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subject:"Schätzung"
type_genre:"Non-commercial literature"
~person:"Croux, Christophe"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"VAR model"
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Schätzung
Maximum-Likelihood-Schätzung
VAR model
Estimation theory
34
Schätztheorie
34
Robust statistics
22
Robustes Verfahren
22
Regression analysis
13
Regressionsanalyse
13
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8
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Sparse estimation
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Econometrics
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Maximum likelihood estimation
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Nichtparametrisches Verfahren
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Croux, Christophe
Lütkepohl, Helmut
34
Pesaran, M. Hashem
28
Gao, Jiti
25
Linton, Oliver
22
Kapetanios, George
19
Kilian, Lutz
19
Marcellino, Massimiliano
19
Cai, Zongwu
17
Sentana, Enrique
17
Koopman, Siem Jan
16
Winker, Peter
16
Staszewska-Bystrova, Anna
15
Härdle, Wolfgang
13
Koop, Gary
12
Fiorentini, Gabriele
11
Kitagawa, Toru
11
Hoderlein, Stefan
10
Hsu, Yu-Chin
10
Huber, Florian
10
Inoue, Atsushi
10
Nielsen, Morten Ørregaard
10
Berg, Gerard J. van den
9
Lechner, Michael
9
Schorfheide, Frank
9
Weidner, Martin
9
Zakoïan, Jean-Michel
9
Athanasopoulos, George
8
Bailey, Natalia
8
Card, David E.
8
Fang, Ying
8
Gouriéroux, Christian
8
Lee, David S.
8
Monfort, Alain
8
Pei, Zhuan
8
Posch, Olaf
8
Schmid, Timo
8
Vahid, Farshid
8
Amengual, Dante
7
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7
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
2
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ECONIS (ZBW)
9
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1
Multi-class vector autoregressive models for multi-store sales data
Wilms, I.
;
Barbaglia, L.
;
Croux, Christophe
-
2016
Persistent link: https://www.econbiz.de/10011658937
Saved in:
2
An algorithm for the multivariate group lasso with covariance estimation
Wilms, I.
;
Croux, Christophe
-
2015
Persistent link: https://www.econbiz.de/10011658494
Saved in:
3
Real or nominal variables, does it matter for the impulse response?
Reusens, Peter
;
Croux, Christophe
-
2015
Persistent link: https://www.econbiz.de/10011290632
Saved in:
4
Robust and sparse estimation of the inverse covariance matrix using rank correlation measures
Croux, Christophe
;
Öllerer, Viktoria
-
2015
Persistent link: https://www.econbiz.de/10011290636
Saved in:
5
Detecting time variation in the price puzzle : an improved prior choice for time varying parameter VAR models
Reusens, Peter
;
Croux, Christophe
-
2014
Persistent link: https://www.econbiz.de/10010485677
Saved in:
6
Jump robust daily covariance estimation by disentangling variance and correlation components
Boudt, Kris
;
Cornelissen, Jonathan
;
Croux, Christophe
-
2010
Persistent link: https://www.econbiz.de/10008989131
Saved in:
7
Robust M-estimation of multivariate conditionally heteroscedastic time series models with elliptical innovations
Boudt, Kris
(
contributor
);
Croux, Christophe
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003624500
Saved in:
8
Robust estimation of the vector autoregressive model by a trimmed least squares procedure
Joossens, Kristel
;
Croux, Christophe
-
2004
Persistent link: https://www.econbiz.de/10002624169
Saved in:
9
The breakdown behavior of the maximum likelihood estimator in the logistic regression model
Croux, Christophe
;
Flandre, Cécile
;
Haesbroeck, Gentiane
-
2002
Persistent link: https://www.econbiz.de/10001649458
Saved in:
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