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~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Economic modelling"
~person:"Drost, Feike C."
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Estimation theory
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Drost, Feike C.
Einmahl, John H. J.
30
Čížek, Pavel
25
Hertog, Dirk den
23
Steel, Mark F. J.
21
Kleijnen, Jack P. C.
20
Soest, Arthur van
20
Werker, Bas J. M.
19
Ours, Jan C. van
16
Melenberg, Bertrand
15
Magnus, Jan R.
13
Nijman, Theodore E.
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Osiewalski, Jacek
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Akker, Ramon van den
10
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10
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8
Tiwari, Aviral Kumar
8
Ben-Tal, Aharon
7
Croux, Christophe
7
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7
Belke, Ansgar
6
Caporale, Guglielmo Maria
6
Chen, Shyh-Wei
6
Fernández, Carmen
6
Gupta, Rangan
6
Härdle, Wolfgang
6
Lee, Chien-chiang
6
Shahbaz, Muhammad
6
Verbeek, Marno
6
Bierens, Herman J.
5
Boldea, Otilia
5
Chang, Tsangyao
5
Chen Zhou
5
Cherchye, Laurens
5
Eijffinger, Sylvester C. W.
5
Groenendaal, Willem J. van
5
Kapteyn, Arie
5
Koopman, Siem Jan
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5
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Center for Economic Research <Tilburg>
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Discussion paper / Center for Economic Research, Tilburg University
Economic modelling
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3
Discussion Paper / Tilburg University, Center for Economic Research
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
CentER Discussion Paper
1
Econometric analysis of financial markets
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
14
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1
Efficient
estimation
of autoregression parameters and innovation distributions for semiparametric integer-valued AR(p) models
Drost, Feike C.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003483609
Saved in:
2
Note on integer-valued bilinear time series models
Drost, Feike C.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003656746
Saved in:
3
Efficient
estimation
of autoregression parameters and innovation distributions for semiparametric integer-valued AR(p) models
Drost, Feike C.
(
contributor
); …
-
2008
-
Rev. version of CentER Discussion Paper 2007-23
Persistent link: https://www.econbiz.de/10003752414
Saved in:
4
Semiparametric duration models
Drost, Feike C.
(
contributor
);
Werker, Bas J. M.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001568494
Saved in:
5
An asymptotic analysis of nearly unstable INAR (1) models
Drost, Feike C.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003331627
Saved in:
6
Local asymptotic normality and efficient
estimation
for INAR (P) models
Drost, Feike C.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003331631
Saved in:
7
Closing the GARCH gap : continuous time GARCH modeling
Drost, Feike C.
;
Werker, Bas J. M.
-
1994
Persistent link: https://www.econbiz.de/10000879810
Saved in:
8
Adaptive
estimation
in time-series models
Drost, Feike C.
;
Klaassen, Chris A.
;
Werker, Bas J. M.
-
1994
Persistent link: https://www.econbiz.de/10000900412
Saved in:
9
Estimation
and testing in models containing both jumps and conditional heteroskedasticity
Drost, Feike C.
;
Nijman, Theodore E.
;
Werker, Bas J. M.
-
1994
Persistent link: https://www.econbiz.de/10000904675
Saved in:
10
Efficiency comparisons of maximum likelihood-based estimators in GARCH models
González-Rivera, Gloria
;
Drost, Feike C.
-
1998
Persistent link: https://www.econbiz.de/10000997535
Saved in:
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