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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"CEMFI working paper"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Regression analysis"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Maximum-Likelihood-Schätzung
Regression analysis
Estimation theory
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Schätztheorie
30
Statistical test
10
Statistischer Test
10
Estimation
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finite normal mixtures
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higher-order identifiability
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likelihood ratio test
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Economic growth
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Hessian matrix
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Method of moments
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Graue Literatur
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Sentana, Enrique
11
Fiorentini, Gabriele
9
Amengual, Dante
3
Arellano, Manuel
1
Bonhomme, Stéphane
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Magnus, Jan R.
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Moral-Benito, Enrique
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Tian, Zhanyuan
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CEMFI working paper
Discussion paper / Tinbergen Institute
139
CEMMAP working papers / Centre for Microdata Methods and Practice
116
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
95
Working paper / Department of Econometrics and Business Statistics, Monash University
86
CREATES research paper
73
Cowles Foundation discussion paper
62
Discussion papers of interdisciplinary research project 373
59
Discussion paper series / IZA
51
Série des documents de travail / Centre de Recherche en Économie et Statistique
48
Discussion paper / Center for Economic Research, Tilburg University
44
Working paper
43
SFB 649 discussion paper
42
CESifo working papers
35
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
33
KBI
33
Discussion paper
31
Working paper series
29
Working papers / TSE : WP
27
Working paper / National Bureau of Economic Research, Inc.
26
Série des documents de travail
25
Econometrics papers
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Umeå economic studies
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Working papers series in theoretical and applied economics
20
Queen's Economics Department working paper
18
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
17
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
17
Discussion papers / Department of Economics, University of Copenhagen
17
Economics discussion papers
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Report / Econometric Institute, Erasmus University Rotterdam
16
Working paper series / Department of Economics, University of Missouri-Columbia
16
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16
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15
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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Cambridge working papers in economics
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EUI working paper / ECO
14
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
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Technical working paper / National Bureau of Economic Research
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Specification tests for non-Gaussian structural vector autoregressions
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2022
Persistent link: https://www.econbiz.de/10013540674
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2
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
-
2020
Persistent link: https://www.econbiz.de/10012308723
Saved in:
3
The Jacobian of the exponential function
Magnus, Jan R.
;
Pijls, Henk G. J.
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012309669
Saved in:
4
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions
Fiorentini, Gabriele
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012310522
Saved in:
5
Specification tests for non-Gaussian maximum likelihood estimators
Fiorentini, Gabriele
;
Sentana, Enrique
-
2018
Persistent link: https://www.econbiz.de/10011879517
Saved in:
6
Consistent non-Gaussian pseudo maximum likelihood estimators
Fiorentini, Gabriele
;
Sentana, Enrique
-
2018
Persistent link: https://www.econbiz.de/10011797680
Saved in:
7
Nonlinear panel data estimation via quantile regression
Arellano, Manuel
;
Bonhomme, Stéphane
-
2015
Persistent link: https://www.econbiz.de/10011408310
Saved in:
8
Neglected serial correlation tests in UCARIMA models
Fiorentini, Gabriele
;
Sentana, Enrique
-
2014
Persistent link: https://www.econbiz.de/10011408229
Saved in:
9
Dynamic specification tests for dynamic factor models
Fiorentini, Gabriele
;
Sentana, Enrique
-
2013
Persistent link: https://www.econbiz.de/10010376711
Saved in:
10
Sequential estimation of shape parameters in multivariate dynamic models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2012
Persistent link: https://www.econbiz.de/10009743572
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