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~isPartOf:"CEMFI working paper"
~person:"Fiorentini, Gabriele"
~person:"Jansson, Michael"
~person:"Shephard, Neil G."
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Search: subject_exact:"Maximum-Likelihood-Schätzung"
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Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
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Estimation theory
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3
Wiener-Kolmogorov filter
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spectral maximum likelihood
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Fiorentini, Gabriele
Jansson, Michael
Shephard, Neil G.
Sentana, Enrique
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Galesi, Alessandro
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Dynamic factor models
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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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:
2
Consistent non-Gaussian pseudo maximum likelihood estimators
Fiorentini, Gabriele
;
Sentana, Enrique
-
2018
Persistent link: https://www.econbiz.de/10011797680
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3
Specification tests for non-Gaussian maximum likelihood estimators
Fiorentini, Gabriele
;
Sentana, Enrique
-
2018
Persistent link: https://www.econbiz.de/10011879517
Saved in:
4
Fast ML estimation of dynamic bifactor models : an application to European inflation
Fiorentini, Gabriele
;
Galesi, Alessandro
;
Sentana, Enrique
-
2015
Persistent link: https://www.econbiz.de/10011408301
Saved in:
5
Neglected serial correlation tests in UCARIMA models
Fiorentini, Gabriele
;
Sentana, Enrique
-
2014
Persistent link: https://www.econbiz.de/10011408229
Saved in:
6
A spectral EM algorithm for dynamic factor models
Fiorentini, Gabriele
;
Galesi, Alessandro
;
Sentana, Enrique
-
2014
Persistent link: https://www.econbiz.de/10011408285
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