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subject:"Schätzung"
subject:"Time series analysis"
~institution:"University of Chicago / Graduate School of Business"
~subject:"Statistische Verteilung"
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Schätzung
Time series analysis
Statistische Verteilung
Estimation theory
10
Schätztheorie
10
Bayes-Statistik
2
Bayesian inference
2
Multivariate Analyse
2
Multivariate analysis
2
Zeitreihenanalyse
2
ARCH model
1
ARCH-Modell
1
Agrarmarkt
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Agrarproduktion
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Agricultural market
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Agricultural production
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Agriculture
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Angebot
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Correlation
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Einkommensverteilung
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Japan
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Landwirtschaft
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Method of moments
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Momentenmethode
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Regression analysis
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Regressionsanalyse
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Statistical test
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Statistical theory
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Statistische Methodenlehre
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Statistischer Test
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Stochastic process
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Stochastischer Prozess
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USA
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Book / Working Paper
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English
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Nelson, Daniel B.
2
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University of Chicago / Graduate School of Business
National Bureau of Economic Research
105
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
36
Ekonomiska forskningsinstitutet <Stockholm>
23
European University Institute / Department of Economics
13
Umeå universitet
12
International Energy Agency
10
OECD
10
Centre for Quantitative Economics & Computing
8
Birkbeck College / Department of Economics
6
Umeå Universitet / Institutionen för Nationalekonomi
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Econometrisch Instituut <Rotterdam>
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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London School of Economics and Political Science
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Organisation for Economic Co-operation and Development
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Center for Economic Research <Tilburg>
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State University of New York at Albany / Department of Economics
4
University of New England / Department of Econometrics
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Banque de France / Direction des Etudes Economiques et de la Recherche
3
European University Institute / Department of Law
3
Federal Reserve System / Board of Governors
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Forschungsinstitut zur Zukunft der Arbeit
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University of California, San Diego / Department of Economics
3
University of Exeter / Department of Economics
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Australian National University / Faculty of Economics and Commerce
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Centre for Analytical Finance <Århus>
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Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
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Federal Reserve Bank of San Francisco
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Federal Reserve System / Division of Research and Statistics
2
Institut für Höhere Studien
2
International Symposium in Economic Theory and Econometrics <5, 1988, Durham, NC>
2
Københavns Universitet / Økonomisk Institut
2
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
2
Panepistēmio Kypru / Department of Economics
2
Robert Schuman Centre for Advanced Studies
2
Rodney L. White Center for Financial Research
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
Trinity College Dublin / Department of Economics
2
Universitat Pompeu Fabra / Departament d'Economia i Empresa
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Working paper series economics and econometrics
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Asymptotic filtering theory for multivariate ARCH models
Nelson, Daniel B.
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1994
Persistent link: https://www.econbiz.de/10000899156
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Asymptotically optimal smoothing with ARCH models
Nelson, Daniel B.
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1994
Persistent link: https://www.econbiz.de/10000899157
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