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isPartOf:"Journal of forecasting"
subject:"Estimation theory"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~person:"Chib, Siddhartha"
~person:"Kouassi, Eugène"
~person:"Roon, Frans de"
~subject:"Maximum-Likelihood-Schätzung"
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Estimation theory
Maximum-Likelihood-Schätzung
Schätztheorie
9
Theorie
4
Theory
4
Forecasting model
3
Prognoseverfahren
3
Portfolio selection
2
Portfolio-Management
2
Analysis of variance
1
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1
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Estimation
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Regression analysis
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complete and incomplete panels
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conditions for a single local maximum
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Chib, Siddhartha
Kouassi, Eugène
Roon, Frans de
Einmahl, John H. J.
23
Steel, Mark F. J.
16
Čížek, Pavel
15
Kleijnen, Jack P. C.
11
Werker, Bas J. M.
11
Drost, Feike C.
10
Osiewalski, Jacek
10
Magnus, Jan R.
9
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9
Soest, Arthur van
8
Härdle, Wolfgang
7
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7
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6
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6
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6
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5
Groenendaal, Willem J. van
5
Verbeek, Marno
5
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4
Bera, Anil K.
4
Chen Zhou
4
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4
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4
Strijbosch, L. W. G.
4
Beirlant, Jan
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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2
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Journal of forecasting
Discussion paper / Center for Economic Research, Tilburg University
Journal of econometrics
10
Discussion paper / Department of Economics, University of Canterbury
2
Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
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2
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1
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1
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ECONIS (ZBW)
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1
Estimating and predicting the general random effects model
Kouassi, Eugène
;
Kamdem, Alain Constant
;
Mougoué, Mbodja
- In:
Journal of forecasting
33
(
2014
)
4
,
pp. 270-283
Persistent link: https://www.econbiz.de/10010425747
Saved in:
2
Prediction from the one-way error components model with AR(1) disturbances
Kouassi, Eugène
;
Sango, Joel
;
Brou, J. M. Bosson
; …
- In:
Journal of forecasting
31
(
2012
)
7
,
pp. 617-638
Persistent link: https://www.econbiz.de/10009722650
Saved in:
3
On the estimation error in mean-varince efficient portfolio weights
Roon, Frans de
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002454526
Saved in:
4
Prediction from the regression model with two-way error components
Kouassi, Eugène
;
Sango, Joel
;
Bosson Brou, J. M.
; …
- In:
Journal of forecasting
30
(
2011
)
6
,
pp. 541-564
Persistent link: https://www.econbiz.de/10009354704
Saved in:
5
Testing for mean-variance spanning : a survey
Roon, Frans de
;
Nijman, Theodore E.
-
1998
Persistent link: https://www.econbiz.de/10000997542
Saved in:
6
Testing for spanning with futures contracts and nontraded assets : a general approach
Roon, Frans de
;
Nijman, Theodore E.
;
Werker, Bas J. M.
-
1996
Persistent link: https://www.econbiz.de/10000944513
Saved in:
7
A Bayesian note on competing correlation structures in the dynamic linear regression model
Chib, Siddhartha
;
Osiewalski, Jacek
;
Steel, Mark F. J.
-
1991
Persistent link: https://www.econbiz.de/10000812547
Saved in:
8
Posterior inference on the degrees of freedom parameter in multivariate-t regression models
Chib, Siddhartha
;
Osiewalski, Jacek
;
Steel, Mark F. J.
-
1990
Persistent link: https://www.econbiz.de/10000797048
Saved in:
9
Regression models under competing covariance matrices : a Bayesian perspective
Chib, Siddhartha
;
Osiewalski, Jacek
;
Steel, Mark F. J.
-
1990
Persistent link: https://www.econbiz.de/10000801226
Saved in:
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