//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Econometric theory"
~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~subject:"Theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Maximum-Likelihood-Schätzung"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Theory
Maximum likelihood estimation
32
Maximum-Likelihood-Schätzung
32
Theorie
18
Estimation theory
11
Schätztheorie
11
Stochastic process
5
Stochastischer Prozess
5
ARCH model
4
ARCH-Modell
4
Autocorrelation
4
Autokorrelation
4
ARMA model
3
ARMA-Modell
3
Time series analysis
3
Zeitreihenanalyse
3
Bayes-Statistik
2
Bayesian inference
2
Dynamic equilibrium
2
Dynamisches Gleichgewicht
2
Induktive Statistik
2
Method of moments
2
Momentenmethode
2
Multivariate Analyse
2
Multivariate analysis
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Regional economics
2
Regionalökonomik
2
Regression analysis
2
Regressionsanalyse
2
State space model
2
Statistical inference
2
Statistical test
2
Statistischer Test
2
Zustandsraummodell
2
1871-2000
1
ARFIMA
1
Analysis
1
Bias
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
12
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Arbeitspapier
5
Working Paper
5
Graue Literatur
4
Non-commercial literature
4
Language
All
English
18
Author
All
Lieberman, Offer
3
Kristensen, Dennis
2
Rahbek, Anders
2
Sørensen, Helle
2
Anatolyev, Stanislav
1
Andrews, Donald W. K.
1
Dhaene, Geert
1
Fermanian, Jean-David
1
Jochmans, Koen
1
Johansen, Søren
1
Knight, John L.
1
Kosenok, Grigory
1
Lee, Lung-fei
1
Meer, Tjacco van der
1
Nielsen, Morten Ørregaard
1
Pap, Gyula
1
Phillips, Peter C. B.
1
Poulsen, Rolf
1
Salanié, Bernard
1
Sørensen, Michael
1
Taulbjerg, Jes
1
Uchida, Masayuki
1
Yu, Jun
1
Zuijlen, Martien C. A. van
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
5
Published in...
All
Econometric theory
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
Journal of econometrics
29
Discussion paper / Tinbergen Institute
23
Economics letters
13
Econometric reviews
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
The econometrics journal
9
Cowles Foundation discussion paper
8
Statistical papers
8
Discussion paper / Center for Economic Research, Tilburg University
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Working paper / National Bureau of Economic Research, Inc.
7
Discussion paper / Department of Economics, University of California San Diego
6
Discussion papers in statistics and quantitative economics
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
NBER Working Paper
6
Working paper
6
Discussion paper / Centre for Economic Policy Research
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Discussion paper series / IZA
5
Discussion papers of interdisciplinary research project 373
5
Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
5
International economic review
5
International journal of forecasting
5
NBER working paper series
5
Statistical methods & applications : SMA ; journal of the Italian Statistical Society
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
4
Astin bulletin : the journal of the International Actuarial Association
4
CESifo working papers
4
Discussion papers in economics
4
EUI working paper / ECO
4
Econometric Institute research papers
4
Economics working paper
4
Journal of applied econometrics
4
Journal of economic dynamics & control
4
Journal of the American Statistical Association : JASA
4
Research paper series / Swiss Finance Institute
4
Statistics in transition : an international journal of the Polish Statistical Association
4
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Likelihood inference in an autoregression with fixed effects
Dhaene, Geert
;
Jochmans, Koen
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1178-1215
Persistent link: https://www.econbiz.de/10011661738
Saved in:
2
On plug-in estimation of long memory models
Lieberman, Offer
- In:
Econometric theory
21
(
2005
)
2
,
pp. 431-454
Persistent link: https://www.econbiz.de/10002740760
Saved in:
3
An alternative to maximum likelihood based on spacings
Anatolyev, Stanislav
;
Kosenok, Grigory
- In:
Econometric theory
21
(
2005
)
2
,
pp. 472-476
Persistent link: https://www.econbiz.de/10002740792
Saved in:
4
Valid edgeworth expansions for the whittle maximum likelihood estimator for stationary long-memory Gaussian time series
Andrews, Donald W. K.
;
Lieberman, Offer
- In:
Econometric theory
21
(
2005
)
4
,
pp. 710-734
Persistent link: https://www.econbiz.de/10003004708
Saved in:
5
Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, Dennis
;
Rahbek, Anders
- In:
Econometric theory
21
(
2005
)
5
,
pp. 946-961
Persistent link: https://www.econbiz.de/10003101947
Saved in:
6
Efficient likelihood inference in nonstationary univariate models
Nielsen, Morten Ørregaard
- In:
Econometric theory
20
(
2004
)
1
,
pp. 116-146
Persistent link: https://www.econbiz.de/10001904824
Saved in:
7
Expansions for the distribution of the maximum likelihood estimator of the fractional difference parameter
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Econometric theory
20
(
2004
)
3
,
pp. 464-484
Persistent link: https://www.econbiz.de/10002068210
Saved in:
8
A nonparametric simulated maximum likelihood estimation method
Fermanian, Jean-David
;
Salanié, Bernard
- In:
Econometric theory
20
(
2004
)
4
,
pp. 701-734
Persistent link: https://www.econbiz.de/10002163077
Saved in:
9
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
10
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->