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institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
~institution:"Center for Economic Research <Tilburg>"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"University of Exeter / Department of Economics"
~subject:"Maximum likelihood estimation"
~subject:"Statistischer Test"
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Maximum likelihood estimation
Statistischer Test
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Taulbjerg, Jes
3
Bar-Lev, Shaul K.
2
Duyn Schouten, Frank A. van der
2
Einmahl, John H. J.
2
Hansen, Peter Reinhard
2
Lunde, Asger
2
Stadje, Wolfgang
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Sørensen, Helle
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Barndorff-Nielsen, Ole E.
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Corradi, Valentina
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Genugten, Ben B. van der
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Haan, Laurens de
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1
Jakubenas, Paulius
1
Kristensen, Dennis
1
Li, Deyuan
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1
Moors, Johannes J. A.
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Raats, V. M.
1
Rahbek, Anders
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Romano, Joseph P.
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Uchida, Masayuki
1
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1
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
Center for Economic Research <Tilburg>
Centre for Analytical Finance <Århus>
University of Exeter / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
23
National Bureau of Economic Research
21
OECD
14
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
8
Organisation for Economic Co-operation and Development
8
Columbia University / Department of Economics
5
Brown University / Department of Economics
4
Econometrisch Instituut <Rotterdam>
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University of Southampton / Department of Economics
4
Université de Montréal / Département de sciences économiques
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Aarhus Universitet / Afdeling for Nationaløkonomi
3
Ekonomiska forskningsinstitutet <Stockholm>
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European University Institute / Department of Economics
3
Forschungsinstitut zur Zukunft der Arbeit
3
Johns Hopkins University / Department of Economics
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
University of California Davis / Department of Economics
3
Virginia Polytechnic Institute and State University / Department of Economics
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
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London School of Economics and Political Science
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Queen Mary College / Department of Economics
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Rutgers University / Department of Economics
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Shakai-Keizai-Kenkyūsho <Osaka>
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Social Systems Research Institute
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Springer Fachmedien Wiesbaden
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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Basel Committee on Banking Supervision
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Boston College / Department of Economics
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Centre for Actuarial Studies
1
Centre for Economic Policy Research
1
Centre for Quantitative Economics & Computing
1
Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
Cornell University / Department of Applied Economics and Management
1
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
12
Discussion paper / Center for Economic Research, Tilburg University
6
Discussion papers in economics
2
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
1
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ECONIS (ZBW)
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Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
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2
Weighted approximations of tail copula processes with application to testing the multivariate extreme value condition
Einmahl, John H. J.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240253
Saved in:
3
Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, Dennis
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702284
Saved in:
4
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
Saved in:
5
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
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6
Empirical likelihood based hypothesis testing
Einmahl, John H. J.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718063
Saved in:
7
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
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8
Multivariate regression with monotone missing observation of the dependent variables
Raats, V. M.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692504
Saved in:
9
Hypergeometric group testing with incomplete information
Bar-Lev, Shaul K.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692511
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10
Group testing models with processing times and incomplete identification
Bar-Lev, Shaul K.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692512
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