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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"Computational economics"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Econometric theory"
~person:"Drost, Feike C."
~subject:"Bootstrap-Verfahren"
~subject:"Modellierung"
~subject:"Schätztheorie"
~subject:"Statistical inference"
~subject:"Zeitreihenanalyse"
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Monte-Carlo-Simulation
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Bootstrap-Verfahren
Modellierung
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Estimation theory
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6
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4
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2
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Drost, Feike C.
Einmahl, John H. J.
23
Phillips, Peter C. B.
22
Linton, Oliver
20
Steel, Mark F. J.
16
Magnus, Jan R.
15
Čížek, Pavel
15
Lee, Lung-fei
12
Werker, Bas J. M.
12
Kleijnen, Jack P. C.
11
Osiewalski, Jacek
10
Härdle, Wolfgang
9
Li, Qi
9
Nijman, Theodore E.
9
Saikkonen, Pentti
9
Andrews, Donald W. K.
8
Chen, Songnian
8
Jong, Robert M. de
8
Pötscher, Benedikt M.
8
Soest, Arthur van
8
White, Halbert
8
Bera, Anil K.
7
Chambers, Marcus J.
7
Chan, Ngai Hang
7
Horváth, Lajos
7
Newey, Whitney K.
7
Otsu, Taisuke
7
Segers, Johan
7
Wang, Qiying
7
Wooldridge, Jeffrey M.
7
Bierens, Herman J.
6
Cavaliere, Giuseppe
6
Fernández, Carmen
6
Gao, Jiti
6
Hahn, Jinyong
6
Hansen, Bruce E.
6
Jansson, Michael
6
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Computational economics
Discussion paper / Center for Economic Research, Tilburg University
Econometric theory
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
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Nonparametric dynamic modelling
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Note on integer-valued bilinear time series models
Drost, Feike C.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003656746
Saved in:
2
Efficient estimation of autoregression parameters and innovation distributions for semiparametric integer-valued AR(p) models
Drost, Feike C.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003483609
Saved in:
3
Semiparametric duration models
Drost, Feike C.
(
contributor
);
Werker, Bas J. M.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001568494
Saved in:
4
Efficient estimation of autoregression parameters and innovation distributions for semiparametric integer-valued AR(p) models
Drost, Feike C.
(
contributor
); …
-
2008
-
Rev. version of CentER Discussion Paper 2007-23
Persistent link: https://www.econbiz.de/10003752414
Saved in:
5
Local asymptotic normality and efficient estimation for INAR (P) models
Drost, Feike C.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003331631
Saved in:
6
Efficiency comparisons of maximum likelihood-based estimators in GARCH models
González-Rivera, Gloria
;
Drost, Feike C.
-
1998
Persistent link: https://www.econbiz.de/10000997535
Saved in:
7
Efficient estimation in semiparametric GARCH models
Drost, Feike C.
;
Klaassen, Chris A.
-
1996
Persistent link: https://www.econbiz.de/10000933993
Saved in:
8
Adaptive estimation in time-series models
Drost, Feike C.
;
Klaassen, Chris A.
;
Werker, Bas J. M.
-
1994
Persistent link: https://www.econbiz.de/10000900412
Saved in:
9
Estimation and testing in models containing both jumps and conditional heteroskedasticity
Drost, Feike C.
;
Nijman, Theodore E.
;
Werker, Bas J. M.
-
1994
Persistent link: https://www.econbiz.de/10000904675
Saved in:
10
Closing the GARCH gap : continuous time GARCH modeling
Drost, Feike C.
;
Werker, Bas J. M.
-
1994
Persistent link: https://www.econbiz.de/10000879810
Saved in:
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