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isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
subject:"Estimation theory"
~isPartOf:"CORE discussion paper : DP"
~person:"Drost, Feike C."
~subject:"ARCH-Modell"
~subject:"Nichtparametrisches Verfahren"
~subject:"Theorie"
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Estimation theory
ARCH-Modell
Nichtparametrisches Verfahren
Theorie
Theory
11
Schätztheorie
6
Time series analysis
6
Zeitreihenanalyse
6
Nonparametric statistics
3
ARCH model
2
Aggregation
2
Autocorrelation
2
Autokorrelation
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Statistical test
2
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2
CAPM
1
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1
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1
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11
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11
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Drost, Feike C.
Kleijnen, Jack P. C.
73
Tijs, Stef
69
Borm, Peter
67
Pestieau, Pierre
65
Talman, Dolf
63
Thisse, Jacques-François
48
Gabszewicz, Jean Jaskold
40
Wolsey, Laurence A.
38
Brânzei, Rodica
37
Hertog, Dirk den
37
Polemarchakis, Heraklis M.
37
Herings, Peter Jean-Jacques
35
Kort, Peter M.
34
Michel, Philippe
34
Hamers, Herbert
33
Bovenberg, Ary Lans
28
Cremer, Helmuth
28
Marchand, Maurice G.
28
Aspremont, Claude d'
26
Boone, Jan
26
Hendrickx, Ruud L. P.
26
Härdle, Wolfgang
25
Laan, Gerard van der
25
Soest, Arthur van
25
Steel, Mark F. J.
25
De Waegenaere, Anja
24
Engwerda, Jacob Christiaan
24
Werker, Bas J. M.
24
Nesterov, Jurij Evgenʹevič
23
Amir, Rabah
22
Damme, Eric E. C. van
22
Drèze, Jacques H.
22
Eijffinger, Sylvester C. W.
22
Smeers, Yves
22
Yang, Zaifu
22
Nijman, Theodore E.
21
Melenberg, Bertrand
20
Huizinga, Harry
19
Meijdam, Lex
19
Norde, Henk
19
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Center for Economic Research <Tilburg>
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Discussion paper / Center for Economic Research, Tilburg University
CORE discussion paper : DP
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
CentER Discussion Paper
1
Econometric analysis of financial markets
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Nonparametric dynamic modelling
1
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ECONIS (ZBW)
11
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1
Efficient estimation of autoregression parameters and innovation distributions for semiparametric integer-valued AR(p) models
Drost, Feike C.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003483609
Saved in:
2
Semiparametric duration models
Drost, Feike C.
(
contributor
);
Werker, Bas J. M.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001568494
Saved in:
3
Efficient estimation of autoregression parameters and innovation distributions for semiparametric integer-valued AR(p) models
Drost, Feike C.
(
contributor
); …
-
2008
-
Rev. version of CentER Discussion Paper 2007-23
Persistent link: https://www.econbiz.de/10003752414
Saved in:
4
An asymptotic analysis of nearly unstable INAR (1) models
Drost, Feike C.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003331627
Saved in:
5
Efficiency comparisons of maximum likelihood-based estimators in GARCH models
González-Rivera, Gloria
;
Drost, Feike C.
-
1998
Persistent link: https://www.econbiz.de/10000997535
Saved in:
6
Exchange rate target zones : a new approach
Jong, Frank de
;
Drost, Feike C.
;
Werker, Bas J. M.
-
1997
Persistent link: https://www.econbiz.de/10000953843
Saved in:
7
Closing the GARCH gap : continuous time GARCH modeling
Drost, Feike C.
;
Werker, Bas J. M.
-
1994
Persistent link: https://www.econbiz.de/10000879810
Saved in:
8
Adaptive estimation in time-series models
Drost, Feike C.
;
Klaassen, Chris A.
;
Werker, Bas J. M.
-
1994
Persistent link: https://www.econbiz.de/10000900412
Saved in:
9
A note on Robinson's test of independence
Drost, Feike C.
;
Werker, Bas J. M.
-
1993
Persistent link: https://www.econbiz.de/10000855021
Saved in:
10
Temporal aggregation of GARCH processes
Drost, Feike C.
;
Nijman, Theodore E.
-
1992
-
Rev
Persistent link: https://www.econbiz.de/10000847144
Saved in:
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