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subject:"Monte Carlo simulation"
~isPartOf:"CEMFI working paper"
~isPartOf:"Economic modelling"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Maximum likelihood estimation"
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Monte Carlo simulation
Zeitreihenanalyse
Maximum likelihood estimation
32
Maximum-Likelihood-Schätzung
32
Estimation theory
18
Schätztheorie
18
Stochastic process
10
Stochastischer Prozess
10
Theorie
8
Theory
8
Time series analysis
7
Estimation
6
Schätzung
6
Volatility
6
Volatilität
6
ARCH model
4
ARCH-Modell
4
Monte-Carlo-Simulation
4
State space model
4
Statistical distribution
4
Statistische Verteilung
4
Zustandsraummodell
4
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Wiener-Kolmogorov filter
3
spectral maximum likelihood
3
Autocorrelation
2
Autokorrelation
2
Business cycle
2
Einheitswurzeltest
2
Euro area
2
Eurozone
2
Fourier analysis
2
Fourier-Analyse
2
Fractional Ornstein-Uhlenbeck processes
2
Kalman filter
2
Konjunktur
2
Markov chain
2
Markov-Kette
2
Maximum likelihood
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8
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11
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Fiorentini, Gabriele
3
Sentana, Enrique
3
Galesi, Alessandro
2
Blyth, Conrad Alexander
1
Boldin, Michael David
1
Chumacero, Rómulo A.
1
Jensen, Mark J.
1
Koopman, Siem Jan
1
Lee, Kai Ming
1
Månsson, Kristofer
1
Niu, Wei-fang
1
Reeves, Jonathan J.
1
Small, John P.
1
Sun, Qi
1
Triggs, Christopher M.
1
Xiao, Weilin
1
Xu, Weijun
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CEMFI working paper
Economic modelling
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Discussion paper / Tinbergen Institute
32
Journal of econometrics
25
Econometric reviews
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
International journal of forecasting
5
Working paper / Department of Econometrics and Business Statistics, Monash University
5
Computational economics
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Queen's Economics Department working paper
4
Statistical methods & applications : SMA ; journal of the Italian Statistical Society
4
Working paper
4
Working paper / National Bureau of Economic Research, Inc.
4
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
CREATES research paper
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Econometric Institute research papers
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Econometric theory
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Econometrics : open access journal
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Tinbergen Institute Discussion Paper
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Working papers
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Applied economics
2
Bank of Finland research discussion papers
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CAMA working paper series
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CEMMAP working papers / Centre for Microdata Methods and Practice
2
Central European journal of economic modelling and econometrics
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Cowles Foundation discussion paper
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Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
2
Discussion papers / Department of Economics, University of Copenhagen
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Economics letters
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ECONIS (ZBW)
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1
Fast ML estimation of dynamic bifactor models : an application to European inflation
Fiorentini, Gabriele
;
Galesi, Alessandro
;
Sentana, Enrique
-
2015
Persistent link: https://www.econbiz.de/10011408301
Saved in:
2
Neglected serial correlation tests in UCARIMA models
Fiorentini, Gabriele
;
Sentana, Enrique
-
2014
Persistent link: https://www.econbiz.de/10011408229
Saved in:
3
A spectral EM algorithm for dynamic factor models
Fiorentini, Gabriele
;
Galesi, Alessandro
;
Sentana, Enrique
-
2014
Persistent link: https://www.econbiz.de/10011408285
Saved in:
4
Maximum likelihood estimation of continuous time stochastic volatility models with partially observed GARCH
Niu, Wei-fang
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
4
,
pp. 421-438
Persistent link: https://www.econbiz.de/10009787977
Saved in:
5
A new energy model to capture the behavior of energy price processes
Xu, Weijun
;
Sun, Qi
;
Xiao, Weilin
- In:
Economic modelling
29
(
2012
)
5
,
pp. 1585-1591
Persistent link: https://www.econbiz.de/10009667202
Saved in:
6
On ridge estimators for the negative binomial regression model
Månsson, Kristofer
- In:
Economic modelling
29
(
2012
)
2
,
pp. 178-184
Persistent link: https://www.econbiz.de/10009536040
Saved in:
7
Estimating stochastic volatility models : a comparison of two importance samplers
Lee, Kai Ming
(
contributor
);
Koopman, Siem Jan
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
8
(
2004
)
2
Persistent link: https://www.econbiz.de/10002651712
Saved in:
8
The Hodrick-Prescott filter, a generalization, and a new procedure for extracting an empirical cycle from a series
Reeves, Jonathan J.
;
Blyth, Conrad Alexander
;
Triggs, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
4
(
2000
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10001773101
Saved in:
9
An approximate wavelet MLE of short- and long-memory parameters
Jensen, Mark J.
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
3
(
1998
)
4
,
pp. 239-253
Persistent link: https://www.econbiz.de/10001769725
Saved in:
10
Finite sample properties of the efficient method of moments
Chumacero, Rómulo A.
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
2
(
1997
)
2
,
pp. 35-51
Persistent link: https://www.econbiz.de/10001769659
Saved in:
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