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isPartOf:"Faculty & research / Insead : working paper series"
subject:"Prognoseverfahren"
~isPartOf:"Economics letters"
~person:"Andersson, Jonas"
~person:"Jung, Hojin"
~person:"Moura, Guilherme Valle"
~subject:"Nonparametric statistics"
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Prognoseverfahren
Nonparametric statistics
Estimation theory
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Maximum likelihood estimation
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Andersson, Jonas
Jung, Hojin
Moura, Guilherme Valle
Parmeter, Christopher F.
4
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3
Kumbhakar, Subal
3
Ullah, Aman
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Linear time-varying regression with Copula-DCC-GARCH models for volatility
Kim, Jong-Min
;
Jung, Hojin
- In:
Economics letters
145
(
2016
),
pp. 262-265
Persistent link: https://www.econbiz.de/10011618857
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2
Efficient estimation of conditionally linear and Gaussian state space models
Moura, Guilherme Valle
;
Turatti, Douglas Eduardo
- In:
Economics letters
124
(
2014
)
3
,
pp. 494-499
Persistent link: https://www.econbiz.de/10010495099
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3
An improvement of the GPH estimator
Andersson, Jonas
- In:
Economics letters
77
(
2002
)
1
,
pp. 137-146
Persistent link: https://www.econbiz.de/10001698667
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