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subject:"Estimation theory"
subject:"Theory"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~person:"Werker, Bas J. M."
~subject:"Monte Carlo simulation"
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Estimation theory
Theory
Monte Carlo simulation
Schätztheorie
11
Theorie
7
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Statistical test
4
Statistischer Test
4
Time series analysis
4
Zeitreihenanalyse
4
Autocorrelation
2
Autokorrelation
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Maximum likelihood estimation
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Ranking method
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ARCH model
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CAPM
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Cointegration
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Cointegration model
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Cointegration rank
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Dauer
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Derivat
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Derivative
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Duration
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Elliptical densities
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Estimation
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Heteroscedasticity
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Kointegration
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Lagrange multiplier test
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Local Asymptotic Brownian Functional
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Local Asymptotic Mixed Normality
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Local Asymptotic Normality
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Multivariate ranks
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English
11
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Werker, Bas J. M.
Einmahl, John H. J.
24
Steel, Mark F. J.
16
Čížek, Pavel
15
Kleijnen, Jack P. C.
11
Drost, Feike C.
10
Osiewalski, Jacek
10
Magnus, Jan R.
9
Nijman, Theodore E.
9
Soest, Arthur van
8
Segers, Johan
7
Fernández, Carmen
6
Härdle, Wolfgang
6
Melenberg, Bertrand
6
Moors, Johannes J. A.
6
Akker, Ramon van den
5
Groenendaal, Willem J. van
5
Verbeek, Marno
5
Bera, Anil K.
4
Chen Zhou
4
He, Yi
4
Imbens, Guido
4
McAleer, Michael
4
Strijbosch, L. W. G.
4
Beirlant, Jan
3
Bierens, Herman J.
3
Chib, Siddhartha
3
Durbin, James
3
Genugten, Ben B. van der
3
Hertog, Dirk den
3
Koopman, Siem Jan
3
Roon, Frans de
3
Ahmed, Hanan
2
Angrist, Joshua D.
2
Banerjee, Anurag Narayan
2
Bartels, Robert
2
Batenburg, Paul van
2
Bloemen, Hans G.
2
Charlier, Erwin
2
Danilov, Dmitry L.
2
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Center for Economic Research <Tilburg>
2
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Discussion paper / Center for Economic Research, Tilburg University
CentER Discussion Paper Series
3
Journal of econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
CentER dissertation series / Center for Economic Research, Tilburg University : CDS
1
Econometric theory
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ECONIS (ZBW)
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Optimal pseudo-Gaussian and rank-based tests of the cointegration rank in semiparametric error-correction models
Hallin, Marc
;
Akker, Ramon van den
;
Werker, Bas J. M.
-
2015
Persistent link: https://www.econbiz.de/10011348908
Saved in:
2
Note on integer-valued bilinear time series models
Drost, Feike C.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003656746
Saved in:
3
Efficient estimation of autoregression parameters and innovation distributions for semiparametric integer-valued AR(p) models
Drost, Feike C.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003483609
Saved in:
4
A simple asymtotic analysis of residual-based statistics
Andreou, Elena
(
contributor
);
Werker, Bas J. M.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001871037
Saved in:
5
Semiparametric duration models
Drost, Feike C.
(
contributor
);
Werker, Bas J. M.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001568494
Saved in:
6
Efficient estimation of autoregression parameters and innovation distributions for semiparametric integer-valued AR(p) models
Drost, Feike C.
(
contributor
); …
-
2008
-
Rev. version of CentER Discussion Paper 2007-23
Persistent link: https://www.econbiz.de/10003752414
Saved in:
7
Local asymptotic normality and efficient estimation for INAR (P) models
Drost, Feike C.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003331631
Saved in:
8
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:
9
Adaptive estimation in time-series models
Drost, Feike C.
;
Klaassen, Chris A.
;
Werker, Bas J. M.
-
1994
Persistent link: https://www.econbiz.de/10000900412
Saved in:
10
Estimation and testing in models containing both jumps and conditional heteroskedasticity
Drost, Feike C.
;
Nijman, Theodore E.
;
Werker, Bas J. M.
-
1994
Persistent link: https://www.econbiz.de/10000904675
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