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subject:"Probability theory"
subject:"Wahrscheinlichkeitsrechnung"
~person:"Magnus, Jan R."
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Search: subject_exact:"Estimation theory"
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Probability theory
Wahrscheinlichkeitsrechnung
Estimation theory
59
Schätztheorie
59
Theorie
14
Theory
14
WALS
10
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
Bayes-Statistik
6
Bayesian inference
6
Forecasting model
6
Modellierung
6
Prognoseverfahren
6
Scientific modelling
6
Time series analysis
6
Zeitreihenanalyse
6
Kleinste-Quadrate-Methode
5
Least squares method
5
Statistik
5
Model averaging
4
Statistical theory
4
Statistische Methodenlehre
4
Ökonometrik Schätzung
4
Diagonality
3
Korrelation und Regression
3
Linear model
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Matrix differential calculus
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Monte Carlo simulation
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Monte Carlo simulations
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Monte-Carlo-Simulation
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Normal location model
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Ornstein-Uhlenbeck process
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Schätzmethodik und Testmethodik
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Stochastic process
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Magnus, Jan R.
Einmahl, John H. J.
9
Haan, Laurens de
9
Stock, James H.
8
Hsu, Yu-Chin
6
West, Kenneth D.
6
Wilcox, David W.
6
Arnold, Bernhard
5
Balakrishnan, Narayanaswamy
5
Gouriéroux, Christian
5
Krämer, Walter
5
Renault, Eric
5
Spanos, Aris
5
Stahlecker, Peter
5
Vries, Casper G. de
5
Wooldridge, Jeffrey M.
5
Akkerboom, Hans
4
Bai, Jun
4
Boucher, Vincent
4
Canay, Ivan A.
4
Chamberlain, Gary
4
Chan-Lau, Jorge A.
4
Duffie, Darrell
4
Elliott, Graham
4
Jakeman, Anthony J.
4
Kamat, Vishal
4
Kaplan, David M.
4
Lieli, Robert P.
4
McAleer, Michael
4
Otsu, Taisuke
4
Paolella, Marc S.
4
Polasek, Wolfgang
4
Simar, Léopold
4
Singleton, Kenneth J.
4
Staiger, Douglas
4
Xiao, Zhijie
4
Aleem, M.
3
Bandemer, Hans
3
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3
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ECONIS (ZBW)
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1
The Jacobian of the exponential function
Magnus, Jan R.
;
Pijls, Henk G. J.
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012309669
Saved in:
2
The Jacobian of the exponential function
Magnus, Jan R.
;
Pijls, Henk G. J.
;
Sentana, Enrique
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012668907
Saved in:
3
A classical problem in linear regression or how to estimate the mean of a univariate normal distribution with known variance
Magnus, Jan R.
;
Durbin, James
-
1996
Persistent link: https://www.econbiz.de/10000939772
Saved in:
4
On the maximum likelihood estimation of multivariate regression models containing serially correlated error components
Magnus, Jan R.
- In:
International economic review
29
(
1988
)
4
,
pp. 707-725
Persistent link: https://www.econbiz.de/10001056049
Saved in:
5
Asymptotic normality of maximum likelihood estimators obtained from normally distributed but dependent observations
Heijmans, Risto D. H.
- In:
Econometric theory
2
(
1986
)
3
,
pp. 374-412
Persistent link: https://www.econbiz.de/10001072739
Saved in:
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