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subject:"Zeitreihenanalyse"
~isPartOf:"Robustness in econometrics"
~type_genre:"Aufsatz im Buch"
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Zeitreihenanalyse
Aktienmarkt
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Autocorrelation
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Börsenkurs
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Estimation theory
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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PR-EM algorithm
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Predictive recursion marginal likelihood
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Prognoseverfahren
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Threshold autoregressive
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Songsak Sriboonchitta
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Robustness in econometrics
Essays in honor of Joon Y. Park : econometric theory
3
Advances of OR in commodities and financial modeling
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Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
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Capital markets
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Count data autoregression modelling
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Econometric analysis of financial and economic time series ; part B
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Econometrics of risk
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Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
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Financial mathematics, volatility and covariance modelling
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Growth and cycle in the Euro-zone
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Nonlinear time series analysis of business cycles
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Optimisation, econometric and financial analysis
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Recent advances in financial engineering 2012 : proceedings of the International Workshop on Finance 2012, the University of Tokyo, Japan, 30-31 October 2012
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Strategic system assurance and business analytics
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The refinement of econometric estimation and test procedures : finite sample and asymptoyic analysis
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Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
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Predictive recursion maximum likelihood of threshold autoregressive model
Pathairat Pastpipatkul
;
Woraphon Yamaka
;
Songsak …
- In:
Robustness in econometrics
,
(pp. 349-362)
.
2017
Persistent link: https://www.econbiz.de/10011801427
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