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subject:"United States"
type_genre:"Bibliography included"
~language:"eng"
~person:"Sentana, Enrique"
~subject:"CAPM"
~subject:"Gaussian process"
~subject:"IV-Schätzung"
~subject:"Maximum likelihood estimation"
~subject:"Zeitreihenanalyse"
~type_genre:"Arbeitspapier"
~type_genre:"Conference paper"
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Search: subject_exact:"Estimation theory"
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| 11 applied filters
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Subject
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United States
CAPM
Gaussian process
IV-Schätzung
Maximum likelihood estimation
Zeitreihenanalyse
Estimation theory
42
Schätztheorie
42
Statistical test
19
Statistischer Test
19
Maximum-Likelihood-Schätzung
8
Theorie
8
Theory
8
Time series analysis
7
VAR model
7
VAR-Modell
7
Hessian matrix
6
Generalized extremum tests
5
Multivariate Verteilung
5
Multivariate distribution
5
ARCH model
4
ARCH-Modell
4
Estimation
4
Multivariate Analyse
4
Multivariate analysis
4
Regression analysis
4
Regressionsanalyse
4
Schätzung
4
Stochastic process
4
Stochastischer Prozess
4
Volatility
4
Volatilität
4
outer product of the score
4
Correlation
3
Exact test
3
GDI
3
GDP
3
Gauß-Prozess
3
Korrelation
3
Method of moments
3
Modellierung
3
Momentenmethode
3
National income
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Free
9
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5
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Book / Working Paper
16
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Bibliography included
Arbeitspapier
Conference paper
Working Paper
16
Graue Literatur
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Non-commercial literature
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Language
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English
Author
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Sentana, Enrique
Gao, Jiti
41
Koopman, Siem Jan
33
Phillips, Peter C. B.
32
Nielsen, Morten Ørregaard
25
Swanson, Norman R.
25
Lütkepohl, Helmut
24
Johansen, Søren
23
Kapetanios, George
21
Maravall Herrero, Agustín
21
Pesaran, M. Hashem
21
Franses, Philip Hans
19
Sibbertsen, Philipp
19
Teräsvirta, Timo
19
Peng, Bin
18
Gouriéroux, Christian
17
Lucas, André
17
Chen, Xiaohong
15
Härdle, Wolfgang
15
Linton, Oliver
15
Marcellino, Massimiliano
15
Fiorentini, Gabriele
14
Chao, John C.
13
Chernozhukov, Victor
13
Hyndman, Rob J.
13
Newey, Whitney K.
13
Ooms, Marius
12
Bauwens, Luc
11
Blasques, Francisco
11
Gómez, Víctor
11
Koop, Gary
11
Shephard, Neil G.
11
Zakoïan, Jean-Michel
11
Audrino, Francesco
10
Cai, Zongwu
10
Giraitis, Liudas
10
Horowitz, Joel
10
McAleer, Michael
10
Monfort, Alain
10
Nielsen, Bent
10
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CEMFI working paper
9
Discussion paper / Centre for Economic Policy Research
3
Discussion papers / CEPR
2
Discussion paper / Center for Economic Research, Tilburg University
1
Oxford Financial Research Centre economics series
1
Source
All
ECONIS (ZBW)
16
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1
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
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:
3
Specification tests for non-Gaussian maximum likelihood estimators
Fiorentini, Gabriele
;
Sentana, Enrique
-
2018
Persistent link: https://www.econbiz.de/10011879517
Saved in:
4
Consistent non-Gaussian pseudo maximum likelihood estimators
Fiorentini, Gabriele
;
Sentana, Enrique
-
2018
Persistent link: https://www.econbiz.de/10011797680
Saved in:
5
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
-
2017
Persistent link: https://www.econbiz.de/10011686422
Saved in:
6
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions
Fiorentini, Gabriele
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012314458
Saved in:
7
New testing approaches for mean-variance predictability
Fiorentini, Gabriele
;
Sentana, Enrique
-
2019
Persistent link: https://www.econbiz.de/10012025064
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
Specification tests for non-Gaussian maximum likelihood estimators
Sentana, Enrique
;
Fiorentini, Gabriele
-
2018
Persistent link: https://www.econbiz.de/10011916573
Saved in:
10
Consistent non-Gaussian pseudo maximum likelihood estimators
Fiorentini, Gabriele
;
Sentana, Enrique
-
2018
Persistent link: https://www.econbiz.de/10011884227
Saved in:
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