACD specification : an application of the Burr-ACD model using high frequency Ibis data
Grammig, Joachim
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10000992448
Saved in:
19
Properties of the nonparametric autoregressive bootstrap
Franke, Jürgen
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10000992449
Saved in:
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