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isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
subject:"Estimation theory"
~person:"Danilov, Dmitry L."
~person:"Genugten, Ben B. van der"
~person:"Magnus, Jan R."
~person:"Werker, Bas J. M."
~subject:"ARCH model"
~subject:"Portfolio selection"
~subject:"Statistical test"
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Estimation theory
ARCH model
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Statistical test
Theorie
49
Theory
49
Schätztheorie
15
Time series analysis
9
Zeitreihenanalyse
9
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
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6
Statistical distribution
6
Statistical theory
6
Statistische Methodenlehre
6
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English
23
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Danilov, Dmitry L.
Genugten, Ben B. van der
Magnus, Jan R.
Werker, Bas J. M.
Nijman, Theodore E.
12
Steel, Mark F. J.
9
Drost, Feike C.
8
Einmahl, John H. J.
7
Kleijnen, Jack P. C.
7
Soest, Arthur van
7
Fernández, Carmen
6
Melenberg, Bertrand
6
Roon, Frans de
6
Groenendaal, Willem J. van
5
Moors, Johannes J. A.
5
Osiewalski, Jacek
5
Palomino, Frédéric
5
Härdle, Wolfgang
4
Čížek, Pavel
4
Akker, Ramon van den
3
Charlier, Erwin
3
De Waegenaere, Anja
3
Durbin, James
3
Genîzî, Ûrî
3
Goriaev, Aleksej P.
3
Koopman, Siem Jan
3
Pelsser, Antoon André Jean
3
Prat, Andrea
3
Stadje, Mitja
3
Strijbosch, L. W. G.
3
Verbeek, Marno
3
Banerjee, Anurag Narayan
2
Bar-Lev, Shaul K.
2
Bera, Anil K.
2
Can, Sami Umut
2
Chib, Siddhartha
2
Duyn Schouten, Frank A. van der
2
Haan, Laurens de
2
Hertog, Dirk den
2
Horst, Jenke R. ter
2
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Center for Economic Research <Tilburg>
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Discussion paper / Center for Economic Research, Tilburg University
Journal of econometrics
4
CentER dissertation series / Center for Economic Research, Tilburg University : CDS
2
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Netspar academic series
2
Suntory Toyota International Centre for Economics and Related Disciplines
2
The econometrics journal
2
Annales d'économie et de statistique
1
De economist : quarterly review of the Royal Netherlands Economic Association
1
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1
ERIM report series research in management
1
Econometric theory
1
Economics letters
1
International economic review
1
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1
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ECONIS (ZBW)
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1
WALS prediction
Magnus, Jan R.
;
Wang, Wendun
;
Zhang, Xinyu
-
2012
Persistent link: https://www.econbiz.de/10009541364
Saved in:
2
Rank-based tests of the cointegrating rank in semiparametric error correction models
Hallin, Marc
;
Akker, Ramon van den
;
Werker, Bas J. M.
-
2012
Persistent link: https://www.econbiz.de/10009676141
Saved in:
3
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:
4
Asymptotics of multivariate regression with consecutively added dependent variables
Raats, V. M.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002263024
Saved in:
5
Garch and irregularly spaced data
Meddahi, Nour
(
contributor
);
Renault, Eric
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001774184
Saved in:
6
A simple asymtotic analysis of residual-based statistics
Andreou, Elena
(
contributor
);
Werker, Bas J. M.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001871037
Saved in:
7
Multivariate regression with monotone missing observation of the dependent variables
Raats, V. M.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692504
Saved in:
8
Estimation of the mean of a univariate normal distribution when the variance is not known
Danilov, Dmitry L.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692513
Saved in:
9
On the harm that pretesting does
Danilov, Dmitry L.
(
contributor
);
Magnus, Jan R.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001582643
Saved in:
10
The dynamics of the impact of past performance on mutual fund flows
Goriaev, Aleksej P.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001639099
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