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~subject:"ARCH model"
~subject:"Estimation theory"
~subject:"Spieltheorie"
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Search: subject_exact:"Markov process"
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Markov chain
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5
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Meitz, Mika
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Econometric theory
Dynamic games and applications : DGA
33
Journal of econometrics
29
Mathematics of operations research
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Energy economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Economics letters
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International journal of forecasting
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The North American journal of economics and finance : a journal of financial economics studies
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CESifo working papers
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Discussion paper / Tinbergen Institute
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Operations research letters
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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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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Finance research letters
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Applied economics letters
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Econometric reviews
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International review of economics & finance : IREF
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Journal of economic dynamics & control
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Mathematical methods of operations research
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Working paper / Department of Econometrics and Business Statistics, Monash University
7
Working papers / Penn Institute for Economic Research
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
International journal of game theory : official journal of the Game Theory Society
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Quantitative economics : QE ; journal of the Econometric Society
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Quantitative marketing and economics : QME
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SSE EFI working paper series in economics and finance
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The econometrics journal
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A hidden Markov model for the detection of pure and mixed strategy play in games
Shachat, Jason M.
;
Swarthout, J. Todd
;
Wei, Lijia
- In:
Econometric theory
31
(
2015
)
4
,
pp. 729-752
Persistent link: https://www.econbiz.de/10011341929
Saved in:
2
Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1236-1278
Persistent link: https://www.econbiz.de/10009489714
Saved in:
3
Integrated Markov-switching GARCH process
Liu, Ji-Chun
- In:
Econometric theory
25
(
2009
)
5
,
pp. 1277-1288
Persistent link: https://www.econbiz.de/10003885752
Saved in:
4
Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
24
(
2008
)
5
,
pp. 1291-1320
Persistent link: https://www.econbiz.de/10003748759
Saved in:
5
On the stationarity of Markov-switching GARCH processes
Abramson, Ari
;
Cohen, Israel
- In:
Econometric theory
23
(
2007
)
3
,
pp. 485-500
Persistent link: https://www.econbiz.de/10003541260
Saved in:
6
ARMA representation of squared Markov switching heteroskedastic models - solution
Distaso, Walter
- In:
Econometric theory
19
(
2003
)
2
,
pp. 412-413
Persistent link: https://www.econbiz.de/10001745838
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