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type_genre:"Arbeitspapier"
~person:"Sentana, Enrique"
~subject:"ARCH model"
~subject:"Hessian matrix"
~subject:"Regression analysis"
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Search: subject_exact:"Estimation theory"
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ARCH model
Hessian matrix
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Estimation theory
42
Schätztheorie
42
Statistical test
19
Statistischer Test
19
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
Theorie
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Theory
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Sentana, Enrique
Härdle, Wolfgang
40
Dette, Holger
39
Phillips, Peter C. B.
31
Gao, Jiti
21
Chernozhukov, Victor
19
Linton, Oliver
17
Weidner, Martin
14
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13
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12
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12
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11
Fiorentini, Gabriele
11
Tutz, Gerhard
11
Van Keilegom, Ingrid
11
Belloni, Alexandre
10
Croux, Christophe
10
Feng, Yuanhua
10
Yang, Lijian
10
Fernández-Val, Iván
9
Hafner, Christian M.
9
Hansen, Christian Bailey
9
Jochmans, Koen
9
Teräsvirta, Timo
9
Amengual, Dante
8
Arnold, Bernhard
8
Audrino, Francesco
8
Chen, Xiaohong
8
Florens, Jean-Pierre
8
Francq, Christian
8
Horowitz, Joel
8
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8
Melas, Vjačeslav Borisovič
8
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8
Pesaran, M. Hashem
8
Sperlich, Stefan
8
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8
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8
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ECONIS (ZBW)
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1
Multivariate Hermite polynomials and information matrix tests
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660820
Saved in:
2
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:
3
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:
4
Multivariate hermite polynomials and information matrix tests
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012518667
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/10013183699
Saved in:
6
Multivariate Hermite polynomials and information matrix tests
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10013183706
Saved in:
7
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
-
2020
Persistent link: https://www.econbiz.de/10012308723
Saved in:
8
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
-
2020
Persistent link: https://www.econbiz.de/10012232995
Saved in:
9
On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models
Fiorentini, Gabriele
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003572666
Saved in:
10
On the validity of the jarque-bera normality test in conditionally heteroskedastic synamic regression models
Fiorentini, Gabriele
;
Sentana, Enrique
;
Calzolari, Giorgio
-
2003
Persistent link: https://www.econbiz.de/10001747011
Saved in:
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