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subject:"Wechselkurs"
~isPartOf:"Economics letters"
~isPartOf:"Journal of foreign exchange and international finance : JFEIF"
~person:"Hua, Ying"
~person:"Jeong, Hanbat"
~person:"Montoya-Blandón, Santiago"
~person:"Neftci, Salih N."
~subject:"Maximum likelihood estimation"
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Wechselkurs
Maximum likelihood estimation
Estimation theory
4
Schätztheorie
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Maximum-Likelihood-Schätzung
3
ARMA model
1
ARMA-Modell
1
Autocorrelation
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Exchange rate
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Fisher information matrix
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Fixed effects
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Gaussian maximum likelihood estimator
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Nichtparametrisches Verfahren
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Origin-destination flow
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Semiparametric estimation
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Hua, Ying
Jeong, Hanbat
Montoya-Blandón, Santiago
Neftci, Salih N.
Jin, Fei
3
Lee, Lung-fei
3
Moura, Guilherme Valle
2
Akashi, Kentaro
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Bao, Yong
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Beckmann, Joscha
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Economics letters
Journal of foreign exchange and international finance : JFEIF
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ECONIS (ZBW)
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1
Estimation of spatial autoregressive models for origin-destination flows : a partial likelihood approach
Jeong, Hanbat
;
Lin, Yanli
;
Lee, Lung-fei
- In:
Economics letters
229
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014456221
Saved in:
2
Semiparametric quasi maximum likelihood estimation of the fractional response model
Montoya-Blandón, Santiago
;
Jacho-Chávez, David Tomás
- In:
Economics letters
186
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012500374
Saved in:
3
On the Fisher information matrix of a vector ARMA process
Bao, Yong
;
Hua, Ying
- In:
Economics letters
123
(
2014
)
1
,
pp. 14-16
Persistent link: https://www.econbiz.de/10010399080
Saved in:
4
A diagnostic check for model specification : an application to the yen-dollar exchange rate
Neftci, Salih N.
- In:
Economics letters
33
(
1990
)
1
,
pp. 69-73
Persistent link: https://www.econbiz.de/10001088734
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