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subject:"Panel"
subject:"Stochastic process"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Série des documents de travail"
~type_genre:"Arbeitspapier"
~type_genre:"Collection of articles of several authors"
~type_genre:"Rezension"
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Search: subject_exact:"Estimation theory"
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Panel
Stochastic process
Estimation theory
61
Schätztheorie
61
Time series analysis
15
Zeitreihenanalyse
15
Estimation
10
Maximum likelihood estimation
10
Maximum-Likelihood-Schätzung
10
Schätzung
10
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Panel study
9
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Theorie
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Theory
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Method of moments
5
Momentenmethode
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Stochastischer Prozess
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Induktive Statistik
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Schock
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Share price
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Shock
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Statistical inference
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Statistische Verteilung
4
Volatility
4
Volatilität
4
Composite Likelihood
3
Markov chain
3
Markov-Kette
3
Pseudo Maximum Likelihood
3
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14
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Pesaran, M. Hashem
7
Chudik, Alexander
3
Gouriéroux, Christian
2
Hayakawa, Kazuhiko
2
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2
Butucea, Cristina
1
Chesneau, Christophe
1
El Kolei, Salima
1
Fermanian, Jean-David
1
Guta, Madalin
1
Kapetanios, George
1
Lu, Yang
1
Mohaddes, Kamiar
1
Monfort, Alain
1
Navarro, Fabien
1
Nussbaum, Michael
1
Peseran, Hashem
1
Poignard, Benjamin
1
Raissi, Mehdi
1
Robertson, Donald
1
Sarafidis, Vasilis
1
Smith, L. Vanessa
1
Zakoïan, Jean-Michel
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Cambridge working papers in economics
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38
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35
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31
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28
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26
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19
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18
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14
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12
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12
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9
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9
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8
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8
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8
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8
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1
Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian
;
Monfort, Alain
;
Zakoïan, …
-
2018
-
Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
Saved in:
2
Local asymptotic equivalence of pure states ensembles and quantum Gaussian white noise
Butucea, Cristina
;
Guta, Madalin
;
Nussbaum, Michael
-
2017
Persistent link: https://www.econbiz.de/10012198585
Saved in:
3
Parametric estimation of hidden Markov models by least squares type estimation and deconvolution
Chesneau, Christophe
;
El Kolei, Salima
;
Navarro, Fabien
-
2017
Persistent link: https://www.econbiz.de/10012200019
Saved in:
4
Vine-GARCH process : stationarity and asymptotic properties
Poignard, Benjamin
;
Fermanian, Jean-David
-
2016
Persistent link: https://www.econbiz.de/10011854705
Saved in:
5
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
6
Transformed maximum likelihood estimation of short dynamic panel data models with interactive effects
Hayakawa, Kazuhiko
;
Peseran, Hashem
;
Smith, L. Vanessa
-
2014
Persistent link: https://www.econbiz.de/10010366308
Saved in:
7
IV estimation of panels with factor residuals
Robertson, Donald
;
Sarafidis, Vasilis
-
2013
Persistent link: https://www.econbiz.de/10009754517
Saved in:
8
Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
Pesaran, M. Hashem
;
Chudik, Alexander
-
2013
Persistent link: https://www.econbiz.de/10009754530
Saved in:
9
Debt, inflation and growth : robust estimation of long-run effects in dynamic panel data models
Chudik, Alexander
;
Mohaddes, Kamiar
;
Pesaran, M. Hashem
; …
-
2013
Persistent link: https://www.econbiz.de/10010210166
Saved in:
10
Robust standard errors in transformed likelihood estimation of dynamic panel data models
Hayakawa, Kazuhiko
;
Pesaran, M. Hashem
-
2012
Persistent link: https://www.econbiz.de/10009580056
Saved in:
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