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isPartOf:"CORE discussion papers : DP"
type_genre:"Graue Literatur"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~person:"Hafner, Christian M."
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Search: subject_exact:"Estimation theory"
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Estimation theory
9
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9
ARCH model
4
ARCH-Modell
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2
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2
Linear algebra
2
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2
Maximum likelihood estimation
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Hafner, Christian M.
Einmahl, John H. J.
22
Čížek, Pavel
12
Kleijnen, Jack P. C.
9
Steel, Mark F. J.
9
Werker, Bas J. M.
9
Drost, Feike C.
7
Magnus, Jan R.
7
Preminger, Arie
7
Soest, Arthur van
7
Van Bellegem, Sébastien
7
Bauwens, Luc
6
Fernández, Carmen
6
Groenendaal, Willem J. van
5
Moors, Johannes J. A.
5
Osiewalski, Jacek
5
Segers, Johan
5
Akker, Ramon van den
4
Chen Zhou
4
Härdle, Wolfgang
4
Nijman, Theodore E.
4
Storti, Giuseppe
4
Beirlant, Jan
3
Bouezmarni, Taoufik
3
Durbin, James
3
Florens, Jean-Pierre
3
He, Yi
3
Hertog, Dirk den
3
Johannes, Jan
3
Koopman, Siem Jan
3
Melenberg, Bertrand
3
Roon, Frans de
3
Strijbosch, L. W. G.
3
Verbeek, Marno
3
Ahmed, Hanan
2
Banerjee, Anurag Narayan
2
Bera, Anil K.
2
Charlier, Erwin
2
Chib, Siddhartha
2
Danilov, Dmitry L.
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CORE discussion papers : DP
Discussion paper / Center for Economic Research, Tilburg University
CORE discussion paper : DP
3
CEMMAP working papers / Centre for Microdata Methods and Practice
2
Cambridge working papers in economics
1
Cambridge-INET working papers
1
Discussion paper / Institut de Statistique, Biostatistique et Sciences Actuarielles (ISBA)
1
Discussion papers of interdisciplinary research project 373
1
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ECONIS (ZBW)
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A dynamic conditional score model for the log correlation matrix
Hafner, Christian M.
;
Wang, Linqi
-
2019
Persistent link: https://www.econbiz.de/10012215223
Saved in:
2
Weak diffusion limits of dynamic conditional correlation models
Hafner, Christian M.
;
Laurent, Sébastien
;
Violante, …
-
2016
Persistent link: https://www.econbiz.de/10011589493
Saved in:
3
On asymptotic theory for ARCH models
Hafner, Christian M.
;
Preminger, Arie
-
2016
Persistent link: https://www.econbiz.de/10011893997
Saved in:
4
Estimation of a multiplicative covariance structure in the large dimensional case
Hafner, Christian M.
;
Linton, Oliver
;
Tang, Haihan
-
2016
Persistent link: https://www.econbiz.de/10011894446
Saved in:
5
The “wrong skewness” problem in stochastic frontier models : a new approach
Hafner, Christian M.
;
Manner, Hans
;
Simar, Léopold
-
2015
Persistent link: https://www.econbiz.de/10011289979
Saved in:
6
A note on the Tobit model in the presence of a duration variable
Hafner, Christian M.
;
Preminger, Arie
-
2014
Persistent link: https://www.econbiz.de/10010385188
Saved in:
7
An almost closed form estimator for the EGARCH model
Hafner, Christian M.
;
Linton, Oliver
-
2013
Persistent link: https://www.econbiz.de/10010203383
Saved in:
8
Asymptotic theory for a factor GARCH model
Hafner, Christian M.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003375885
Saved in:
9
Deciding between GARCH and stochastic volatility via strong decision rules
Preminger, Arie
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003329726
Saved in:
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