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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
~person:"Drost, Feike C."
~person:"Mallela, Parthasaradhi"
~subject:"Theorie"
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Search: subject_exact:"Estimation theory"
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Probability theory
Statistische Methodenlehre
Theorie
Estimation theory
13
Schätztheorie
13
Theory
9
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Time series analysis
3
Zeitreihenanalyse
3
ARCH model
2
ARCH-Modell
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Autocorrelation
2
Autokorrelation
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Statistical test
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1962-1982
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CAPM
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Dauer
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Duration
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Estimation
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Geldmarkt
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Inflation
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Lohn
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USA
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Drost, Feike C.
Mallela, Parthasaradhi
Steel, Mark F. J.
10
Einmahl, John H. J.
8
Ullah, Aman
7
Werker, Bas J. M.
7
Fernández, Carmen
6
Giles, David E. A.
6
Kleijnen, Jack P. C.
6
Osiewalski, Jacek
6
Soest, Arthur van
6
Groenendaal, Willem J. van
5
Magnus, Jan R.
5
Moors, Johannes J. A.
5
Singh, Radhey S.
5
Srivastava, Virendra K.
5
Bera, Anil K.
4
Härdle, Wolfgang
4
Nachane, Dilip M.
4
Nijman, Theodore E.
4
Trenkler, Götz
4
Čížek, Pavel
4
Chib, Siddhartha
3
Durbin, James
3
Fry, Tim R. L.
3
Koopman, Siem Jan
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McAleer, Michael
3
Melenberg, Bertrand
3
Strijbosch, L. W. G.
3
Tiwari, Ramji
3
Verbeek, Marno
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Vinod, Hrishikesh D.
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2
Angrist, Joshua D.
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Banerjee, Anurag Narayan
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Bansal, Ashok K.
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Bhaskara Rao, Buddhavarapu
2
Bhatti, Muhammad Ishaq
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Center for Economic Research <Tilburg>
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Discussion paper / Center for Economic Research, Tilburg University
Journal of quantitative economics : official journal of the Indian Econometric Society
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Economics letters
1
Journal of econometrics
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Nonparametric dynamic modelling
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ECONIS (ZBW)
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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
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2
Semiparametric duration models
Drost, Feike C.
(
contributor
);
Werker, Bas J. M.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001568494
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3
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:
4
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:
5
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:
6
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:
7
Common coefficient restrictions aiding identification under covariance restrictions
Mallela, Parthasaradhi
- In:
Journal of quantitative economics : official journal of …
9
(
1993
)
1
,
pp. 167-175
Persistent link: https://www.econbiz.de/10001147595
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8
ML and MINQU estimation of ARCH models : relative importance of money supply and wage rate for explaining US inflation
Mallela, Parthasaradhi
- In:
Journal of quantitative economics : official journal of …
5
(
1989
)
1
,
pp. 155-169
Persistent link: https://www.econbiz.de/10001078686
Saved in:
9
Necessary and sufficient conditions for the consistency of the OLS estimates in simultaneous equations : generalized recursivity
Mallela, Parthasaradhi
- In:
Journal of quantitative economics : official journal of …
3
(
1987
)
1
,
pp. 39-52
Persistent link: https://www.econbiz.de/10001056565
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