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subject:"Stochastischer Prozess"
subject:"Volatility"
~accessRights:"free"
~isPartOf:"CEMFI working paper"
~person:"Alizadeh, Sassan"
~person:"Sentana, Enrique"
~person:"Teräsvirta, Timo"
~subject:"Maximum likelihood estimation"
~subject:"Nonlinear regression"
~subject:"Scientific modelling"
~type_genre:"Arbeitspapier"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Maximum likelihood estimation
Nonlinear regression
Scientific modelling
Estimation theory
21
Schätztheorie
21
Statistical test
11
Statistischer Test
11
Time series analysis
5
Zeitreihenanalyse
5
Maximum-Likelihood-Schätzung
4
VAR model
4
VAR-Modell
4
Generalized extremum tests
3
Modellierung
3
Multivariate Verteilung
3
Multivariate distribution
3
Regression analysis
3
Regressionsanalyse
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finite normal mixtures
3
higher-order identifiability
3
likelihood ratio test
3
Correlation
2
Estimation
2
Factor analysis
2
Faktorenanalyse
2
Hessian matrix
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Korrelation
2
Method of moments
2
Momentenmethode
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Multivariate Analyse
2
Multivariate analysis
2
Schätzung
2
Statistical distribution
2
Statistische Verteilung
2
Stochastic process
2
outer product of the score
2
structural vector autoregressions
2
1951-2001
1
ARCH model
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ARCH-Modell
1
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Alizadeh, Sassan
Sentana, Enrique
Teräsvirta, Timo
Fiorentini, Gabriele
6
Amengual, Dante
2
Arellano, Manuel
1
Bonhomme, Stéphane
1
Magnus, Jan R.
1
Manresa, Elena
1
Peñaranda, Francisco
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Pijls, Henk G. J.
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Tian, Zhanyuan
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Wei, Siqi
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CEMFI working paper
CREATES research paper
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ECONIS (ZBW)
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Specification tests for non-Gaussian structural vector autoregressions
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2022
Persistent link: https://www.econbiz.de/10013540674
Saved in:
2
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
-
2020
Persistent link: https://www.econbiz.de/10012308723
Saved in:
3
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:
4
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions
Fiorentini, Gabriele
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012310522
Saved in:
5
Consistent non-Gaussian pseudo maximum likelihood estimators
Fiorentini, Gabriele
;
Sentana, Enrique
-
2018
Persistent link: https://www.econbiz.de/10011797680
Saved in:
6
Specification tests for non-Gaussian maximum likelihood estimators
Fiorentini, Gabriele
;
Sentana, Enrique
-
2018
Persistent link: https://www.econbiz.de/10011879517
Saved in:
7
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
-
2017
Persistent link: https://www.econbiz.de/10011686422
Saved in:
8
Neglected serial correlation tests in UCARIMA models
Fiorentini, Gabriele
;
Sentana, Enrique
-
2014
Persistent link: https://www.econbiz.de/10011408229
Saved in:
9
Dynamic specification tests for static factor models
Fiorentini, Gabriele
;
Sentana, Enrique
-
2009
Persistent link: https://www.econbiz.de/10003914397
Saved in:
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