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subject:"Probability theory"
subject:"Time series analysis"
~person:"Kristensen, Dennis"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Statistical test"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Maximum-Likelihood-Schätzung
Statistical test
Estimation theory
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20
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Zeitreihenanalyse
5
Estimation
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4
Statistischer Test
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Maximum likelihood estimation
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Bayes-Statistik
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Kristensen, Dennis
Phillips, Peter C. B.
37
Linton, Oliver
22
Lee, Lung-fei
20
Leybourne, Stephen James
20
Bera, Anil K.
18
Perron, Pierre
18
Baltagi, Badi H.
17
Taylor, Robert
17
Gao, Jiti
16
Lütkepohl, Helmut
16
Teräsvirta, Timo
16
Robinson, Peter M.
15
Su, Liangjun
15
Harvey, Andrew C.
14
Hassler, Uwe
14
Johansen, Søren
14
Sun, Yixiao
14
Xiao, Zhijie
14
Cai, Zongwu
13
Chambers, Marcus J.
13
Li, Qi
13
White, Halbert
13
Andrews, Donald W. K.
12
Francq, Christian
12
Hsiao, Cheng
12
Lucas, André
12
McAleer, Michael
12
Pesaran, M. Hashem
12
Westerlund, Joakim
12
Zakoïan, Jean-Michel
12
Harvey, David I.
11
Tauchen, George Eugene
11
Zhu, Ke
11
Baillie, Richard
10
Chan, Ngai Hang
10
Hong, Yongmiao
10
Kapetanios, George
10
Koop, Gary
10
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10
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Journal of econometrics
3
Econometric theory
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial economics
1
The econometrics journal
1
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ECONIS (ZBW)
9
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1
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
- In:
Econometric theory
32
(
2016
)
4
,
pp. 861-916
Persistent link: https://www.econbiz.de/10011644214
Saved in:
2
ABC of SV: limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
- In:
Journal of empirical finance
31
(
2015
),
pp. 85-108
Persistent link: https://www.econbiz.de/10011489408
Saved in:
3
Asymptotic theory for the QMLE in GARCH-X models with stationary and nonstationary covariates
Han, Heejoon
;
Kristensen, Dennis
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
3
,
pp. 416-429
Persistent link: https://www.econbiz.de/10010488481
Saved in:
4
Testing and inference in nonlinear cointegrating vector erro correction models
Kristensen, Dennis
;
Rahbek, Anders
- In:
Econometric theory
29
(
2013
)
6
,
pp. 1238-1288
Persistent link: https://www.econbiz.de/10010343726
Saved in:
5
Testing conditional factor models
Ang, Andrew
;
Kristensen, Dennis
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 132-156
Persistent link: https://www.econbiz.de/10009666667
Saved in:
6
Estimation of dynamic models with nonparametric simulated maximum likelihood
Kristensen, Dennis
;
Shin, Yongseok
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 76-94
Persistent link: https://www.econbiz.de/10009551440
Saved in:
7
Non-parametric detection and estimation of structural change
Kristensen, Dennis
- In:
The econometrics journal
15
(
2012
)
3
,
pp. 420-461
Persistent link: https://www.econbiz.de/10009710134
Saved in:
8
Semi-nonparametric estimation and misspecification testing of diffusion models
Kristensen, Dennis
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 382-403
Persistent link: https://www.econbiz.de/10009301897
Saved in:
9
Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models
Kristensen, Dennis
- In:
Journal of econometrics
156
(
2010
)
2
,
pp. 239-259
Persistent link: https://www.econbiz.de/10008648830
Saved in:
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