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isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~subject:"Multivariate Analyse"
~subject:"Statistical inference"
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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How to maximise the likelihood function for a DSGE model
Møller Andreasen, Marin
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contributor
)
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2008
Persistent link: https://www.econbiz.de/10003734503
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2
Non-linear DSGE models, the central difference Kalman filter, and the mean shifted particle filter
Møller Andreasen, Marin
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003734516
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3
Convenient estimators for the panel probit model : further results
Greene, William H.
- In:
Empirical economics : a journal of the Institute for …
29
(
2004
)
1
,
pp. 21-47
Persistent link: https://www.econbiz.de/10001863271
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4
Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects
Karlsson, Sune
;
Skoglund, Jimmy
- In:
Empirical economics : a journal of the Institute for …
29
(
2004
)
1
,
pp. 79-88
Persistent link: https://www.econbiz.de/10001863281
Saved in:
5
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
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