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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~institution:"Suntory-Toyota International Centre for Economics and Related Disciplines"
~institution:"University of Chicago / Graduate School of Business"
~subject:"ARCH model"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Panel study
ARCH model
Zeitreihenanalyse
Estimation theory
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Time series analysis
4
Nichtparametrisches Verfahren
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Nelson, Daniel B.
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Seo, Myung Hwan
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Suntory-Toyota International Centre for Economics and Related Disciplines
University of Chicago / Graduate School of Business
National Bureau of Economic Research
77
Ekonomiska forskningsinstitutet <Stockholm>
23
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
18
European University Institute / Department of Economics
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European University Institute / Department of Law
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London School of Economics and Political Science
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University of Exeter / Department of Economics
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Federal Reserve System / Division of Research and Statistics
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Nationalekonomiska Institutionen <Lund>
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Universitetet i Oslo / Økonomisk institutt
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International Symposium in Economic Theory and Econometrics <5, 1988, Durham, NC>
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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Unit root test in a threshold autoregression : asymptotic theory and residual-based block bootstrap
Seo, Myung Hwan
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contributor
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2005
Persistent link: https://www.econbiz.de/10002814643
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Semiparametric estimation for stationary processes whose spectra have an unknown pole
Hidalgo, Javier
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contributor
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2005
Persistent link: https://www.econbiz.de/10002814674
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3
Asymptotic filtering theory for multivariate ARCH models
Nelson, Daniel B.
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1994
Persistent link: https://www.econbiz.de/10000899156
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4
Asymptotically optimal smoothing with ARCH models
Nelson, Daniel B.
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1994
Persistent link: https://www.econbiz.de/10000899157
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