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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Prognoseverfahren"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Prognoseverfahren
Zeitreihenanalyse
Estimation theory
343
Schätztheorie
343
Time series analysis
99
Theorie
82
Theory
82
Estimation
41
Schätzung
41
Volatilität
40
Nichtparametrisches Verfahren
31
Nonparametric statistics
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Regression analysis
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Regressionsanalyse
31
Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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22
Statistical distribution
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Statistische Verteilung
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ARCH model
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ARCH-Modell
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Probability theory
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Wahrscheinlichkeitsrechnung
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Sampling
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Stichprobenerhebung
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Panel
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Panel study
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Autocorrelation
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Autokorrelation
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Kleinste-Quadrate-Methode
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Least squares method
15
Bias
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Simulation
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137
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Koopman, Siem Jan
28
Lucas, André
12
Blasques, Francisco
10
Ooms, Marius
8
Franses, Philip Hans
7
Gorgi, Paolo
7
Boswijk, Herman Peter
6
Dijk, Dick van
6
Heij, Christiaan
6
Bos, Charles S.
5
Dijk, Herman K. van
5
Christopeit, Norbert
4
Diks, Cees G. H.
4
Franses, Philip H.
4
Gooijer, Jan G. de
4
Hoek, Henk
4
Kleibergen, Frank
4
Lundbergh, Stefan
4
Massmann, Michael
4
Sluis, Pieter J. van der
4
Teräsvirta, Timo
4
Daníelsson, Jón
3
Kiviet, J. F.
3
Boswijk, H. P.
2
Brännäs, Kurt
2
Callot, Laurent
2
Carnero, M. Angeles
2
Cramer, Jan S.
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Creal, Drew
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Deistler, Manfred
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Doornik, Jurgen A.
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Exterkate, Peter
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Gatheral, Jim
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Haldrup, Niels
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Hallerbach, Winfried G.
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Janus, Paweł
2
Joseph, Agnes S.
2
Jungbacker, Borus
2
Koop, Gary
2
Lin, Yicong
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Discussion paper / Tinbergen Institute
International journal of theoretical and applied finance
Journal of econometrics
430
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
184
Econometric theory
179
Economics letters
171
International journal of forecasting
131
Econometric reviews
103
Journal of forecasting
102
CREATES research paper
78
Working paper / Department of Econometrics and Business Statistics, Monash University
71
Applied economics letters
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
58
Economic modelling
55
Cowles Foundation discussion paper
54
Journal of the American Statistical Association : JASA
52
Econometrics : open access journal
51
The econometrics journal
51
NBER Working Paper
50
Journal of empirical finance
49
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
47
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
45
Applied economics
43
Computational economics
43
Journal of time series econometrics
43
Journal of applied econometrics
41
Journal of financial econometrics : official journal of the Society for Financial Econometrics
39
NBER working paper series
37
SFB 649 discussion paper
36
Série des documents de travail / Centre de Recherche en Économie et Statistique
36
EUI working paper / ECO
35
Working paper
31
Working paper / National Bureau of Economic Research, Inc.
31
Discussion paper
30
Oxford bulletin of economics and statistics
30
Working paper series
29
Finance research letters
28
Discussion paper / Center for Economic Research, Tilburg University
27
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
27
Discussion paper / Department of Economics, University of California San Diego
26
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ECONIS (ZBW)
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131
Attrition in panel data and the estimation of dynamic labor markets models
Berg, Gerard J. van den
;
Lindeboom, Maarten
-
1994
Persistent link: https://www.econbiz.de/10000151678
Saved in:
132
On /2-optimal approximate modelling of vector time series
Roorda, Berend
;
Heij, Christiaan
-
1993
Persistent link: https://www.econbiz.de/10000122464
Saved in:
133
Global total least squares modelling of multivariable time series
Roorda, Berend
;
Heij, Christiaan
-
1993
Persistent link: https://www.econbiz.de/10000122512
Saved in:
134
Periodic cointegration : representation and inference
Boswijk, H. P.
;
Franses, Philip H.
-
1993
Persistent link: https://www.econbiz.de/10000122531
Saved in:
135
Unit root tests based on M estimators
Lucas, André
-
1993
Persistent link: https://www.econbiz.de/10000150813
Saved in:
136
Unit roots in periodic autoregressions
Boswijk, H. P.
;
Franses, Philip H.
-
1993
Persistent link: https://www.econbiz.de/10000151639
Saved in:
137
GARCH effects on a test of cointegration
Franses, Philip H.
;
Kofman, Paul
;
Moser, James
-
1992
Persistent link: https://www.econbiz.de/10000122460
Saved in:
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