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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~isPartOf:"Econometric reviews"
~isPartOf:"The econometrics journal"
~person:"Fiebig, Denzil G."
~person:"Teräsvirta, Timo"
~subject:"Estimation"
~subject:"Statistical inference"
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Probability theory
Statistische Methodenlehre
Estimation
Statistical inference
Estimation theory
9
Schätztheorie
9
Time series analysis
5
Zeitreihenanalyse
5
Schätzung
4
ARCH model
3
ARCH-Modell
3
Correlation
3
Korrelation
3
Nichtlineare Regression
3
Nonlinear regression
3
Volatility
3
Volatilität
3
Autocorrelation
2
Autokorrelation
2
Bayes-Statistik
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Bayesian inference
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Constant conditional correlation
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Modellierung
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Probit model
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Probit-Modell
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Scientific modelling
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Statistical test
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Statistischer Test
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Theorie
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Theory
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misspecification testing
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Artificial neural network
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Australia
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Australien
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Capital income
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Conditional heteroskedasticity
1
Dynamic conditional correlation
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Forecast comparison
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Fiebig, Denzil G.
Teräsvirta, Timo
Lee, Lung-fei
3
Andrews, Donald W. K.
2
Baillie, Richard
2
Bera, Anil K.
2
Cripps, Edward
2
Dufour, Jean-Marie
2
Jiang, Jiancheng
2
Jiang, Xuejun
2
Kapetanios, George
2
King, Maxwell L.
2
Kohn, Robert
2
Kumbhakar, Subal
2
Otsu, Taisuke
2
Pai Xu
2
Rodríguez Poo, Juan Manuel
2
Silvapulle, Mervyn J.
2
Xiao, Zhijie
2
Yu, Jihai
2
Aguirre, Víctor M.
1
Amado, Cristina
1
Armah, Nii Ayi
1
Baltagi, Badi H.
1
Bao, Yong
1
Barassi, Marco R.
1
Belotti, Federico
1
Bennedsen, Mikkel
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Bermudez, P. de Zea
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Bewley, Ronald A.
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Bollerslev, Tim
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Bosquet, Clément
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Boswijk, Herman Peter
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Boulhol, Hervé
1
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1
Breunig, Christoph
1
Brooks, Robert
1
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Econometric reviews
The econometrics journal
CREATES research paper
2
Econometrics : open access journal
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Arbeidsnotat / Norges Bank
1
Arbeidsnotat / Norges Bank / Norges Bank
1
CORE discussion paper : DP
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Elinkeinoelämän Tutkimuslaitos, Keskusteluaiheita
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Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 966-984
Persistent link: https://www.econbiz.de/10013364922
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2
Specification and testing of multiplicative time-varying GARCH models with applications
Amado, Cristina
;
Teräsvirta, Timo
- In:
Econometric reviews
36
(
2017
)
4
,
pp. 421-446
Persistent link: https://www.econbiz.de/10011795239
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3
Modeling conditional correlations of asset returns : a smooth transition approach
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 174-197
Persistent link: https://www.econbiz.de/10011373298
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4
Parsimonious estimation of the covariance matrix in multinomial probit models
Cripps, Edward
;
Fiebig, Denzil G.
;
Kohn, Robert
- In:
Econometric reviews
29
(
2010
)
2
,
pp. 146-157
Persistent link: https://www.econbiz.de/10003960494
Saved in:
5
Bayesian estimation of a random effects heteroscedastic probit model
Gu, Yuanyuan
;
Fiebig, Denzil G.
;
Cripps, Edward
;
Kohn, …
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 324-339
Persistent link: https://www.econbiz.de/10003875768
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