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subject:"Indien"
subject:"Sparen"
~isPartOf:"CREATES research paper"
~person:"Monfort, Alain"
~person:"Nielsen, Morten Ørregaard"
~subject:"Maximum-Likelihood-Schätzung"
~type_genre:"Amtliche Publikation"
~type_genre:"Arbeitspapier"
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Indien
Sparen
Maximum-Likelihood-Schätzung
Estimation theory
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Schätztheorie
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Time series analysis
11
Zeitreihenanalyse
11
Bootstrap approach
5
Bootstrap-Verfahren
5
Cluster analysis
3
Clusteranalyse
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Cointegration
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Estimation
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Heteroscedasticity
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Heteroskedastizität
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Induktive Statistik
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Kointegration
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Regionales Cluster
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Schätzung
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Statistical inference
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cluster-robust variance estimator
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nonstationarity
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wild cluster bootstrap
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ARCH model
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ARCH-Modell
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Asymptotic normality
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Maximum likelihood estimation
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Stochastic process
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Stochastischer Prozess
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clustered data
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conditional heteroskedasticity
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consistency
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deterministic trend
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fractional process
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generalized polynomial trend
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noninvertibility
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robust inference
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Monfort, Alain
Nielsen, Morten Ørregaard
Cavaliere, Giuseppe
2
Rahbek, Anders
2
Taylor, Robert
2
Bohn Nielsen, Heino
1
Floor Brix, Anne
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Hillebrand, Eric
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Kurita, Takamitsu
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Lunde, Asger
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Mikkelsen, Jakob Guldbæk
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Parra-Alvarez, Juan Carlos
1
Pedersen, Rasmus Søndergaard
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Posch, Olaf
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Silvennoinen, Annastiina
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Teräsvirta, Timo
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Urga, Giovanni
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Wang, Mu-Chun
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CREATES research paper
Queen's Economics Department working paper
3
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ECONIS (ZBW)
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Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
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Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2016
Persistent link: https://www.econbiz.de/10011624059
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