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~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~subject:"ARCH model"
~subject:"Theory"
~subject:"USA"
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Search: subject_exact:"Maximum-Likelihood-Schätzung"
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ARCH model
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Robust and efficient adaptive estimation of binary-choice regression models
Čížek, Pavel
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contributor
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2007
Persistent link: https://www.econbiz.de/10003483514
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2
Efficient estimation of autoregression parameters and innovation distributions for semiparametric integer-valued AR(p) models
Drost, Feike C.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003483609
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3
Asymptotics of multivariate regression with consecutively added dependent variables
Raats, V. M.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002263024
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4
Multivariate regression with monotone missing observation of the dependent variables
Raats, V. M.
(
contributor
); …
-
2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692504
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5
Robust estimation of mean and dispersion functions in extended generalized additive models
Croux, Christophe
;
Gijbels, Irène
;
Prosdocimi, Ilaria
-
2010
Persistent link: https://www.econbiz.de/10008664200
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6
Improving upon the marginal empirical distribuition functions when the copula is known
Segers, Johan
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003736683
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7
Efficient estimation of autoregression parameters and innovation distributions for semiparametric integer-valued AR(p) models
Drost, Feike C.
(
contributor
); …
-
2008
-
Rev. version of CentER Discussion Paper 2007-23
Persistent link: https://www.econbiz.de/10003752414
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