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subject:"Volatilität"
type_genre:"Working Paper"
~isPartOf:"CEMFI working paper"
~subject:"Bootstrap approach"
~subject:"United States"
~subject:"VAR model"
~type_genre:"Konferenzbeitrag"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
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VAR model
Estimation theory
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Estimation
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finite normal mixtures
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higher-order identifiability
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likelihood ratio test
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Sentana, Enrique
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CEMFI working paper
Discussion paper / Tinbergen Institute
47
CEMMAP working papers / Centre for Microdata Methods and Practice
42
CREATES research paper
42
Working paper / National Bureau of Economic Research, Inc.
41
Working paper / Department of Econometrics and Business Statistics, Monash University
24
SFB 649 discussion paper
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21
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20
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Cowles Foundation discussion paper
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Queen's Economics Department working paper
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Discussion papers of interdisciplinary research project 373
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KBI
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Technical working paper / National Bureau of Economic Research
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NBER working paper series
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
13
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Working paper series
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Working papers / Rutgers University, Department of Economics
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Discussion papers / Department of Economics, University of Copenhagen
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Federal Reserve Bank of Cleveland working paper series
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Discussion paper
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Discussion paper / Center for Economic Research, Tilburg University
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Discussion paper / Department of Economics, University of California San Diego
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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
Moment tests of independent components
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660817
Saved in:
3
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660824
Saved in:
4
Zero-diagonality as a linear structure
Magnus, Jan R.
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012310482
Saved in:
5
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:
6
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
-
2017
Persistent link: https://www.econbiz.de/10011686422
Saved in:
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