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subject:"United Kingdom"
~isPartOf:"Journal of econometrics"
~person:"Nielsen, Morten Ørregaard"
~subject:"Maximum-Likelihood-Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
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United Kingdom
Maximum-Likelihood-Schätzung
Estimation theory
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Maximum likelihood estimation
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Nielsen, Morten Ørregaard
Lee, Lung-fei
7
Li, Kunpeng
5
Bai, Jushan
3
Robinson, Peter M.
3
Xu, Xingbai
3
Blasques, Francisco
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Giesecke, Kay
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Ling, Shiqing
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Lu, Lina
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Pesaran, M. Hashem
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Phillips, Peter C. B.
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Poskitt, Donald Stephen
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Su, Liangjun
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Wang, Hansheng
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Wang, Yazhen
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Wooldridge, Jeffrey M.
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Zakoïan, Jean-Michel
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Zhu, Xuening
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Allen, David E.
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Amengual, Dante
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Ando, Tomohiro
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Aït-Sahalia, Yacine
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Bera, Anil K.
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Cavaliere, Giuseppe
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 165-188
Persistent link: https://www.econbiz.de/10011818374
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