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type:"book"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~isPartOf:"EUI working paper / ECO"
~subject:"Forecasting model"
~subject:"Maximum likelihood estimation"
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Search: subject_exact:"Estimation theory"
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Forecasting model
Maximum likelihood estimation
Estimation theory
132
Schätztheorie
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Time series analysis
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Cointegration
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Prognoseverfahren
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Statistical theory
4
Statistische Methodenlehre
4
Derivat
3
Derivative
3
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White, Halbert
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Kim, Tae-hwan
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Discussion paper / Department of Economics, University of California San Diego
EUI working paper / ECO
Discussion paper / Tinbergen Institute
45
Working paper / Department of Econometrics and Business Statistics, Monash University
26
CREATES research paper
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Working paper
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CESifo working papers
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NBER Working Paper
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Working papers / Rutgers University, Department of Economics
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Discussion paper / Center for Economic Research, Tilburg University
11
CEMMAP working papers / Centre for Microdata Methods and Practice
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Working papers series in theoretical and applied economics
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
9
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Report / Econometric Institute, Erasmus University Rotterdam
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1
Methods to estimate dynamic stochastic general equilibrium models
Ruge-Murcia, Francisco Javier
-
2002
Persistent link: https://www.econbiz.de/10001738065
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2
Estimation of copula models for time series of possibly different lenghts
Patton, Andrew J.
-
2001
Persistent link: https://www.econbiz.de/10001637762
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3
Consistent estimation for aggregated GARCH processes
Komunjer, Ivana
-
2001
Persistent link: https://www.econbiz.de/10001591103
Saved in:
4
James-Stein type estimators in large samples with application to the least absolute deviations estimator
Kim, Tae-hwan
;
White, Halbert
-
2000
Persistent link: https://www.econbiz.de/10001495720
Saved in:
5
James-Stein type estimators in large samples with application to the least absolute deviation estimator
Kim, Tae-Hwan
;
White, Halbert
-
1999
Persistent link: https://www.econbiz.de/10001366190
Saved in:
6
Testing for unit roots with prediction errors
Sánchez, Ismael
-
1998
Persistent link: https://www.econbiz.de/10000993941
Saved in:
7
Optimally combining individual forecasts from panel data
Ehrbeck, Tilman
-
1993
Persistent link: https://www.econbiz.de/10013420111
Saved in:
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