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subject:"United Kingdom"
type:"article"
~person:"Kristensen, Dennis"
~subject:"Bayesian inference"
~subject:"Statistical test"
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Search: subject_exact:"Estimation theory"
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United Kingdom
Bayesian inference
Statistical test
Estimation theory
19
Schätztheorie
19
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Time series analysis
5
Zeitreihenanalyse
5
Estimation
4
Schätzung
4
Statistischer Test
4
ARCH model
3
ARCH-Modell
3
Simulation
3
Stochastic process
3
Stochastischer Prozess
3
Autocorrelation
2
Autokorrelation
2
Cointegration
2
Correlation
2
Induktive Statistik
2
Kointegration
2
Korrelation
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Nichtlineare Regression
2
Nonlinear regression
2
Statistical inference
2
Volatility
2
Volatilität
2
Approximate Bayesian Computation
1
Asymptotic properties
1
Bayes-Statistik
1
Beta risk
1
Betafaktor
1
Bias
1
Bias adjustment
1
Book-to-market premium
1
CAPM
1
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English
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Kristensen, Dennis
Tsionas, Efthymios G.
15
Baltagi, Badi H.
13
Bera, Anil K.
11
Dufour, Jean-Marie
11
Koop, Gary
10
Shi, Xiaoxia
10
Phillips, Peter C. B.
9
Su, Liangjun
9
Sun, Yixiao
9
White, Halbert
9
Zhang, Xibin
9
Zhang, Xinyu
9
Cai, Zongwu
8
Chen, Yi-ting
8
Kleibergen, Frank
8
Pesaran, M. Hashem
8
Andrews, Donald W. K.
7
Guggenberger, Patrik
7
Khalaf, Lynda
7
Perron, Pierre
7
Sentana, Enrique
7
Allenby, Greg M.
6
Canay, Ivan A.
6
Chaturvedi, Anoop
6
Demetrescu, Matei
6
Doğan, Osman
6
Escanciano, Juan Carlos
6
Han, Xiaoyi
6
Hsu, Yu-Chin
6
Inoue, Atsushi
6
Jin, Sainan
6
Kao, Chihwa
6
Lee, Lung-fei
6
Taṣpınar, Süleyman
6
Andrews, Isaiah
5
Bugni, Federico A.
5
Fang, Ying
5
Gallant, A. Ronald
5
Guerrón-Quintana, Pablo A.
5
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Journal of econometrics
2
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of empirical finance
1
Journal of financial economics
1
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ECONIS (ZBW)
6
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1
ABC of SV: limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
- In:
Journal of empirical finance
31
(
2015
),
pp. 85-108
Persistent link: https://www.econbiz.de/10011489408
Saved in:
2
Testing and inference in nonlinear cointegrating vector erro correction models
Kristensen, Dennis
;
Rahbek, Anders
- In:
Econometric theory
29
(
2013
)
6
,
pp. 1238-1288
Persistent link: https://www.econbiz.de/10010343726
Saved in:
3
Testing conditional factor models
Ang, Andrew
;
Kristensen, Dennis
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 132-156
Persistent link: https://www.econbiz.de/10009666667
Saved in:
4
Semi-nonparametric estimation and misspecification testing of diffusion models
Kristensen, Dennis
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 382-403
Persistent link: https://www.econbiz.de/10009301897
Saved in:
5
Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models
Kristensen, Dennis
- In:
Journal of econometrics
156
(
2010
)
2
,
pp. 239-259
Persistent link: https://www.econbiz.de/10008648830
Saved in:
6
Semi-nonparametric IV estimation of shape-invariant Engel curves
Blundell, Richard W.
;
Chen, Xiaohong
;
Kristensen, Dennis
- In:
Econometrica : journal of the Econometric Society, an …
75
(
2007
)
6
,
pp. 1613-1669
Persistent link: https://www.econbiz.de/10003611846
Saved in:
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