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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:"Momentenmethode"
~subject:"Zeitreihenanalyse"
~type_genre:"Arbeitspapier"
~type_genre:"Conference paper"
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Search: subject_exact:"Estimation theory"
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Subject
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United States
CAPM
Gaussian process
IV-Schätzung
Momentenmethode
Zeitreihenanalyse
Estimation theory
42
Schätztheorie
42
Statistical test
19
Statistischer Test
19
Maximum likelihood estimation
8
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
National income
3
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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
30
Phillips, Peter C. B.
30
Swanson, Norman R.
26
Lütkepohl, Helmut
25
Nielsen, Morten Ørregaard
24
Kapetanios, George
23
Johansen, Søren
22
Pesaran, M. Hashem
22
Maravall Herrero, Agustín
21
Franses, Philip Hans
19
Newey, Whitney K.
19
Sibbertsen, Philipp
19
Peng, Bin
18
Teräsvirta, Timo
18
Chen, Xiaohong
17
Chernozhukov, Victor
17
Marcellino, Massimiliano
17
Hall, Alastair R.
16
Linton, Oliver
16
Lucas, André
16
Smith, Richard J.
15
Chao, John C.
14
Härdle, Wolfgang
14
Gouriéroux, Christian
13
Hyndman, Rob J.
13
Kiviet, J. F.
13
Kleibergen, Frank
13
Andrews, Donald W. K.
12
Ooms, Marius
12
Windmeijer, Frank
12
Fiorentini, Gabriele
11
Gómez, Víctor
11
Koop, Gary
11
Audrino, Francesco
10
Giraitis, Liudas
10
Hausman, Jerry A.
10
Nielsen, Bent
10
Poskitt, Donald Stephen
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
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
-
2020
Persistent link: https://www.econbiz.de/10012308723
Saved in:
3
Consistent non-Gaussian pseudo maximum likelihood estimators
Fiorentini, Gabriele
;
Sentana, Enrique
-
2018
Persistent link: https://www.econbiz.de/10011797680
Saved in:
4
Testing distributional assumptions using a continuum of moments
Amengual, Dante
;
Carrasco, Marine
;
Sentana, Enrique
-
2017
Persistent link: https://www.econbiz.de/10011654776
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
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
-
2020
Persistent link: https://www.econbiz.de/10012232995
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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