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subject:"Maximum-Likelihood-Schätzung"
subject:"Monte Carlo simulation"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Börsenkurs"
~subject:"Strukturbruch"
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Search: subject_exact:"Estimation theory"
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Maximum-Likelihood-Schätzung
Monte Carlo simulation
Börsenkurs
Strukturbruch
Estimation theory
103
Schätztheorie
103
Time series analysis
50
Zeitreihenanalyse
50
Estimation
33
Schätzung
33
ARCH model
17
ARCH-Modell
17
Volatility
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Volatilität
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Regression analysis
14
Regressionsanalyse
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Cointegration
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Kointegration
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Statistical test
11
Statistischer Test
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Capital income
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Kapitaleinkommen
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Markov chain
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Markov-Kette
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Stochastic process
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Stochastischer Prozess
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Forecasting model
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Monte-Carlo-Simulation
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Prognoseverfahren
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cointegration
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Nichtlineare Regression
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Nonlinear regression
7
Statistical distribution
7
Statistische Verteilung
7
Structural break
7
VAR model
7
VAR-Modell
7
Einheitswurzeltest
6
Maximum likelihood estimation
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Schweikert, Karsten
2
Baruník, Jozef
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Bu, Ruijun
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Croux, Christophe
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1
Lahiri, Kajal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
188
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
Economics letters
67
Econometric reviews
51
Discussion paper / Tinbergen Institute
47
Economic modelling
32
Computational economics
31
Applied economics letters
27
The econometrics journal
27
NBER Working Paper
25
Working paper / Department of Econometrics and Business Statistics, Monash University
25
Applied economics
24
Econometrics : open access journal
24
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
Econometric theory
23
Journal of the American Statistical Association : JASA
22
Working paper
22
CEMMAP working papers / Centre for Microdata Methods and Practice
20
European journal of operational research : EJOR
20
NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
19
Journal of empirical finance
18
Journal of forecasting
18
CESifo working papers
17
CREATES research paper
16
Journal of risk and financial management : JRFM
16
Série des documents de travail / Centre de Recherche en Économie et Statistique
16
Discussion paper / Centre for Economic Forecasting
15
Discussion paper series / IZA
15
Insurance / Mathematics & economics
15
Journal of economic dynamics & control
15
Finance research letters
14
Journal of time series econometrics
14
Statistics in transition : an international journal of the Polish Statistical Association
14
Cambridge working papers in economics
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Quantitative finance
13
International journal of forecasting
11
Quantitative economics : QE ; journal of the Econometric Society
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ECONIS (ZBW)
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1
Fast maximum likelihood estimation of parameters for square root and Bessel processes
Fergusson, Kevin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
4
,
pp. 143-170
Persistent link: https://www.econbiz.de/10012657679
Saved in:
2
Approximate Bayesian inference for agent-based models in economics : a case study
Lux, Thomas
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 423-447
Persistent link: https://www.econbiz.de/10014372903
Saved in:
3
Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
Shang, Han Lin
;
Zhang, Xibin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 55-71
Persistent link: https://www.econbiz.de/10013334620
Saved in:
4
Multiple structural breaks in cointegrating regressions : a model selection approach
Schmidt, Alexander
;
Schweikert, Karsten
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
2
,
pp. 219-254
Persistent link: https://www.econbiz.de/10013334688
Saved in:
5
Variance reduction estimation for return models with jumps using gamma asymmetric kernels
Song, Yuping
;
Hou, Weijie
;
Zhou, Shengyi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012198377
Saved in:
6
Testing for cointegration with threshold adjustment in the presence of structural breaks
Schweikert, Karsten
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012406026
Saved in:
7
A parametric stationarity test with smooth breaks
Tsong, Ching-Chuan
;
Lee, Cheng-Feng
;
Tsai, Li Ju
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012054883
Saved in:
8
Nonstationary autoregressive conditional duration models
Mishra, Anuj
;
Ramanathan, Thekke Variyam
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011743716
Saved in:
9
Detecting time variation in the price puzzle : a less informative prior choice for time varying parameter VAR models
Reusens, Peter
;
Croux, Christophe
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011743732
Saved in:
10
Changes in persistence, spurious regressions and the Fisher hypothesis
Kruse, Robinson
;
Ventosa-Santaulària, Daniel
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011708765
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