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subject:"Monte Carlo simulation"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Maximum likelihood estimation"
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Monte Carlo simulation
Zeitreihenanalyse
Maximum likelihood estimation
148
Maximum-Likelihood-Schätzung
147
Estimation theory
89
Schätztheorie
89
Theorie
32
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32
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25
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Maximum likelihood
12
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Koopman, Siem Jan
3
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2
Kim, Donggyu
2
Nielsen, Morten Ørregaard
2
Wang, Yazhen
2
Zha, Tao
2
Asai, Manabu
1
Brummelen, Janneke van
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1
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1
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Fiorentini, Gabriele
1
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1
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1
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1
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1
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1
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1
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1
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1
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Economic modelling
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Discussion paper / Tinbergen Institute
32
Econometric reviews
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
International journal of forecasting
5
Working paper / Department of Econometrics and Business Statistics, Monash University
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Queen's Economics Department working paper
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11
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 165-188
Persistent link: https://www.econbiz.de/10011818374
Saved in:
12
Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data
Blasques, Francisco
;
Koopman, Siem Jan
;
Mallee, Max I. P.
; …
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 405-417
Persistent link: https://www.econbiz.de/10011704989
Saved in:
13
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data
Kim, Donggyu
;
Wang, Yazhen
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 220-230
Persistent link: https://www.econbiz.de/10011705111
Saved in:
14
Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity
Hayakawa, Kazuhiko
;
Pesaran, M. Hashem
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 110-134
Persistent link: https://www.econbiz.de/10011500265
Saved in:
15
A quasi-maximum likelihood approach for integrated covariance matrix estimation with high frequency data
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 217-232
Persistent link: https://www.econbiz.de/10010433385
Saved in:
16
Generalized dynamic panel data models with random effects for cross-section and time
Mesters, G.
;
Koopman, Siem Jan
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 127-140
Persistent link: https://www.econbiz.de/10010433402
Saved in:
17
GARCH models without positivity constraints : exponential or log GARCH?
Francq, Christian
;
Wintenberger, Olivier
;
Zakoïan, …
- In:
Journal of econometrics
177
(
2013
)
1
,
pp. 34-46
Persistent link: https://www.econbiz.de/10010189881
Saved in:
18
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:
19
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:
20
Likelihood inference for a nonstationary fractional autoregressive model
Johansen, Søren
;
Nielsen, Morten Ørregaard
- In:
Journal of econometrics
158
(
2010
)
1
,
pp. 51-66
Persistent link: https://www.econbiz.de/10008826876
Saved in:
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