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source:"econis"
~institution:"Federal Reserve Bank of San Francisco"
~language:"eng"
~subject:"Bootstrap-Verfahren"
~subject:"Estimation theory"
~subject:"Seasonal variations"
~subject:"Volatility"
~subject:"Wechselkurs"
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Bootstrap-Verfahren
Estimation theory
Seasonal variations
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Wechselkurs
Time series analysis
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Zeitreihenanalyse
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Schätztheorie
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1948-1997
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Cogley, Timothy
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Federal Reserve Bank of San Francisco
National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Ekonomiska forskningsinstitutet <Stockholm>
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European University Institute / Department of Economics
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Econometrisch Instituut <Rotterdam>
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Centre for Growth and Business Cycle Research <Manchester>
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State University of New York at Albany / Department of Economics
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University of Exeter / Department of Economics
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International Symposium in Economic Theory and Econometrics <5, 1988, Durham, NC>
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Suntory-Toyota International Centre for Economics and Related Disciplines
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Working paper series / Federal Reserve Bank of San Francisco, Economic Research Department
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ECONIS (ZBW)
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Estimating dynamic rational expectations models when the trend specification is uncertain
Cogley, Timothy
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1996
Persistent link: https://www.econbiz.de/10000939630
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Maximum likelihood estimation with HP filtered data : an invariance theorem
Cogley, Timothy
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1994
Persistent link: https://www.econbiz.de/10000905755
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