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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"EUI working paper / ECO"
~subject:"Autocorrelation"
~subject:"Exchange rate"
~subject:"Maximum likelihood estimation"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
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Exchange rate
Maximum likelihood estimation
Estimation theory
251
Schätztheorie
251
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113
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112
Zeitreihenanalyse
50
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20
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Maravall Herrero, Agustín
10
Einmahl, John H. J.
7
Gómez, Víctor
7
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6
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5
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4
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4
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3
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3
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3
Mizon, Grayham E.
3
Canova, Fabio
2
Chen Zhou
2
Fernández, Carmen
2
Fiorentini, Gabriele
2
Genugten, Ben B. van der
2
He, Yi
2
Hendry, David F.
2
Härdle, Wolfgang
2
Koopman, Siem Jan
2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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Discussion paper / Center for Economic Research, Tilburg University
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Journal of econometrics
442
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
200
Econometric theory
198
Economics letters
197
Discussion paper / Tinbergen Institute
144
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132
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73
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56
Journal of the American Statistical Association : JASA
54
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
46
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45
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ECONIS (ZBW)
78
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1
Tail copula estimation for heteroscedastic extremes
Einmahl, John H. J.
;
Chen Zhou
-
2024
Persistent link: https://www.econbiz.de/10014467520
Saved in:
2
Extreme value inference for general heterogeneous data
He, Yi
;
Einmahl, John H. J.
-
2024
Persistent link: https://www.econbiz.de/10014528470
Saved in:
3
Empirical likelihood based testing for multivariate regular variation
Einmahl, John H. J.
;
Krajina, Andrea
-
2023
Persistent link: https://www.econbiz.de/10013475286
Saved in:
4
Cube root weak convergence of empirical estimators of a density level set
Berthet, Philippe
;
Einmahl, John H. J.
-
2020
Persistent link: https://www.econbiz.de/10012227977
Saved in:
5
Testing the multivariate regular variation model
Einmahl, John H. J.
;
Yang, Fan
;
Chen Zhou
-
2018
Persistent link: https://www.econbiz.de/10011920524
Saved in:
6
Jump-preserving varying-coefficient models for nonlinear time series
Čížek, Pavel
;
Koo, Chao Hui
-
2016
Persistent link: https://www.econbiz.de/10011643235
Saved in:
7
Estimation of extreme depth-based quantile regions
He, Yi
;
Einmahl, John H. J.
-
2014
Persistent link: https://www.econbiz.de/10011282830
Saved in:
8
Smoothed spatial maximum score estimation of spatial autoregressive binary choice panel models
Lei, Jinghua
-
2013
Persistent link: https://www.econbiz.de/10010228797
Saved in:
9
Mafia and public spending : evidence on the fiscal multiplier from a quasi-experiment
Acconcia, Antonio
;
Corsetti, Giancarlo
;
Simonelli, Saverio
-
2011
Persistent link: https://www.econbiz.de/10009405340
Saved in:
10
Does the Box-Cox transformation help in forecasting macroeconomic time series?
Proietti, Tommaso
;
Lütkepohl, Helmut
-
2011
Persistent link: https://www.econbiz.de/10009405401
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