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subject:"Germany"
~person:"Koopman, Siem Jan"
~person:"Månsson, Kristofer"
~subject:"Monte Carlo simulation"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie"
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Search: subject_exact:"Estimation theory"
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Germany
Monte Carlo simulation
Estimation theory
23
Schätztheorie
23
Time series analysis
8
Zeitreihenanalyse
8
Monte-Carlo-Simulation
7
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
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5
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Estimation
4
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Liu estimator
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Observation-driven models
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Koopman, Siem Jan
Månsson, Kristofer
Lechner, Michael
8
Lütkepohl, Helmut
7
Tsionas, Efthymios G.
7
Winkelmann, Rainer
6
Dufour, Jean-Marie
5
Li, Yong
5
Wolters, Jürgen
5
Zhang, Xibin
5
Fingleton, Bernard
4
Kilian, Lutz
4
Korn, Ralf
4
Lux, Thomas
4
Agiakloglou, Christos N.
3
Baltagi, Badi H.
3
Boubaker, Heni
3
Fu, Michael
3
Huber, Martin
3
Juodis, Artūras
3
Krah, Anne-Sophie
3
Krämer, Walter
3
Kurz-Kim, Jeong-Ryeol
3
Li, Qi
3
Nikolić, Zoran
3
Paul, M. Thomas
3
Runde, Ralf
3
Schorfheide, Frank
3
Sun, Yiguo
3
Yang, Lijian
3
Yang, Zhenlin
3
Agiropoulos, Charalampos
2
Ahmad, Yamin
2
Arvanitis, Stelios
2
Ashtekar, Medha
2
Bekaert, Geert
2
Breslaw, Jon A.
2
Cancela, Héctor
2
Chen, Chaoyi
2
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2
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Computational economics
2
Journal of econometrics
2
Econometric reviews
1
Economic modelling
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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ECONIS (ZBW)
7
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1
Estimating the unrestricted and restricted Liu estimators for the Poisson regression model : method and application
Månsson, Kristofer
;
Kibria, B. M. Golam
- In:
Computational economics
58
(
2021
)
2
,
pp. 311-326
Persistent link: https://www.econbiz.de/10012615004
Saved in:
2
Partially censored posterior for robust and efficient risk evaluation
Borowska, Agnieszka
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10012482776
Saved in:
3
Monte Carlo maximum likelihood estimation for generalized long-memory time series models
Mesters, G.
;
Koopman, Siem Jan
;
Ooms, Marius
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 659-687
Persistent link: https://www.econbiz.de/10011550112
Saved in:
4
Developing interaction shrinkage parameters for the liu estimator : with an application to the electricity retail market
Shukur, Ghazi
;
Månsson, Kristofer
;
Sjölander, Pär
- In:
Computational economics
46
(
2015
)
4
,
pp. 539-550
Persistent link: https://www.econbiz.de/10011478513
Saved in:
5
Numerically accelerated importance sampling for nonlinear non-Gaussian state-space models
Koopman, Siem Jan
;
Lucas, André
;
Scharth, Marcel
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 114-127
Persistent link: https://www.econbiz.de/10011389921
Saved in:
6
On ridge estimators for the negative binomial regression model
Månsson, Kristofer
- In:
Economic modelling
29
(
2012
)
2
,
pp. 178-184
Persistent link: https://www.econbiz.de/10009536040
Saved in:
7
Estimation of stochastic volatility models via Monte Carlo maximum likelihood
Sandmann, Gleb
- In:
Journal of econometrics
87
(
1998
)
2
,
pp. 271-301
Persistent link: https://www.econbiz.de/10001246644
Saved in:
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