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subject:"Panel"
subject:"Stochastic process"
~isPartOf:"CEMFI working paper"
~isPartOf:"GRIPS discussion papers"
~type_genre:"Arbeitspapier"
~type_genre:"Collection of articles of several authors"
~type_genre:"Handbook"
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Search: subject_exact:"Estimation theory"
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Panel
Stochastic process
Estimation theory
42
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9
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Factor analysis
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Faktorenanalyse
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Arellano, Manuel
3
Leon-Gonzalez, Roberto
3
León-González, Roberto
3
Bonhomme, Stéphane
2
Chan, Joshua
2
Doucet, Arnaud
2
Majoni, Blessings
2
Sentana, Enrique
2
Strachan, Rodney W.
2
Alvarez, Javier
1
Magnus, Jan R.
1
Manresa, Elena
1
Moral-Benito, Enrique
1
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1
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1
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1
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CEMFI working paper
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CEMMAP working papers / Centre for Microdata Methods and Practice
38
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35
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31
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28
CESifo working papers
26
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19
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18
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15
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14
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
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12
Cambridge working papers in economics
9
SFB 649 discussion paper
9
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8
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Working paper / Department of Economics, Lund University
8
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8
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8
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7
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7
Memorandum / Department of Economics, University of Oslo
7
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7
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6
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5
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Exact likelihood for inverse gamma Stochastic Volatility models
Leon-Gonzalez, Roberto
;
Majoni, Blessings
-
2024
-
This version: April 2024
Persistent link: https://www.econbiz.de/10014574199
Saved in:
2
Exact likelihood for inverse gamma stochastic volatility models
Leon-Gonzalez, Roberto
;
Majoni, Blessings
-
2023
Persistent link: https://www.econbiz.de/10014330018
Saved in:
3
Estimating latent-variable panel data models using parameter-expanded SEM methods
Wei, Siqi
-
2022
Persistent link: https://www.econbiz.de/10013473358
Saved in:
4
The Jacobian of the exponential function
Magnus, Jan R.
;
Pijls, Henk G. J.
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012309669
Saved in:
5
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2020
-
This version: September 2020
Persistent link: https://www.econbiz.de/10013355422
Saved in:
6
Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility
León-González, Roberto
-
2018
Persistent link: https://www.econbiz.de/10012196629
Saved in:
7
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012196752
Saved in:
8
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
-
2017
Persistent link: https://www.econbiz.de/10011686422
Saved in:
9
Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility
Leon-Gonzalez, Roberto
-
2015
Persistent link: https://www.econbiz.de/10012195829
Saved in:
10
Nonlinear panel data estimation via quantile regression
Arellano, Manuel
;
Bonhomme, Stéphane
-
2015
Persistent link: https://www.econbiz.de/10011408310
Saved in:
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