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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~person:"Drost, Feike C."
~subject:"Theorie"
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Search: subject_exact:"Estimation theory"
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Probability theory
Statistische Methodenlehre
Theorie
Estimation theory
18
Schätztheorie
18
Theory
9
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Time series analysis
7
Zeitreihenanalyse
7
Autocorrelation
4
Autokorrelation
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Statistical test
4
Statistischer Test
4
ARCH model
3
ARCH-Modell
3
CAPM
2
Dauer
2
Duration
2
Estimation
2
Schätzung
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1980-1994
1
Aktienindex
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Capital income
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Exchange rate
1
France
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Frankreich
1
Großbritannien
1
Heteroscedasticity
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Heteroskedastizität
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Kapitaleinkommen
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Stock index
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USA
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United Kingdom
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United States
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Volatility
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Drost, Feike C.
Härdle, Wolfgang
68
Pesaran, M. Hashem
62
Phillips, Peter C. B.
59
Gouriéroux, Christian
52
Andrews, Donald W. K.
46
Franses, Philip Hans
42
McAleer, Michael
42
Newey, Whitney K.
42
Imbens, Guido
41
Giles, David E. A.
37
Swanson, Norman R.
35
Heckman, James J.
34
Bera, Anil K.
32
Horowitz, Joel
31
Robinson, Peter M.
31
Angrist, Joshua D.
28
Baltagi, Badi H.
28
White, Halbert
28
Diebold, Francis X.
27
Ohtani, Kazuhiro
27
Wooldridge, Jeffrey M.
27
Brännäs, Kurt
26
Dufour, Jean-Marie
26
King, Maxwell L.
26
Krämer, Walter
26
Li, Qi
26
Robert, Christian P.
26
Granger, C. W. J.
25
Kohn, Robert
25
Stahlecker, Peter
25
Hahn, Jinyong
24
Maravall Herrero, Agustín
24
Stock, James H.
24
Ullah, Aman
24
Kleibergen, Frank
23
Steel, Mark F. J.
23
Winkelmann, Rainer
23
Zakoïan, Jean-Michel
23
Smith, Richard J.
22
Srivastava, Virendra K.
22
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Center for Economic Research <Tilburg>
1
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Discussion paper / Center for Economic Research, Tilburg University
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
1
Nonparametric dynamic modelling
1
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ECONIS (ZBW)
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1
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:
2
Semiparametric duration models
Drost, Feike C.
(
contributor
);
Werker, Bas J. M.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001568494
Saved in:
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
Semiparametric duration models
Drost, Feike C.
;
Werker, Bas J. M.
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
1
,
pp. 40-50
Persistent link: https://www.econbiz.de/10001891415
Saved in:
5
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:
6
Estimation and testing in models containing both jumps and conditional heteroscedasticity
Drost, Feike C.
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
2
,
pp. 237-243
Persistent link: https://www.econbiz.de/10001244002
Saved in:
7
Efficient estimation in semiparametric GARCH models
Drost, Feike C.
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 193-221
Persistent link: https://www.econbiz.de/10001336797
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
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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