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subject:"Schätzung"
type_genre:"Non-commercial literature"
~person:"Amengual, Dante"
~subject:"VAR model"
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Search: subject_exact:"Estimation theory"
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Schätzung
VAR model
Estimation theory
17
Schätztheorie
17
Statistical test
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Statistischer Test
14
Hessian matrix
6
Generalized extremum tests
5
Multivariate Verteilung
5
Multivariate distribution
5
VAR-Modell
5
Multivariate Analyse
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Multivariate analysis
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outer product of the score
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Exact test
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GDI
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GDP
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Method of moments
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Momentenmethode
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National income
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Nationaleinkommen
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Statistical distribution
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Statistische Verteilung
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higher-order identifiability
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likelihood ratio test
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Capital income
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Copula
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Correlation
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Economic growth
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Estimation
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Higher-order identifiability
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Kapitaleinkommen
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Korrelation
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Modellierung
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Ranking method
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Ranking-Verfahren
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Regression analysis
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Regressionsanalyse
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Non-commercial literature
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Amengual, Dante
Lütkepohl, Helmut
34
Gao, Jiti
24
Pesaran, M. Hashem
23
Linton, Oliver
22
Kilian, Lutz
21
Kapetanios, George
19
Marcellino, Massimiliano
19
Cai, Zongwu
17
Winker, Peter
16
Staszewska-Bystrova, Anna
15
Härdle, Wolfgang
12
Inoue, Atsushi
12
Koop, Gary
12
Kitagawa, Toru
11
Sentana, Enrique
11
Hoderlein, Stefan
10
Hsu, Yu-Chin
10
Huber, Florian
10
Berg, Gerard J. van den
9
Lechner, Michael
9
Weidner, Martin
9
Athanasopoulos, George
8
Card, David E.
8
Fang, Ying
8
Jordà, Òscar
8
Koopman, Siem Jan
8
Lee, David S.
8
Nielsen, Morten Ørregaard
8
Pei, Zhuan
8
Schorfheide, Frank
8
Vahid, Farshid
8
Benati, Luca
7
Chan, Joshua
7
Croux, Christophe
7
Giraitis, Liudas
7
Peng, Bin
7
Rubio-Ramírez, Juan Francisco
7
Schmid, Timo
7
Weber, Andrea
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ECONIS (ZBW)
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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
Saved in:
2
Moment tests of independent components
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660817
Saved in:
3
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660824
Saved in:
4
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012631226
Saved in:
5
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10013183699
Saved in:
6
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
-
2020
Persistent link: https://www.econbiz.de/10012308723
Saved in:
7
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
-
2020
Persistent link: https://www.econbiz.de/10012232995
Saved in:
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