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person:"Stahlecker, Peter"
type_genre:"Working Paper"
~accessRights:"free"
~isPartOf:"CEMFI working paper"
~isPartOf:"Documentos de trabajo / Banco de España"
~person:"Fiorentini, Gabriele"
~person:"Kleibergen, Frank"
~person:"Magnus, Jan R."
~person:"Moral-Benito, Enrique"
~person:"Newey, Whitney K."
~person:"Weidner, Martin"
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Search: subject_exact:"Estimation theory"
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Estimation theory
17
Schätztheorie
17
Statistical test
6
Statistischer Test
6
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Time series analysis
5
Zeitreihenanalyse
5
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4
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4
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3
Regressionsanalyse
3
finite normal mixtures
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outer product of the score
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structural vector autoregressions
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17
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Stahlecker, Peter
Fiorentini, Gabriele
Kleibergen, Frank
Magnus, Jan R.
Moral-Benito, Enrique
Newey, Whitney K.
Weidner, Martin
Sentana, Enrique
21
Amengual, Dante
10
Arellano, Manuel
4
Bei, Xinyue
3
Bonhomme, Stéphane
3
Aguirregabiria, Victor
2
Carrasco, Marine
2
Mira, Pedro
2
Allison, Paul D.
1
Alvarez, Javier
1
Arkhangelsky, Dmitry
1
Berenguer, Emma
1
Calzolari, Giorgio
1
Ganics, Gergely
1
Gimeno, Ricardo
1
Imbens, Guido
1
Inoue, Atsushi
1
Lavado, Pablo
1
Manresa, Elena
1
Montero, José Manuel
1
Nave Pineda, Juan M.
1
Perote, Javier
1
Peñaranda, Francisco
1
Pijls, Henk G. J.
1
Pérez Montes, Carlos
1
Rossi, Barbara
1
Tian, Zhanyuan
1
Urtasun, Alberto
1
Wei, Siqi
1
Williams, Richard
1
Álvarez, Luis J.
1
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1
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CEMFI working paper
Documentos de trabajo / Banco de España
CEMMAP working papers / Centre for Microdata Methods and Practice
56
Discussion paper / Tinbergen Institute
18
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
3
EIEF working paper
3
Working papers / Department of Economics, Eller College
3
DISIA working paper
2
Discussion paper / Center for Economic Research, Tilburg University
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Discussion paper / University of Bristol, Department of Economics
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Working papers
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CREATES research paper
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ECONIS (ZBW)
17
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1
Specification tests for non-Gaussian structural vector autoregressions
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2022
Persistent link: https://www.econbiz.de/10013540674
Saved in:
2
Moment tests of independent components
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660817
Saved in:
3
Multivariate Hermite polynomials and information matrix tests
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660820
Saved in:
4
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660824
Saved in:
5
The Jacobian of the exponential function
Magnus, Jan R.
;
Pijls, Henk G. J.
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012309669
Saved in:
6
Zero-diagonality as a linear structure
Magnus, Jan R.
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012310482
Saved in:
7
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions
Fiorentini, Gabriele
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012310522
Saved in:
8
Specification tests for non-Gaussian maximum likelihood estimators
Fiorentini, Gabriele
;
Sentana, Enrique
-
2018
Persistent link: https://www.econbiz.de/10011879517
Saved in:
9
Consistent non-Gaussian pseudo maximum likelihood estimators
Fiorentini, Gabriele
;
Sentana, Enrique
-
2018
Persistent link: https://www.econbiz.de/10011797680
Saved in:
10
Dynamic panel data modelling using maximum likelihood : an alternative to Arellano-Bond
Moral-Benito, Enrique
;
Allison, Paul D.
;
Williams, Richard
-
2017
Persistent link: https://www.econbiz.de/10011784141
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