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person:"Jenkins, Stephen P."
subject:"Schätzung"
~person:"Sentana, Enrique"
~subject:"Probability theory"
~type_genre:"Arbeitspapier"
~type_genre:"Book section"
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Search: subject_exact:"Estimation theory"
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Schätzung
Probability theory
Estimation theory
45
Schätztheorie
45
Statistical test
19
Statistischer Test
19
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
Theorie
8
Theory
8
Time series analysis
8
Zeitreihenanalyse
8
VAR model
7
VAR-Modell
7
Hessian matrix
6
Multivariate Verteilung
6
Multivariate distribution
6
Estimation
5
Generalized extremum tests
5
Regression analysis
5
Regressionsanalyse
5
Volatility
5
Volatilität
5
ARCH model
4
ARCH-Modell
4
Correlation
4
GDI
4
Korrelation
4
Method of moments
4
Modellierung
4
Momentenmethode
4
Multivariate Analyse
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Multivariate analysis
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Scientific modelling
4
Stochastic process
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Stochastischer Prozess
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outer product of the score
4
Capital income
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Copula
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Economic growth
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Arbeitspapier
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Article in journal
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English
6
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Jenkins, Stephen P.
Sentana, Enrique
Gao, Jiti
23
Kapetanios, George
19
Pesaran, M. Hashem
19
Cai, Zongwu
17
Linton, Oliver
17
Marcellino, Massimiliano
17
Härdle, Wolfgang
13
Hsu, Yu-Chin
11
Einmahl, John H. J.
10
Haan, Laurens de
10
Hoderlein, Stefan
10
Lechner, Michael
10
Berg, Gerard J. van den
9
Gouriéroux, Christian
9
Kitagawa, Toru
9
Koop, Gary
9
Koopman, Siem Jan
9
Lütkepohl, Helmut
9
Weidner, Martin
9
Card, David E.
8
Fang, Ying
8
Huber, Florian
8
Lee, David S.
8
Pei, Zhuan
8
Diebold, Francis X.
7
Giraitis, Liudas
7
Nielsen, Morten Ørregaard
7
Schorfheide, Frank
7
Vries, Casper G. de
7
Weber, Andrea
7
Bailey, Natalia
6
Benati, Luca
6
Bonhomme, Stéphane
6
Breunig, Christoph
6
Daníelsson, Jón
6
Fernández-Villaverde, Jesús
6
Gong, Xiaodong
6
Gonzalo, Jesús
6
Jenkins, Stephen
6
Lin, Ming
6
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CEMFI working paper
3
Discussion paper / Centre for Economic Policy Research
1
Discussion papers / CEPR
1
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
1
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ECONIS (ZBW)
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1
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
-
2020
Persistent link: https://www.econbiz.de/10012308723
Saved in:
2
The Jacobian of the exponential function
Magnus, Jan R.
;
Pijls, Henk G. J.
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012309669
Saved in:
3
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
- In:
Essays in honor of M. Hashem Pesaran : panel modeling, …
,
(pp. 269-306)
.
2022
Persistent link: https://www.econbiz.de/10013194599
Saved in:
4
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
-
2017
Persistent link: https://www.econbiz.de/10011686422
Saved in:
5
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
-
2020
Persistent link: https://www.econbiz.de/10012232995
Saved in:
6
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
-
2017
Persistent link: https://www.econbiz.de/10011708502
Saved in:
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