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subject:"Maximum-Likelihood-Schätzung"
subject:"Monte Carlo simulation"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Börsenkurs"
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Search: subject_exact:"Estimation theory"
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Maximum-Likelihood-Schätzung
Monte Carlo simulation
Börsenkurs
Estimation theory
103
Schätztheorie
103
Time series analysis
50
Zeitreihenanalyse
50
Estimation
33
Schätzung
33
ARCH model
17
ARCH-Modell
17
Volatility
17
Volatilität
17
Regression analysis
14
Regressionsanalyse
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Cointegration
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Kointegration
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Statistical test
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Nichtparametrisches Verfahren
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Capital income
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Kapitaleinkommen
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Markov chain
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Markov-Kette
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Stochastic process
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Stochastischer Prozess
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Forecasting model
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Monte-Carlo-Simulation
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Prognoseverfahren
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cointegration
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Nichtlineare Regression
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Nonlinear regression
7
Statistical distribution
7
Statistische Verteilung
7
Structural break
7
Strukturbruch
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VAR model
7
VAR-Modell
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Einheitswurzeltest
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Maximum likelihood estimation
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Baruník, Jozef
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Bu, Ruijun
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Chang, Sheng-kai
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Cheng, Jie
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Croux, Christophe
1
Daníelsson, Jón
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Kraicová, Lucie
1
Lee, Kyungsub
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Lin, Chang-ching
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Lux, Thomas
1
McMillan, David G.
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Mishra, Anuj
1
Niu, Wei-fang
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Psaradakis, Zacharias G.
1
Ramanathan, Thekke Variyam
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Reusens, Peter
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Song, Yuping
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Spagnolo, Fabio
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1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
158
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
Economics letters
55
Discussion paper / Tinbergen Institute
44
Econometric reviews
40
Computational economics
29
Economic modelling
27
NBER Working Paper
24
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Journal of the American Statistical Association : JASA
21
The econometrics journal
21
Applied economics
20
Econometrics : open access journal
20
European journal of operational research : EJOR
20
Working paper
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Working paper / Department of Econometrics and Business Statistics, Monash University
20
CEMMAP working papers / Centre for Microdata Methods and Practice
18
Econometric theory
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Working paper / National Bureau of Economic Research, Inc.
18
Applied economics letters
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NBER working paper series
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Journal of forecasting
16
Journal of risk and financial management : JRFM
16
Série des documents de travail / Centre de Recherche en Économie et Statistique
16
Discussion paper series / IZA
15
Insurance / Mathematics & economics
15
Journal of economic dynamics & control
15
CESifo working papers
14
CREATES research paper
14
Journal of empirical finance
14
Statistics in transition : an international journal of the Polish Statistical Association
14
Cambridge working papers in economics
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Finance research letters
11
Quantitative finance
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Journal of banking & finance
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Operations research
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Quantitative economics : QE ; journal of the Econometric Society
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ECONIS (ZBW)
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1
Fast maximum likelihood estimation of parameters for square root and Bessel processes
Fergusson, Kevin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
4
,
pp. 143-170
Persistent link: https://www.econbiz.de/10012657679
Saved in:
2
Approximate Bayesian inference for agent-based models in economics : a case study
Lux, Thomas
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 423-447
Persistent link: https://www.econbiz.de/10014372903
Saved in:
3
Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
Shang, Han Lin
;
Zhang, Xibin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 55-71
Persistent link: https://www.econbiz.de/10013334620
Saved in:
4
Variance reduction estimation for return models with jumps using gamma asymmetric kernels
Song, Yuping
;
Hou, Weijie
;
Zhou, Shengyi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012198377
Saved in:
5
Nonstationary autoregressive conditional duration models
Mishra, Anuj
;
Ramanathan, Thekke Variyam
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011743716
Saved in:
6
Detecting time variation in the price puzzle : a less informative prior choice for time varying parameter VAR models
Reusens, Peter
;
Croux, Christophe
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011743732
Saved in:
7
Estimation of long memory in volatility using wavelets
Kraicová, Lucie
;
Baruník, Jozef
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011709605
Saved in:
8
Specification analysis in regime-switching continuous-time diffusion models for market volatility
Bu, Ruijun
;
Cheng, Jie
;
Hadri, Kaddour
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 65-80
Persistent link: https://www.econbiz.de/10011650223
Saved in:
9
Probabilistic and statistical properties of moment variations and their use in inference and estimation based on high requency return data
Lee, Kyungsub
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
1
,
pp. 19-36
Persistent link: https://www.econbiz.de/10011431109
Saved in:
10
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
4
,
pp. 347-364
Persistent link: https://www.econbiz.de/10011649097
Saved in:
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