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subject:"Theorie"
type_genre:"Übersichtsarbeit"
~person:"Francq, Christian"
~person:"Stahlecker, Peter"
~subject:"Maximum likelihood estimation"
~type_genre:"Arbeitspapier"
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Theorie
Maximum likelihood estimation
Estimation theory
38
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8
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Francq, Christian
Stahlecker, Peter
Härdle, Wolfgang
56
Pesaran, M. Hashem
38
Franses, Philip Hans
29
Gouriéroux, Christian
26
Swanson, Norman R.
25
Phillips, Peter C. B.
24
Maravall Herrero, Agustín
23
Imbens, Guido
22
Kohn, Robert
19
Zakoïan, Jean-Michel
19
Heckman, James J.
18
McAleer, Michael
18
Robert, Christian P.
17
Giles, David E. A.
16
Kleibergen, Frank
16
Diebold, Francis X.
15
Fiorentini, Gabriele
15
Koopman, Siem Jan
15
Sentana, Enrique
15
Sheather, Simon J.
15
Spokojnyj, Vladimir G.
15
Angrist, Joshua D.
14
Giles, Judith A.
14
Robinson, Peter M.
14
Andrews, Donald W. K.
13
Lucas, André
13
Monfort, Alain
13
Newey, Whitney K.
13
Arnold, Bernhard
12
Breitung, Jörg
12
Guégan, Dominique
12
Huschens, Stefan
12
Scaillet, Olivier
12
Winkelmann, Rainer
12
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11
Bera, Anil K.
11
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Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
13
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12
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5
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ECONIS (ZBW)
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Minimax-Schätzer, relativer quadratischer Schätzfehler und Messung der Fast-Multikollinearität im linearen Regressionsmodell
Stahlecker, Peter
;
Kröh, Peer A.
-
2020
Persistent link: https://www.econbiz.de/10012302370
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2
A surprising property of uniformly best linear affine estimation in linear regression when prior information is fuzzy
Arnold, Bernhard
;
Stahlecker, Peter
-
2009
Persistent link: https://www.econbiz.de/10003878644
Saved in:
3
An unexpected property of minimax estimation in the relative squared error approach to linear regression analysis
Arnold, Bernhard
;
Stahlecker, Peter
-
2009
Persistent link: https://www.econbiz.de/10003878645
Saved in:
4
Uniformly best estimation in linear regression when prior information is fuzzy
Arnold, Bernhard
;
Stahlecker, Peter
-
2008
Persistent link: https://www.econbiz.de/10003781024
Saved in:
5
Multi-level conditional VaR estimation in dynamic models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2014
Persistent link: https://www.econbiz.de/10010390368
Saved in:
6
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935355
Saved in:
7
Non redundancy of high order moment conditions for efficient GMM estimation of weak ar processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001514932
Saved in:
8
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
9
Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755835
Saved in:
10
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
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