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person:"Kapetanios, George"
~isPartOf:"Econometric reviews"
~language:"eng"
~person:"Bollerslev, Tim"
~person:"Koopman, Siem Jan"
~person:"Maravall Herrero, Agustín"
~person:"Swanson, Norman R."
~subject:"Maximum likelihood estimation"
~subject:"Schätzung"
~subject:"Volatilität"
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Kapetanios, George
Bollerslev, Tim
Koopman, Siem Jan
Maravall Herrero, Agustín
Swanson, Norman R.
Taylor, Robert
4
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Maasoumi, Esfandiar
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Monte Carlo maximum likelihood estimation for generalized long-memory time series models
Mesters, G.
;
Koopman, Siem Jan
;
Ooms, Marius
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 659-687
Persistent link: https://www.econbiz.de/10011550112
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Seeing inside the black box : using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments
Armah, Nii Ayi
;
Swanson, Norman R.
- In:
Econometric reviews
29
(
2010
)
5/6
,
pp. 476-510
Persistent link: https://www.econbiz.de/10008668183
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