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~person:"Monfort, Alain"
~subject:"Schätztheorie"
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Search: subject:"Maximum-Likelihood-Methode"
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Schätztheorie
Maximum likelihood estimation
7
Maximum-Likelihood-Schätzung
7
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6
Asymptotic Single Risk Factor
2
Composite Likelihood
2
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Monfort, Alain
Lee, Lung-fei
20
Koopman, Siem Jan
19
Pesaran, M. Hashem
16
Fiorentini, Gabriele
11
Sentana, Enrique
11
Zakoïan, Jean-Michel
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Hayakawa, Kazuhiko
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Blasques, Francisco
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Francq, Christian
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Pfaffermayr, Michael
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Phillips, Peter C. B.
9
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8
Nielsen, Morten Ørregaard
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Christiano, Lawrence J.
7
Hurn, Stan
7
Jin, Fei
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Kukacka, Jiri
7
Lucas, André
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Tsionas, Efthymios G.
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Vigfusson, Robert J.
7
Winkelmann, Rainer
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Cavaliere, Giuseppe
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Li, Kunpeng
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Liesenfeld, Roman
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Lindsay, Kenneth A.
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Rahbek, Anders
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Taylor, Robert
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Yu, Jihai
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Yun, Myeong-Su
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Ait-Sahalia, Yacine
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Aquaro, Michele
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Bailey, Natalia
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Baltagi, Badi H.
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Bao, Yong
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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
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:
5
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:
6
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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