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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Koopman, Siem Jan"
~person:"Sentana, Enrique"
~subject:"ARCH-Modell"
~subject:"Stochastic process"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
ARCH-Modell
Stochastic process
Volatility
Zeitreihenanalyse
Estimation theory
24
Schätztheorie
24
Time series analysis
8
Maximum likelihood estimation
7
Maximum-Likelihood-Schätzung
7
Estimation
6
Forecasting model
6
Prognoseverfahren
6
Schätzung
6
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6
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5
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3
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3
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3
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3
Kapitaleinkommen
3
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3
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3
Modellierung
3
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3
Multivariate Verteilung
3
Multivariate distribution
3
Scientific modelling
3
Asymptotic normality
2
Copula
2
Discounting
2
Diskontierung
2
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2
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2
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2
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10
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10
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English
15
Author
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Koopman, Siem Jan
Sentana, Enrique
Francq, Christian
11
Phillips, Peter C. B.
11
Gao, Jiti
10
Li, Jia
10
Nielsen, Morten Ørregaard
10
Todorov, Viktor
10
Zhu, Ke
10
Kumar, Dilip
9
Linton, Oliver
9
Taylor, Robert
9
Demetrescu, Matei
8
Kapetanios, George
8
Li, Dong
8
Ling, Shiqing
8
Lütkepohl, Helmut
8
Omay, Tolga
7
Teräsvirta, Timo
7
Wang, Shouyang
7
Zakoïan, Jean-Michel
7
Andersen, Torben
6
Ardia, David
6
Cavaliere, Giuseppe
6
Hill, Jonathan B.
6
Kim, Donggyu
6
Li, Degui
6
Li, Yingying
6
Lucas, André
6
Maheswaran, S.
6
Marcellino, Massimiliano
6
Mykland, Per A.
6
Peng, Liang
6
Poskitt, Donald Stephen
6
Sbrana, Giacomo
6
Shang, Han Lin
6
Su, Liangjun
6
Tauchen, George Eugene
6
Tsionas, Efthymios G.
6
Bauwens, Luc
5
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Journal of econometrics
5
Discussion papers / CEPR
2
Econometric reviews
2
Discussion paper / Centre for Economic Policy Research
1
Essays in honor of Joon Y. Park : econometric methodology in empirical applications
1
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
1
International journal of forecasting
1
Journal of economic dynamics & control
1
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ECONIS (ZBW)
15
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1
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
Saved in:
2
Aggregate output measurements : a common trend approach
Almuzara, Martín
;
Fiorentini, Gabriele
;
Sentana, Enrique
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 3-33)
.
2023
Persistent link: https://www.econbiz.de/10014313827
Saved in:
3
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
- In:
Journal of financial economics
147
(
2023
)
2
,
pp. 338-351
Persistent link: https://www.econbiz.de/10013546675
Saved in:
4
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
- In:
Essays in honor of M. Hashem Pesaran : panel modeling, …
,
(pp. 269-306)
.
2022
Persistent link: https://www.econbiz.de/10013194599
Saved in:
5
Maximum likelihood estimation for score-driven models
Blasques, Francisco
;
Brummelen, Janneke van
;
Koopman, …
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 325-346
Persistent link: https://www.econbiz.de/10013442028
Saved in:
6
Missing observations in observation-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 542-568
Persistent link: https://www.econbiz.de/10012619249
Saved in:
7
New testing approaches for mean-variance predictability
Fiorentini, Gabriele
;
Sentana, Enrique
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 516-538
Persistent link: https://www.econbiz.de/10012619733
Saved in:
8
The Jacobian of the exponential function
Magnus, Jan R.
;
Pijls, Henk G. J.
;
Sentana, Enrique
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012668907
Saved in:
9
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
-
2020
Persistent link: https://www.econbiz.de/10012232995
Saved in:
10
Nonlinear autoregressive models with optimality properties
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
- In:
Econometric reviews
39
(
2020
)
6
,
pp. 559-578
Persistent link: https://www.econbiz.de/10012195421
Saved in:
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