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~subject:"Volatilität"
~subject:"Regional economics"
~person:"Robinson, Peter M."
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Search: subject_exact:"Autoregressive model"
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Volatilität
Regional economics
Autocorrelation
13
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13
Estimation theory
7
Schätztheorie
7
Regionalökonomik
6
Spatial autoregression
6
Räumliche Interaktion
5
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5
Edgeworth expansion
4
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4
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4
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Maximum likelihood estimation
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Robinson, Peter M.
Lee, Lung-fei
25
Griffith, Daniel A.
10
Rossi, Francesca
10
Gupta, Abhimanyu
8
Lesage, James P.
8
Bollerslev, Tim
7
Baltagi, Badi H.
6
Jin, Fei
6
Calvet, Laurent E.
5
Martellosio, Federico
5
Nijkamp, Peter
5
Yokoi, Takahisa
5
Andersen, Torben
4
Bao, Yong
4
Blasques, Francisco
4
Clark, Todd E.
4
Doğan, Osman
4
Fischer, Manfred M.
4
Fisher, Adlai
4
Florax, Raymond J. G. M.
4
Han, Xiaoyi
4
Koopman, Siem Jan
4
Lieberman, Offer
4
Liu, Xiaodong
4
Phillips, Peter C. B.
4
Qu, Xi
4
Ravazzolo, Francesco
4
Arbia, Giuseppe
3
Banerjee, Snehal
3
Barbaglia, Luca
3
Bohl, Martin T.
3
Bonato, Matteo
3
Brzeszczyński, Janusz
3
Chih, Yao-Yu
3
Chou, Ray Yeutien
3
Chun, Yongwan
3
Cordis, Adriana S.
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Croux, Christophe
3
Deng, Ying
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Journal of econometrics
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Discussion paper series / University of Essex, Department of Economics
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ECONIS (ZBW)
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1
Higher-order least squares inference for spatial autoregressions
Rossi, Francesca
;
Robinson, Peter M.
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 244-269
Persistent link: https://www.econbiz.de/10013472898
Saved in:
2
Higher-order least squares inference for spatial autoregressions
Rossi, Francesca
;
Robinson, Peter M.
-
2020
Persistent link: https://www.econbiz.de/10012307275
Saved in:
3
Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension
Gupta, Abhimanyu
;
Robinson, Peter M.
-
2015
Persistent link: https://www.econbiz.de/10011393194
Saved in:
4
Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension
Gupta, Abhimanyu
;
Robinson, Peter M.
- In:
Journal of econometrics
202
(
2018
)
1
,
pp. 92-107
Persistent link: https://www.econbiz.de/10011974555
Saved in:
5
Inference on higher-order spatial autoregressive models with increasingly many parameters
Gupta, Abhimanyu
;
Robinson, Peter M.
-
2013
Persistent link: https://www.econbiz.de/10010234259
Saved in:
6
Inference on higher-order spatial autoregressive models with increasingly many parameters
Gupta, Abhimanyu
;
Robinson, Peter M.
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 19-31
Persistent link: https://www.econbiz.de/10011348910
Saved in:
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