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~isPartOf:"Research series / Universiteit van Amsterdam"
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Search: subject_exact:"Kalman filter"
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State space model
8
Zustandsraummodell
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Theorie
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Theory
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Stochastic process
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Equity premium puzzle
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Equity-Premium-Puzzle
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Maximum likelihood estimation
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Kiseleva, Tatiana
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Lee, Kai Ming
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Ploeg, Antoine P. C. van der
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Salimans, Tim
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Research series / Universiteit van Amsterdam
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1
Essays in likelihood-based computational econometrics
Salimans, Tim
-
2013
Persistent link: https://www.econbiz.de/10009744698
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2
Essays on Monte Carlo methods for state space models
Scharth, Marcel
-
2012
Persistent link: https://www.econbiz.de/10009713472
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3
Macroeconomic perspectives on the equity premium puzzle
Zenhorst, Jorn
-
2012
Persistent link: https://www.econbiz.de/10009713475
Saved in:
4
Structural analysis of complex ecological economic optimal control problems
Kiseleva, Tatiana
-
2011
Persistent link: https://www.econbiz.de/10009317699
Saved in:
5
Filtering non-linear state space models : methods and economic applications
Lee, Kai Ming
-
2010
Persistent link: https://www.econbiz.de/10003961109
Saved in:
6
Credit risk and state space methods
Schwaab, Bernd
-
2010
Persistent link: https://www.econbiz.de/10008771843
Saved in:
7
Riskfree rate dynamics : information, trading, and state space modeling
Wel, Michel van der
-
2008
Persistent link: https://www.econbiz.de/10003775902
Saved in:
8
Stochastic volatility and the pricing of financial derivatives
Ploeg, Antoine P. C. van der
-
2006
Persistent link: https://www.econbiz.de/10003273906
Saved in:
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