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subject:"Estimation theory"
~person:"Deschamps, Jean-Philippe"
~person:"Giot, Pierre"
~subject:"Zeitreihenanalyse"
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Estimation theory
Zeitreihenanalyse
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Deschamps, Jean-Philippe
Giot, Pierre
Phillips, Peter C. B.
162
Franses, Philip Hans
157
Härdle, Wolfgang
125
Koopman, Siem Jan
117
Pesaran, M. Hashem
111
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106
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90
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88
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86
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75
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70
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68
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68
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66
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60
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60
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58
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57
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57
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55
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55
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54
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54
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52
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52
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51
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51
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49
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48
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48
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47
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47
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46
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45
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45
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44
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CORE discussion paper : DP
5
Annales d'économie et de statistique
2
Econometric theory
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of applied econometrics
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ECONIS (ZBW)
11
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1
The moments of Log-ACD models
Bauwens, Luc
;
Galli, Fausto
;
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001790741
Saved in:
2
Asymmetric ACD models: introducing price information in ACD models
Bauwens, Luc
;
Giot, Pierre
- In:
Empirical economics : a journal of the Institute for …
28
(
2003
)
4
,
pp. 709-731
Persistent link: https://www.econbiz.de/10001798161
Saved in:
3
The logarithmic ACD model : an application to the bid-ask quote process of the NYSE stocks
Bauwens, Luc
;
Giot, Pierre
- In:
Annales d'économie et de statistique
(
2000
),
pp. 117-149
Persistent link: https://www.econbiz.de/10001543399
Saved in:
4
Asymmetric ACD models : introducing price information in ACD models with a two state transition model
Bauwens, Luc
-
1998
Persistent link: https://www.econbiz.de/10000994354
Saved in:
5
Full maximum likelihood estimation of dynamic demand models
Deschamps, Jean-Philippe
- In:
Journal of econometrics
82
(
1998
)
2
,
pp. 335-359
Persistent link: https://www.econbiz.de/10001234534
Saved in:
6
A Gibbs sampling approach to cointegration
Bauwens, Luc
-
1997
Persistent link: https://www.econbiz.de/10000962645
Saved in:
7
The logarithmic ACD model : an application to market microstructure and NASDAQ
Bauwens, Luc
;
Giot, Pierre
-
1997
Persistent link: https://www.econbiz.de/10000980123
Saved in:
8
Monte Carlo methodology for LM and LR autocorrelation tests in multivariate regression
Deschamps, Jean-Philippe
- In:
Annales d'économie et de statistique
(
1996
),
pp. 149-169
Persistent link: https://www.econbiz.de/10001218887
Saved in:
9
Full sample maximum likelihood estimation of dynamic demand models
Deschamps, Philippe J.
-
1995
Persistent link: https://www.econbiz.de/10000923568
Saved in:
10
Joint tests for regularity and autocorrelation in allocation systems
Deschamps, Jean-Philippe
- In:
Journal of applied econometrics
8
(
1993
)
2
,
pp. 195-211
Persistent link: https://www.econbiz.de/10001142949
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