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~person:"Kurita, Takamitsu"
~person:"Monfort, Alain"
~subject:"Estimation theory"
~subject:"VAR model"
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Search: subject:"Maximum-Likelihood-Methode"
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Estimation theory
VAR model
Maximum likelihood estimation
9
Maximum-Likelihood-Schätzung
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Schätztheorie
8
1965-2008
2
Asymptotic Single Risk Factor
2
Cointegration
2
Composite Likelihood
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Indirect Inference
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Kointegration
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Private consumption
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Pseudo Maximum Likelihood
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VAR-Modell
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Basel Regulation
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Conditional Heteroskedasticity
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Estimation
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Heteroskedastizität
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Identification
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Interest rate
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Mathematical programming
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Mathematische Optimierung
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Mean Reversion
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Mean reversion
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Pseudo-Maximum Likelihood
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Kurita, Takamitsu
Monfort, Alain
Lee, Lung-fei
20
Koopman, Siem Jan
19
Pesaran, M. Hashem
16
Fiorentini, Gabriele
11
Sentana, Enrique
11
Zakoïan, Jean-Michel
11
Hayakawa, Kazuhiko
10
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9
Francq, Christian
9
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9
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9
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8
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7
Hurn, Stan
7
Jin, Fei
7
Kukacka, Jiri
7
McAleer, Michael
7
Nielsen, Morten Ørregaard
7
Tsionas, Efthymios G.
7
Vigfusson, Robert J.
7
Winkelmann, Rainer
7
Cavaliere, Giuseppe
6
Li, Kunpeng
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ECONIS (ZBW)
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1
Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian
;
Monfort, Alain
;
Zakoïan, …
-
2018
-
Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
Saved in:
2
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2017
Persistent link: https://www.econbiz.de/10012197830
Saved in:
3
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2016
Persistent link: https://www.econbiz.de/10012196256
Saved in:
4
An I(2) cointegration model with piecewise linear trends : likelihood analysis and application
Kurita, Takamitsu
;
Bohn Nielsen, Heino
;
Rahbek, Anders
-
2009
Persistent link: https://www.econbiz.de/10003859942
Saved in:
5
An I(2) cointegration model with piecewise linear trends : likelihood analysis and application
Kurita, Takamitsu
;
Bohn Nielsen, Heino
;
Rahbek, Anders
-
2009
Persistent link: https://www.econbiz.de/10003863153
Saved in:
6
Pitfalls in the estimation of continuous time interest rate models : the case of the CIR model
Gouriéroux, Christian
;
Monfort, Alain
- In:
Annals of economics and statistics
109/110
(
2013
),
pp. 25-61
Persistent link: https://www.econbiz.de/10009779723
Saved in:
7
Fourth order pseudo maximum likelihood methods
Holly, Alberto
;
Monfort, Alain
;
Rockinger, Michael
- In:
Journal of econometrics
162
(
2011
)
2
,
pp. 278-293
Persistent link: https://www.econbiz.de/10009270633
Saved in:
8
Fourth order pseudo maximum likelihood methods
Holly, Alberto
;
Monfort, Alain
;
Rockinger, Michael
-
2010
Persistent link: https://www.econbiz.de/10009406538
Saved in:
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