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isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
subject:"Estimation theory"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Oxford bulletin of economics and statistics"
~person:"Drost, Feike C."
~subject:"Gleichgewichtstheorie"
~subject:"Zeitreihenanalyse"
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Estimation theory
Gleichgewichtstheorie
Zeitreihenanalyse
Theorie
11
Theory
11
Schätztheorie
6
Time series analysis
6
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
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2
ARCH-Modell
2
Aggregation
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Autocorrelation
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Drost, Feike C.
Koopman, Siem Jan
58
Lucas, André
31
Dijk, Herman K. van
24
Franses, Philip Hans
17
Dijk, Dick van
14
Bos, Charles S.
13
Steel, Mark F. J.
13
Werker, Bas J. M.
13
Blasques, Francisco
12
Kleibergen, Frank
12
Talman, Dolf
11
Ooms, Marius
10
Paap, Richard
9
Gooijer, Jan G. de
8
McAleer, Michael
8
Koop, Gary
7
Nijman, Theodore E.
7
Soest, Arthur van
7
Akker, Ramon van den
6
Diks, Cees G. H.
6
Fernández, Carmen
6
Haan, Laurens de
6
Kiviet, J. F.
6
Kleijnen, Jack P. C.
6
Osiewalski, Jacek
6
Vries, Casper G. de
6
Berg, Gerard J. van den
5
Boswijk, Herman Peter
5
Groenendaal, Willem J. van
5
Heij, Christiaan
5
Hoek, Henk
5
Laan, Gerard van der
5
Magnus, Jan R.
5
Moors, Johannes J. A.
5
Ridder, Geert
5
Yang, Zaifu
5
Aastveit, Knut Are
4
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4
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4
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Center for Economic Research <Tilburg>
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Discussion paper / Center for Economic Research, Tilburg University
Discussion paper / Tinbergen Institute
Oxford bulletin of economics and statistics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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
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1
Nonparametric dynamic modelling
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ECONIS (ZBW)
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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
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:
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
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:
9
Temporal aggregation of GARCH processes
Drost, Feike C.
;
Nijman, Theodore E.
-
1992
-
Rev
Persistent link: https://www.econbiz.de/10000847144
Saved in:
10
Temporal aggregation of GARCH processes
Drost, Feike C.
;
Nijman, Theodore E.
-
1990
Persistent link: https://www.econbiz.de/10000801756
Saved in:
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