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person:"Sahadevan, K. G."
subject:"India"
~person:"Sentana, Enrique"
~subject:"Estimation theory"
~subject:"Externer Effekt"
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India
Estimation theory
Externer Effekt
Schätztheorie
69
Statistical test
23
Statistischer Test
23
Theorie
17
Theory
17
Time series analysis
14
Zeitreihenanalyse
14
Maximum likelihood estimation
11
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11
Estimation
9
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9
VAR model
9
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9
Hessian matrix
6
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6
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6
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6
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6
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5
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5
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5
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4
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4
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4
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English
69
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Sahadevan, K. G.
Sentana, Enrique
Phillips, Peter C. B.
298
Pesaran, M. Hashem
184
Gao, Jiti
162
Härdle, Wolfgang
144
Linton, Oliver
141
Andrews, Donald W. K.
136
Newey, Whitney K.
126
McAleer, Michael
109
Chernozhukov, Victor
106
Baltagi, Badi H.
105
Chen, Xiaohong
98
Kapetanios, George
91
Gouriéroux, Christian
90
Imbens, Guido
90
Heckman, James J.
86
Lütkepohl, Helmut
84
Swanson, Norman R.
84
White, Halbert
84
Otsu, Taisuke
81
Robinson, Peter M.
80
Lee, Lung-fei
77
Koopman, Siem Jan
76
Lechner, Michael
76
Li, Qi
75
Ullah, Aman
75
Wooldridge, Jeffrey M.
75
Bera, Anil K.
73
Franses, Philip Hans
73
Stock, James H.
72
Dette, Holger
71
Simar, Léopold
70
Horowitz, Joel
69
Su, Liangjun
69
Nielsen, Morten Ørregaard
67
Johansen, Søren
66
Cai, Zongwu
65
Croux, Christophe
65
Dufour, Jean-Marie
65
Sun, Yixiao
65
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CEMFI working paper
21
Journal of econometrics
6
Documento de trabajo / Centro de Estudios Monetarios y Financieros
5
Discussion papers / CEPR
4
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4
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3
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2
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2
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2
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2
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2
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1
Artha vijñāna : journal of the Gokhale Institute of Politics and Economics
1
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1
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1
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1
Econometric analysis of financial markets
1
Economics letters
1
Essays in honor of Joon Y. Park : econometric methodology in empirical applications
1
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
1
Journal of economic dynamics & control
1
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1
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1
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1
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1
Quantitative economics : QE ; journal of the Econometric Society
1
Spanish economic review : SER
1
The Indian economic journal
1
The Indian journal of economics
1
The economic journal : the journal of the Royal Economic Society
1
Tinbergen Institute Discussion Paper 2020-039/III
1
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ECONIS (ZBW)
69
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51
Constrained indirect inference estimation
Calzolari, Giorgio
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2001
Persistent link: https://www.econbiz.de/10001599297
Saved in:
52
Constrained EMM and indirect inference estimation
Calzolari, Giorgio
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2000
Persistent link: https://www.econbiz.de/10001486774
Saved in:
53
Econometric applications of positive rank-one modifications of the symmetric factorization of a positive semi-definite matrix
Sentana, Enrique
- In:
Spanish economic review : SER
1
(
1999
)
1
,
pp. 79-90
Persistent link: https://www.econbiz.de/10001463531
Saved in:
54
Testing for GARCH effects : a one-sided approach
Dēmos, Antōnēs A.
- In:
Journal of econometrics
86
(
1998
)
1
,
pp. 97-127
Persistent link: https://www.econbiz.de/10001243865
Saved in:
55
Identification, estimation and testing of conditionally heteroskedastic factor models
Sentana, Enrique
;
Fiorentini, Gabriele
-
1997
Persistent link: https://www.econbiz.de/10000970451
Saved in:
56
Identification, estimation and testing of conditionally heteroskedastic factor models
Sentana, Enrique
;
Fiorentini, Gabriele
-
1997
-
1. ed
Persistent link: https://www.econbiz.de/10000973039
Saved in:
57
The relation between conditionally heteroskedastic factor models and factor GARCH models
Sentana, Enrique
-
1997
Persistent link: https://www.econbiz.de/10000994721
Saved in:
58
Marginalization and contemporaneous aggregation in multivariate GARCH processes
Nijman, Theodore E.
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 71-87
Persistent link: https://www.econbiz.de/10001194742
Saved in:
59
Testing for GARCH effects : a one-sided approach
Dēmos, Antōnēs A.
;
Sentana, Enrique
-
1996
Persistent link: https://www.econbiz.de/10000948472
Saved in:
60
Quadratic ARCH models
Sentana, Enrique
-
1995
Persistent link: https://www.econbiz.de/10000924230
Saved in:
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