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Maximum likelihood estimation
7
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1960-1998
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QML estimation of the spatial weight matrix in the MR-SAR model
Benjanuvatra, Saruta
;
Burridge, Peter
-
2015
Persistent link: https://www.econbiz.de/10011411643
Saved in:
2
A two factor Black-Karasinski sovereign credit default swap pricing model
Realdon, Marco
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003535823
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3
Volatility of primary commodity prices : some evidence from agricultural exports in Sub-Saharan Africa
Swaray, Raymond B.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001660759
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4
The density of the sufficient statistics for a Gaussian AR (1) model in terms of generalized functions
Forchini, G.
-
2000
Persistent link: https://www.econbiz.de/10001488555
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5
Instrumental-variables estimation in Markov switching models, with an application to testing the unbiased forward exchange rate hypothesis
Spagnolo, Fabio
;
Psaradakis, Zacharias G.
;
Sola, Martin
-
2000
Persistent link: https://www.econbiz.de/10001583871
Saved in:
6
Backpropagation neural network versus translog model in stochastic frontiers : a Monte Carlo comparison
Guermat, Cherif
;
Hadri, Kaddour
-
1999
Persistent link: https://www.econbiz.de/10001398347
Saved in:
7
Conditional maximum likelihood estimation of dynamic panel data models
Kruiniger, Hugo
-
1998
Persistent link: https://www.econbiz.de/10001426272
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