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source:"econis"
subject:"Regressionsanalyse"
~institution:"Escola de Pós-Graduação em Economia <Rio de Janeiro>"
~institution:"Robert Schuman Centre for Advanced Studies"
~institution:"University of Chicago / Graduate School of Business"
~subject:"ARCH model"
~subject:"Brazil"
~subject:"Nichtparametrisches Verfahren"
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Search: subject_exact:"Estimation theory"
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Regressionsanalyse
ARCH model
Brazil
Nichtparametrisches Verfahren
Estimation theory
22
Schätztheorie
22
Time series analysis
8
Zeitreihenanalyse
8
ARCH-Modell
3
Estimation
3
Forecasting model
3
Modellierung
3
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3
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Fernandes, Marcelo
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Grammig, Joachim
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Chen, Xiaohong
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Mora, Juan
1
Nelson, Daniel B.
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
Robert Schuman Centre for Advanced Studies
University of Chicago / Graduate School of Business
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
68
National Bureau of Economic Research
53
Center for Economic Research <Tilburg>
5
Centre for Microdata Methods and Practice <London>
5
London School of Economics and Political Science
5
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4
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Trinity College Dublin / Department of Economics
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Brown University / Department of Economics
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Deutsche Forschungsgemeinschaft
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Ekonomiska forskningsinstitutet <Stockholm>
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Suntory-Toyota International Centre for Economics and Related Disciplines
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
2
University of Western Ontario / Department of Economics
2
Universität Konstanz
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Columbia University / Department of Economics
1
Conference on Economic Applications of Quantile Regressions <2000, Konstanz>
1
International Center for Financial Asset Management and Engineering
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
Mu'assasat an-Naqd al-ʿArabī as-Suʿūdī
1
Nationalekonomiska Institutionen <Göteborg>
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Panepistēmio Kypru / Department of Economics
1
Rutgers University / Department of Economics
1
Shakai-Keizai-Kenkyūsho <Osaka>
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Sonderforschung ökonomische und juristische Institutionenanalyse (SOFIA) e.V.
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Suntory and Toyota International Centres for Economics and Related Disciplines
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ECONIS (ZBW)
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Specification tests for the distribution of errors in nonparametric regression : a martingale approach
Mora, Juan
;
Pérez-Alonso, Alicia
-
2007
Persistent link: https://www.econbiz.de/10003963718
Saved in:
2
Central limit theorem for asymmetric kernel functionals
Fernandes, Marcelo
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002168082
Saved in:
3
Using irregularly spaced returns to estimate multi-factor models : application to Brazilian equity data
Veiga, Alvaro
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001953799
Saved in:
4
A family of autoregressive conditional duration models
Fernandes, Marcelo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001955244
Saved in:
5
A family of autoregressive conditional duration models
Fernandes, Marcelo
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703153
Saved in:
6
Nonparametric recursive moment estimation with dependent data
Chen, Xiaohong
-
1995
Persistent link: https://www.econbiz.de/10000924643
Saved in:
7
Asymptotic filtering theory for multivariate ARCH models
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10000899156
Saved in:
8
Bayesian method of moments - instrumental variable (BMOM - IV) analysis of mean and regression models
Zellner, Arnold
-
1994
Persistent link: https://www.econbiz.de/10000899493
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