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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~isPartOf:"CREATES research paper"
~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~isPartOf:"ECARES working paper"
~subject:"Maximum-Likelihood-Schätzung"
~type_genre:"Bibliografie"
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Search: subject_exact:"Estimation theory"
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Maximum-Likelihood-Schätzung
Estimation theory
223
Schätztheorie
223
Time series analysis
79
Zeitreihenanalyse
79
Theorie
53
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53
Nichtparametrisches Verfahren
34
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26
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20
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United States
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Bootstrap approach
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Bootstrap-Verfahren
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Induktive Statistik
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Statistical inference
11
VAR model
10
VAR-Modell
10
Maximum likelihood estimation
9
Multivariate Analyse
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Cavaliere, Giuseppe
2
Nielsen, Morten Ørregaard
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2
Taylor, Robert
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Floor Brix, Anne
1
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CREATES research paper
Discussion paper / Tinbergen Institute / Tinbergen Institute
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9
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3
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1
Estimation of heterogeneous agent models : a likelihood approach
Parra-Alvarez, Juan Carlos
;
Posch, Olaf
;
Wang, Mu-Chun
-
2020
Persistent link: https://www.econbiz.de/10012317765
Saved in:
2
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
3
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2017
Persistent link: https://www.econbiz.de/10011721042
Saved in:
4
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2016
Persistent link: https://www.econbiz.de/10011624059
Saved in:
5
Tractable likelihood-based estimation of non-linear DSGE models using higher-order approximations
Kollmann, Robert
-
2016
Persistent link: https://www.econbiz.de/10011672370
Saved in:
6
Maximum likelihood estimation of time-varying loadings in high-dimensional factor models
Mikkelsen, Jakob Guldbæk
;
Hillebrand, Eric
;
Urga, Giovanni
-
2015
Persistent link: https://www.econbiz.de/10011409357
Saved in:
7
Nonstationary ARCH and GARCH with t-distributed innovations
Pedersen, Rasmus Søndergaard
;
Rahbek, Anders
-
2015
Persistent link: https://www.econbiz.de/10010529443
Saved in:
8
Estimating stochastic volatility models using predictionbased estimating functions
Lunde, Asger
;
Floor Brix, Anne
-
2013
Persistent link: https://www.econbiz.de/10009763883
Saved in:
9
An I(2) cointegration model with piecewise linear trends : likelihood analysis and application
Kurita, Takamitsu
;
Bohn Nielsen, Heino
;
Rahbek, Anders
-
2009
Persistent link: https://www.econbiz.de/10003863153
Saved in:
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