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type_genre:"Arbeitspapier"
~person:"Sentana, Enrique"
~subject:"ARCH model"
~subject:"Hessian matrix"
~subject:"Theorie"
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Search: subject_exact:"Estimation theory"
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ARCH model
Hessian matrix
Theorie
Estimation theory
42
Schätztheorie
42
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19
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19
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
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8
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7
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7
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7
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7
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5
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5
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ARCH-Modell
4
Estimation
4
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4
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outer product of the score
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Sentana, Enrique
Härdle, Wolfgang
56
Pesaran, M. Hashem
32
Franses, Philip Hans
30
Maravall Herrero, Agustín
24
Swanson, Norman R.
24
Gouriéroux, Christian
22
Imbens, Guido
22
Phillips, Peter C. B.
22
Kohn, Robert
19
Heckman, James J.
18
McAleer, Michael
18
Stahlecker, Peter
18
Teräsvirta, Timo
18
Zakoïan, Jean-Michel
18
Robert, Christian P.
17
Francq, Christian
16
Kleibergen, Frank
16
Diebold, Francis X.
15
Fiorentini, Gabriele
15
Giles, David E. A.
15
Sheather, Simon J.
15
Spokojnyj, Vladimir G.
15
Angrist, Joshua D.
14
Giles, Judith A.
13
Lucas, André
13
Newey, Whitney K.
13
Andrews, Donald W. K.
12
Arnold, Bernhard
12
Brännäs, Kurt
12
Guégan, Dominique
12
Huschens, Stefan
12
Scaillet, Olivier
12
Abberger, Klaus
11
Bera, Anil K.
11
Breitung, Jörg
11
Dufour, Jean-Marie
11
Feng, Yuanhua
11
Hafner, Christian M.
11
Linton, Oliver
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CEMFI working paper
4
Documento de trabajo / Centro de Estudios Monetarios y Financieros
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2
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2
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1
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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/10012518667
Saved in:
2
Multivariate Hermite polynomials and information matrix tests
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660820
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/10012660824
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/10012631226
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
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
-
2017
Persistent link: https://www.econbiz.de/10011686422
Saved in:
8
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
-
2017
Persistent link: https://www.econbiz.de/10011708502
Saved in:
9
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:
10
Likelihood-based estimation of latent general ARCH structures
Fiorentini, Gabriele
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10003179153
Saved in:
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