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subject:"Monte Carlo simulation"
~isPartOf:"CREATES research paper"
~subject:"Bayes-Statistik"
~subject:"Faktorenanalyse"
~subject:"Heuristik"
~subject:"State space model"
~subject:"Zeitreihenanalyse"
~type:"book"
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Search: subject_exact:"Maximum likelihood estimation"
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Monte Carlo simulation
Bayes-Statistik
Faktorenanalyse
Heuristik
State space model
Zeitreihenanalyse
Maximum likelihood estimation
13
Maximum-Likelihood-Schätzung
13
Estimation theory
8
Schätztheorie
8
ARCH model
4
ARCH-Modell
4
Estimation
4
Schätzung
4
Stochastic process
3
Stochastischer Prozess
3
Time series analysis
3
Bootstrap approach
2
Bootstrap-Verfahren
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Heteroscedasticity
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Heteroskedastizität
2
USA
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United States
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1965-2008
1
Agent-based modeling
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Agentenbasierte Modellierung
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Analysis
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Cointegration
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Continuous-time
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Dynamische Wirtschaftstheorie
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Econometrics
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Economic dynamics
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Einheitswurzeltest
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Factor analysis
1
Fama-Bliss data set
1
Fokker-Planck equations
1
Gaussian process
1
Gauß-Prozess
1
Heterogeneous agent models
1
Heuristics
1
Kointegration
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Kullback-Leibler divergence
1
Mathematical analysis
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English
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Nielsen, Morten Ørregaard
3
Cavaliere, Giuseppe
2
Taylor, Robert
2
Baltazar-Larios, Fernando
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Hillebrand, Eric
1
Jansson, Michael
1
Jungbacker, Borus
1
Koopman, Siem Jan
1
Mikkelsen, Jakob Guldbæk
1
Sørensen, Michael
1
Urga, Giovanni
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Wel, Michel van der
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CREATES research paper
Discussion paper / Tinbergen Institute
38
Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
6
Tinbergen Institute Discussion Paper
5
Working paper / Department of Econometrics and Business Statistics, Monash University
5
Queen's Economics Department working paper
4
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4
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International finance discussion papers
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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
Saved in:
2
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
Saved in:
3
Maximum likelihood estimation of time-varying loadings in high-dimensional factor models
Mikkelsen, Jakob Guldbæk
;
Hillebrand, Eric
;
Urga, Giovanni
-
2015
Persistent link: https://www.econbiz.de/10011409357
Saved in:
4
Maximum likelihood estimation for integrated diffusion processes
Baltazar-Larios, Fernando
;
Sørensen, Michael
-
2010
Persistent link: https://www.econbiz.de/10008651742
Saved in:
5
Efficient likelihood ratio tests for seasonal unit roots
Jansson, Michael
;
Nielsen, Morten Ørregaard
-
2009
Persistent link: https://www.econbiz.de/10003903502
Saved in:
6
Dynamic factor models with smooth loadings for analyzing the term structure of interest rates
Jungbacker, Borus
;
Koopman, Siem Jan
;
Wel, Michel van der
-
2009
Persistent link: https://www.econbiz.de/10003875669
Saved in:
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