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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~person:"Preminger, Arie"
~subject:"Estimation theory"
~subject:"Statistical inference"
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Probability theory
Statistische Methodenlehre
Estimation theory
Statistical inference
Schätztheorie
14
ARCH model
8
ARCH-Modell
8
Volatility
4
Volatilität
4
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Multivariate Analyse
2
Multivariate analysis
2
Time series analysis
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Tobit model
2
Tobit-Modell
2
Zeitreihenanalyse
2
1989-1995
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Arbeitsangebot
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Asymptotic normality
1
Börsenkurs
1
Censoring
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Consistency
1
Dauer
1
Duration
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Duration analysis
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Exchange rate
1
Forecasting model
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GARCH (1,1)
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GARCH(1,1)
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Heavy tails
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Kleinste-Quadrate-Methode
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Labor supply
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Labour supply
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Least squares method
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Least-squares estimation
1
Limited dependence
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Lyapunov exponent
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Microeconometrics
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Preminger, Arie
Phillips, Peter C. B.
300
Pesaran, M. Hashem
184
Gao, Jiti
164
Härdle, Wolfgang
144
Linton, Oliver
142
Andrews, Donald W. K.
137
Newey, Whitney K.
126
McAleer, Michael
109
Baltagi, Badi H.
106
Chernozhukov, Victor
106
Chen, Xiaohong
98
Kapetanios, George
92
Gouriéroux, Christian
90
Imbens, Guido
90
Heckman, James J.
86
Lütkepohl, Helmut
85
Swanson, Norman R.
84
White, Halbert
84
Otsu, Taisuke
81
Robinson, Peter M.
80
Lee, Lung-fei
77
Koopman, Siem Jan
76
Lechner, Michael
76
Li, Qi
75
Ullah, Aman
75
Wooldridge, Jeffrey M.
75
Bera, Anil K.
73
Franses, Philip Hans
73
Stock, James H.
72
Dette, Holger
71
Simar, Léopold
70
Su, Liangjun
70
Horowitz, Joel
69
Nielsen, Morten Ørregaard
67
Johansen, Søren
66
Cai, Zongwu
65
Croux, Christophe
65
Diebold, Francis X.
65
Dufour, Jean-Marie
65
Sentana, Enrique
65
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CORE discussion papers : DP
7
The econometrics journal
3
Economics letters
2
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1
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ECONIS (ZBW)
14
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1
Least squares estimation for Garch (1,1) model with heavy tailed errors
Preminger, Arie
;
Storti, Giuseppe
-
2017
Persistent link: https://www.econbiz.de/10011990826
Saved in:
2
On asymptotic theory for ARCH models
Hafner, Christian M.
;
Preminger, Arie
-
2016
Persistent link: https://www.econbiz.de/10011893997
Saved in:
3
A note on the Tobit model in the presence of a duration variable
Hafner, Christian M.
;
Preminger, Arie
-
2014
Persistent link: https://www.econbiz.de/10010385188
Saved in:
4
Least-squares estimation of GARCH(1,1) models with heavy-tailed errors
Preminger, Arie
;
Storti, Giuseppe
- In:
The econometrics journal
20
(
2017
)
2
,
pp. 221-258
Persistent link: https://www.econbiz.de/10011757387
Saved in:
5
A note on the Tobit model in the presence of a duration variable
Hafner, Christian M.
;
Preminger, Arie
- In:
Economics letters
126
(
2015
),
pp. 47-50
Persistent link: https://www.econbiz.de/10011376392
Saved in:
6
An ARCH model without intercept
Hafner, Christian M.
;
Preminger, Arie
- In:
Economics letters
129
(
2015
),
pp. 13-17
Persistent link: https://www.econbiz.de/10011421858
Saved in:
7
A GARCH (1,1) estimator with (almost) no moment conditions on the error term
Preminger, Arie
(
contributor
);
Storti, Giuseppe
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003375861
Saved in:
8
Asymptotic theory for a factor GARCH model
Hafner, Christian M.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003375885
Saved in:
9
Deciding between GARCH and stochastic volatility via strong decision rules
Preminger, Arie
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003329726
Saved in:
10
A model selection method for S-estimation
Preminger, Arie
(
contributor
);
Sakata, Shinichi
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003293598
Saved in:
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