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isPartOf:"Discussion paper"
subject:"Statistische Methodenlehre"
~isPartOf:"CORE discussion paper : DP"
~isPartOf:"NBER technical working paper series"
~person:"Bauwens, Luc"
~person:"Park, Byeong U."
~subject:"Theory"
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Search: subject_exact:"Estimation theory"
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Statistische Methodenlehre
Theory
Estimation theory
21
Schätztheorie
21
Theorie
15
Time series analysis
6
Zeitreihenanalyse
6
Estimation
3
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3
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3
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2
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2
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2
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Konsumtheorie
1
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Bauwens, Luc
Park, Byeong U.
Härdle, Wolfgang
17
Simar, Léopold
6
Nesterov, Jurij Evgenʹevič
5
Cybakov, Aleksandr B.
4
Giles, David E. A.
4
Giot, Pierre
4
Hall, Peter
4
Broze, Laurence
3
Grund, Birgit
3
Hafner, Christian M.
3
Imbens, Guido W.
3
Mammen, Enno
3
Marron, James Stephen
3
Nesterov, Yurii
3
Scaillet, Olivier
3
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2
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2
Bianchi, Marco
2
Chesher, Andrew
2
Davidson, Russell
2
Dufour, Jean-Marie
2
Gonzalo, Jesús
2
Gouriéroux, Christian
2
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2
Korn, Olaf
2
Laisney, François
2
Lejeune, Bernard
2
MacKinnon, James G.
2
Mouchart, Michel
2
Osiewalski, Jacek
2
Park, Byong U.
2
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2
Ritter, Christian
2
Rombouts, Jeroen V. K.
2
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2
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2
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2
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Discussion paper
CORE discussion paper : DP
NBER technical working paper series
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2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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1
Bayesian methods applied to time series data
1
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1
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1
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ECONIS (ZBW)
15
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The moments of Log-ACD models
Bauwens, Luc
;
Galli, Fausto
;
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001790741
Saved in:
2
A new class of multivariate skew densities, with application to GARCH models
Bauwens, Luc
;
Laurent, Sébastien
-
2002
Persistent link: https://www.econbiz.de/10001672395
Saved in:
3
Asymmetric ACD models : introducing price information in ACD models with a two state transition model
Bauwens, Luc
-
1998
Persistent link: https://www.econbiz.de/10000994354
Saved in:
4
A Gibbs sampling approach to cointegration
Bauwens, Luc
-
1997
Persistent link: https://www.econbiz.de/10000962645
Saved in:
5
The logarithmic ACD model : an application to market microstructure and NASDAQ
Bauwens, Luc
;
Giot, Pierre
-
1997
Persistent link: https://www.econbiz.de/10000980123
Saved in:
6
Bayesian inference on GARCH models using the Gips sampler
Bauwens, Luc
-
1996
Persistent link: https://www.econbiz.de/10000948275
Saved in:
7
On the weak consistency of the quasi-maximum likelihood estimator in VAR models with BEKK-GARCH (1,q) errors
Bauwens, Luc
;
Vandeuren, Jean-Pierre
-
1995
Persistent link: https://www.econbiz.de/10000918211
Saved in:
8
Efficient semiparametric estimation in stochastic frontier model
Park, Byeong U.
-
1992
Persistent link: https://www.econbiz.de/10000838359
Saved in:
9
Behavior of kernel density estimates and bandwidth selectors for contaminated data sets
Mammen, Enno
-
1992
Persistent link: https://www.econbiz.de/10000838364
Saved in:
10
A cross-validatory choice of smoothing parameter in adaptive location estimation
Park, Byong U.
-
1992
Persistent link: https://www.econbiz.de/10000839445
Saved in:
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