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subject:"Volatility"
~person:"Fiorentini, Gabriele"
~subject:"Nichtparametrisches Verfahren"
~subject:"Statistischer Test"
~type_genre:"Arbeitspapier"
~type_genre:"Konferenzbeitrag"
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Search: subject_exact:"Estimation theory"
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Volatility
Nichtparametrisches Verfahren
Statistischer Test
Estimation theory
29
Schätztheorie
29
Statistical test
11
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
Theorie
8
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8
Time series analysis
7
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Multivariate Analyse
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outer product of the score
4
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finite normal mixtures
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Volatilität
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information matrix test
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multivariate normality
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Fiorentini, Gabriele
Härdle, Wolfgang
44
Gao, Jiti
41
Linton, Oliver
40
Chen, Xiaohong
31
Phillips, Peter C. B.
28
Cai, Zongwu
23
Chernozhukov, Victor
23
Newey, Whitney K.
23
Sentana, Enrique
23
Dette, Holger
22
Hoderlein, Stefan
21
Horowitz, Joel
20
Amengual, Dante
15
Lewbel, Arthur
15
Simar, Léopold
15
Lee, Sokbae
14
Mammen, Enno
14
Neumeyer, Natalie
14
Van Keilegom, Ingrid
14
Feng, Yuanhua
13
Hsu, Yu-Chin
13
Reiß, Markus
13
Breunig, Christoph
12
Florens, Jean-Pierre
12
Hu, Yingyao
12
Kristensen, Dennis
12
Canay, Ivan A.
11
Gooijer, Jan G. de
11
Hallin, Marc
11
Ichimura, Hidehiko
11
Kitagawa, Toru
11
Koopman, Siem Jan
11
Otsu, Taisuke
11
Scaillet, Olivier
11
Sibbertsen, Philipp
11
White, Halbert
11
Dufour, Jean-Marie
10
Fang, Ying
10
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CEMFI working paper
8
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2
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ECONIS (ZBW)
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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
Multivariate Hermite polynomials and information matrix tests
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660820
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
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012631226
Saved in:
6
Multivariate hermite polynomials and information matrix tests
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012518667
Saved in:
7
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10013183699
Saved in:
8
Multivariate Hermite polynomials and information matrix tests
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10013183706
Saved in:
9
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:
10
Specification tests for non-Gaussian maximum likelihood estimators
Fiorentini, Gabriele
;
Sentana, Enrique
-
2018
Persistent link: https://www.econbiz.de/10011879517
Saved in:
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