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subject:"Volatilität"
type_genre:"Working Paper"
~isPartOf:"CEMFI working paper"
~subject:"Forecasting model"
~subject:"Panel"
~subject:"VAR-Modell"
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Search: subject_exact:"Estimation theory"
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Volatilität
Forecasting model
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Estimation theory
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Statistical test
11
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Estimation
6
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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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Economic growth
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Hessian matrix
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Sentana, Enrique
5
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3
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CEMFI working paper
Discussion paper / Tinbergen Institute
65
Working paper / Department of Econometrics and Business Statistics, Monash University
54
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44
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41
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SFB 649 discussion paper
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15
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15
Discussion paper / Center for Economic Research, Tilburg University
14
Discussion paper / Centre for Economic Policy Research
12
Discussion papers of interdisciplinary research project 373
12
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
12
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Working paper series
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Working paper / Department of Economics, Lund University
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Memorandum / Department of Economics, University of Oslo
8
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
8
Barcelona GSE working paper series : working paper
7
Department of Economics working paper series
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
Discussion paper / Tinbergen Institute / Tinbergen Institute
7
Discussion papers / Statistics Norway, Research Department
7
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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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
Estimating latent-variable panel data models using parameter-expanded SEM methods
Wei, Siqi
-
2022
Persistent link: https://www.econbiz.de/10013473358
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3
Moment tests of independent components
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660817
Saved in:
4
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:
5
Zero-diagonality as a linear structure
Magnus, Jan R.
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012310482
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/10012310522
Saved in:
7
Nonlinear panel data estimation via quantile regression
Arellano, Manuel
;
Bonhomme, Stéphane
-
2015
Persistent link: https://www.econbiz.de/10011408310
Saved in:
8
Panel growth regressions with general predetermined variables : likelihood-based estimation and bayesian averaging
Moral-Benito, Enrique
-
2010
Persistent link: https://www.econbiz.de/10009743646
Saved in:
9
Robust priors in nonlinear panel data models
Arellano, Manuel
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003525314
Saved in:
10
Robust likelihood estimation of dynamic panel data models
Alvarez, Javier
;
Arellano, Manuel
-
2004
Persistent link: https://www.econbiz.de/10002951011
Saved in:
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