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type_genre:"Sammelwerk"
~person:"Diebold, Francis X."
~person:"Kohn, Robert"
~person:"Zakoïan, Jean-Michel"
~subject:"Dynamic equilibrium"
~subject:"Korrelation"
~subject:"Stichprobenerhebung"
~subject:"Theorie"
~subject:"USA"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Dynamic equilibrium
Korrelation
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USA
Estimation theory
117
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117
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73
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28
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28
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24
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24
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22
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22
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14
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Diebold, Francis X.
Kohn, Robert
Zakoïan, Jean-Michel
Pesaran, M. Hashem
71
Härdle, Wolfgang
65
Phillips, Peter C. B.
64
Andrews, Donald W. K.
45
Newey, Whitney K.
42
Franses, Philip Hans
41
Gouriéroux, Christian
41
Imbens, Guido
39
McAleer, Michael
37
Giles, David E. A.
36
Swanson, Norman R.
35
Baltagi, Badi H.
33
Robinson, Peter M.
30
Li, Qi
29
Heckman, James J.
28
Linton, Oliver
28
Bera, Anil K.
27
Kleibergen, Frank
27
Horowitz, Joel
26
Ullah, Aman
25
Wooldridge, Jeffrey M.
25
Bauwens, Luc
24
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Granger, C. W. J.
24
King, Maxwell L.
24
Maravall Herrero, Agustín
24
Ohtani, Kazuhiro
24
Robert, Christian P.
24
Stahlecker, Peter
24
Kapetanios, George
22
Lechner, Michael
22
Steel, Mark F. J.
22
Dufour, Jean-Marie
21
Krämer, Walter
21
Lucas, André
21
Srivastava, Virendra K.
21
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ECONIS (ZBW)
81
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81
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1
Particle efficient importance sampling
Scharth, Marcel
;
Kohn, Robert
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 133-147
Persistent link: https://www.econbiz.de/10011591626
Saved in:
2
Bayesian covariance matrix estimation using a mixture of decomposable graphical models
Armstrong, Helen
;
Carter, Chris K.
;
Wong, Kevin
;
Kohn, …
-
2007
Persistent link: https://www.econbiz.de/10003431594
Saved in:
3
On the correlation structure of microstructure noise : a financial economic approach
Diebold, Francis X.
;
Strasser, Georg
- In:
The review of economic studies
80
(
2013
)
4
,
pp. 1304-1337
Persistent link: https://www.econbiz.de/10010202113
Saved in:
4
Efficient estimation of covariance matrices using posterior mode multiple shrinkage
Giordani, Paolo
;
Mun, Xiuyan
;
Kohn, Robert
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
1
,
pp. 154-192
Persistent link: https://www.econbiz.de/10009708919
Saved in:
5
Strict stationarity testing and estimation of explosive and stationary generalized autoregressive conditional heteroscedasticity models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
2
,
pp. 821-861
Persistent link: https://www.econbiz.de/10009534937
Saved in:
6
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
;
Diebold, Francis X.
-
2003
Persistent link: https://www.econbiz.de/10001756564
Saved in:
7
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2002
Persistent link: https://www.econbiz.de/10003349886
Saved in:
8
Parsimonious estimation of the covariance matrix in multinomial probit models
Cripps, Edward
;
Fiebig, Denzil G.
;
Kohn, Robert
- In:
Econometric reviews
29
(
2010
)
2
,
pp. 146-157
Persistent link: https://www.econbiz.de/10003960494
Saved in:
9
Non redundancy of high order moment conditions for efficient GMM estimation of weak ar processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001514932
Saved in:
10
Range-based estimation of stochastic volatility models or exchange rate dynamics are more interesting than you think
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2000
Persistent link: https://www.econbiz.de/10001477772
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