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type_genre:"Graue Literatur"
type_genre:"Survey"
~person:"Fiorentini, Gabriele"
~subject:"Theory"
~subject:"VAR-Modell"
~type_genre:"Aufsatzsammlung"
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Search: subject_exact:"Estimation theory"
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Theory
VAR-Modell
Estimation theory
26
Schätztheorie
26
Statistical test
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Statistischer Test
10
Theorie
7
Hessian matrix
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Time series analysis
6
Zeitreihenanalyse
6
VAR model
5
Multivariate Analyse
4
Multivariate analysis
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outer product of the score
4
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3
GDI
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Gaussian process
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National income
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Nationaleinkommen
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finite normal mixtures
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ARCH model
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ARCH-Modell
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Factor analysis
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Scientific modelling
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Simulation
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Volatility
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Volatilität
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information matrix test
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multivariate normality
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Fiorentini, Gabriele
Härdle, Wolfgang
55
Lütkepohl, Helmut
36
Pesaran, M. Hashem
34
Franses, Philip Hans
29
Gouriéroux, Christian
26
Kilian, Lutz
25
Swanson, Norman R.
24
Imbens, Guido
23
Maravall Herrero, Agustín
23
Phillips, Peter C. B.
23
Winker, Peter
21
Kohn, Robert
19
Brännäs, Kurt
18
Heckman, James J.
18
Stahlecker, Peter
18
Robert, Christian P.
17
Spokojnyj, Vladimir G.
17
Kleibergen, Frank
16
McAleer, Michael
16
Giles, David E. A.
15
Sheather, Simon J.
15
Staszewska-Bystrova, Anna
15
Teräsvirta, Timo
15
Zakoïan, Jean-Michel
15
Angrist, Joshua D.
14
Diebold, Francis X.
14
Kapetanios, George
14
Newey, Whitney K.
14
Sentana, Enrique
14
Andrews, Donald W. K.
13
Francq, Christian
13
Giles, Judith A.
13
Koop, Gary
13
Monfort, Alain
13
Arnold, Bernhard
12
Breitung, Jörg
12
Dufour, Jean-Marie
12
Guégan, Dominique
12
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2
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1
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ECONIS (ZBW)
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1
Specification tests for non-Gaussian structural vector autoregressions
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2022
Persistent link: https://www.econbiz.de/10013540674
Saved in:
2
Moment tests of independent components
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660817
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
Constrained indirect inference estimation
Calzolari, Giorgio
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2001
Persistent link: https://www.econbiz.de/10001599297
Saved in:
7
Constrained EMM and indirect inference estimation
Calzolari, Giorgio
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2000
Persistent link: https://www.econbiz.de/10001486774
Saved in:
8
Control variates for variance reduction in indirect inference : interest rate models in continuous time
Calzolari, Giorgio
;
Di Iorio, Francesca
;
Fiorentini, …
-
1998
-
1. ed
Persistent link: https://www.econbiz.de/10000985961
Saved in:
9
Identification, estimation and testing of conditionally heteroskedastic factor models
Sentana, Enrique
;
Fiorentini, Gabriele
-
1997
Persistent link: https://www.econbiz.de/10000970451
Saved in:
10
Identification, estimation and testing of conditionally heteroskedastic factor models
Sentana, Enrique
;
Fiorentini, Gabriele
-
1997
-
1. ed
Persistent link: https://www.econbiz.de/10000973039
Saved in:
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