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type_genre:"Sammelwerk"
~isPartOf:"CEMFI working paper"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Oxford bulletin of economics and statistics"
~person:"Choi, In"
~person:"Fiorentini, Gabriele"
~person:"Gao, Jiti"
~person:"Kapetanios, George"
~source:"econis"
~subject:"Estimation theory"
~subject:"Regression analysis"
~subject:"Sampling"
~subject:"Stichprobenerhebung"
~subject:"Theorie"
~subject:"Theory"
~subject:"USA"
~subject:"United States"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
~type_genre:"Fallstudie"
~type_genre:"Lehrbuch"
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Estimation theory
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Maximum likelihood estimation
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Choi, In
Fiorentini, Gabriele
Gao, Jiti
Kapetanios, George
Sentana, Enrique
24
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10
Marcellino, Massimiliano
8
Hendry, David F.
6
Arellano, Manuel
4
Canova, Fabio
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Westerlund, Joakim
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3
Bei, Xinyue
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Bonhomme, Stéphane
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Gastwirth, Joseph L.
3
Inoue, Atsushi
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Kilian, Lutz
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Lütkepohl, Helmut
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Minford, Patrick
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Modarres, Reza
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Ogwang, Tomson
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Pesaran, M. Hashem
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Rossi, Barbara
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2
Choi, Chi-young
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CEMFI working paper
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Oxford bulletin of economics and statistics
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66
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Essays in honor of Joon Y. Park : econometric methodology in empirical applications
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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
Multivariate Hermite polynomials and information matrix tests
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660820
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/10012660824
Saved in:
5
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions
Fiorentini, Gabriele
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012310522
Saved in:
6
Specification tests for non-Gaussian maximum likelihood estimators
Fiorentini, Gabriele
;
Sentana, Enrique
-
2018
Persistent link: https://www.econbiz.de/10011879517
Saved in:
7
Consistent non-Gaussian pseudo maximum likelihood estimators
Fiorentini, Gabriele
;
Sentana, Enrique
-
2018
Persistent link: https://www.econbiz.de/10011797680
Saved in:
8
Neglected serial correlation tests in UCARIMA models
Fiorentini, Gabriele
;
Sentana, Enrique
-
2014
Persistent link: https://www.econbiz.de/10011408229
Saved in:
9
Specification tests for non-Gaussian maximum likelihood estimators
Sentana, Enrique
;
Fiorentini, Gabriele
-
2018
Persistent link: https://www.econbiz.de/10011916573
Saved in:
10
Consistent non-Gaussian pseudo maximum likelihood estimators
Fiorentini, Gabriele
;
Sentana, Enrique
-
2018
Persistent link: https://www.econbiz.de/10011884227
Saved in:
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