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type_genre:"Arbeitspapier"
type_genre:"No longer published / No longer aquired"
~accessRights:"free"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~subject:"Bayesian inference"
~subject:"Theorie"
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Search: subject_exact:"Estimation theory"
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Bayesian inference
Theorie
Estimation theory
10
Schätztheorie
10
Theory
6
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Regression analysis
2
Regressionsanalyse
2
ARCH model
1
ARCH-Modell
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Aktienindex
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Autocorrelation
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Autokorrelation
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Cointegration
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Core
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Dynamic equilibrium
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Dynamisches Gleichgewicht
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GARCH
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Heteroscedasticity
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Kointegration
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Method of moments
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Momentenmethode
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Real business cycle model
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Real-Business-Cycle-Theorie
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Robust statistics
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Robustes Verfahren
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Scientific modelling
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Statistical distribution
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Statistical test
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Arbeitspapier
No longer published / No longer aquired
Graue Literatur
6
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6
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English
6
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Andrews, Donald W. K.
1
Engle, Robert F.
1
Kim, Tae-hwan
1
Komunjer, Ivana
1
Patton, Andrew J.
1
Ruge-Murcia, Francisco Javier
1
Sheppard, Kevin
1
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Discussion paper / Department of Economics, University of California San Diego
Discussion paper series / IZA
56
SFB 649 discussion paper
40
Working paper / National Bureau of Economic Research, Inc.
40
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
36
CEMMAP working papers / Centre for Microdata Methods and Practice
27
Cowles Foundation discussion paper
25
Discussion paper / Center for Economic Research, Tilburg University
22
CESifo working papers
21
CREATES research paper
20
Working paper / Department of Econometrics and Business Statistics, Monash University
20
Technical working paper / National Bureau of Economic Research
19
Discussion paper
17
Discussion paper / Tinbergen Institute
15
Finance and economics discussion series
13
Working papers / Rutgers University, Department of Economics
13
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
12
Discussion papers / Deutsches Institut für Wirtschaftsforschung
10
Discussion papers of interdisciplinary research project 373
10
Working paper
10
Economics working paper
9
Memorandum / Department of Economics, University of Oslo
9
Sveriges Riksbank working paper series
9
Working papers / Department of Economics, The Johns Hopkins University
9
Working papers / Federal Reserve Bank of Philadelphia, Research Department
9
Cambridge working papers in economics
8
CoFE discussion papers
8
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
8
Massachusetts Institute of Technology Department of Economics working paper series : working paper
8
Working papers
8
ZEW discussion papers
8
CORE discussion paper : DP
7
Federal Reserve Bank of Cleveland working paper series
7
Discussion paper / Deutsche Bundesbank
6
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
6
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
6
Economics / Discussion papers : the open-access, open-assessment e-journal
6
Staff reports / Federal Reserve Bank of New York
6
Strathclyde discussion papers in economics
6
Working paper series / European Central Bank ; Eurosystem
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1
Methods to estimate dynamic stochastic general equilibrium models
Ruge-Murcia, Francisco Javier
-
2002
Persistent link: https://www.econbiz.de/10001738065
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2
Adaptive local polynomial whittle estimation of long-range dependence
Andrews, Donald W. K.
;
Sun, Yixiao
-
2002
Persistent link: https://www.econbiz.de/10001711721
Saved in:
3
Estimation, inference, and specification testing for possibly misspecified quantile regression
Kim, Tae-hwan
;
White, Halbert
-
2002
Persistent link: https://www.econbiz.de/10001683571
Saved in:
4
Consistent estimation for aggregated GARCH processes
Komunjer, Ivana
-
2001
Persistent link: https://www.econbiz.de/10001591103
Saved in:
5
Estimation of copula models for time series of possibly different lenghts
Patton, Andrew J.
-
2001
Persistent link: https://www.econbiz.de/10001637762
Saved in:
6
Theoretical and empirical properties of dynamic conditional correlation multivariate GARCH
Engle, Robert F.
;
Sheppard, Kevin
-
2001
Persistent link: https://www.econbiz.de/10001618448
Saved in:
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