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institution:"University of Exeter / Department of Economics"
subject:"Estimation theory"
~institution:"Centre for Quantitative Economics & Computing"
~isPartOf:"Discussion papers in quantitative economics and computing / E"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Stochastic process"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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Estimation theory
Maximum-Likelihood-Schätzung
Stochastic process
Volatility
Zeitreihenanalyse
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15
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8
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3
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Burke, Simon P.
5
Greenblatt, Seth A.
4
Brooks, Chris
2
Patterson, Kerry D.
2
Pitarakis, Jean-Yves
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Burke, S. P.
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Centre for Quantitative Economics & Computing
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Discussion papers in quantitative economics and computing / E
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The impact of moving average behaviour on the Johansen trace test for cointegration
Burke, S. P.
;
Hunter, J.
-
1998
Persistent link: https://www.econbiz.de/10001351113
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2
Large and small sample information criteria for GARCH models based on the estimation of the Kullback-Leibler discrepancy
Brooks, Chris
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1997
Persistent link: https://www.econbiz.de/10000978781
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3
Moment generating function and further exact results for autoregression with multiple frequency unit roots
Pitarakis, Jean-Yves
-
1996
Persistent link: https://www.econbiz.de/10000944147
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4
On the exact moments of asymptotic distributions in an unstable AR(1) with dependent errors
Gonzalo, Jesús
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1996
Persistent link: https://www.econbiz.de/10000944149
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5
Analysing cointegrated systems using the MP inverse
Burke, Simon P.
-
1995
Persistent link: https://www.econbiz.de/10000921052
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6
A unique set of cointegrating vectors with possible implications for cointegrating regressions
Burke, Simon P.
-
1995
Persistent link: https://www.econbiz.de/10000931962
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7
Wavelet basis selection for regression by cross-validation
Greenblatt, Seth A.
-
1995
Persistent link: https://www.econbiz.de/10000903020
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8
Testing for nonlinearity in daily sterling exchange rates
Brooks, Chris
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1995
Persistent link: https://www.econbiz.de/10000911564
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9
Wavelets in econometrics : an application to outlier testing
Greenblatt, Seth A.
-
1994
Persistent link: https://www.econbiz.de/10000897123
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10
Consumption: innovation persistence and the excess smoothness debate
Patterson, Kerry D.
;
Sowell, Fallaw
-
1994
Persistent link: https://www.econbiz.de/10000897124
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