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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:"Zeitreihenanalyse"
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Maximum likelihood estimation
Zeitreihenanalyse
Theorie
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560
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82
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40
Kooperatives Spiel
40
Estimation theory
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Abadir, Karim Maher
2
Hadri, Kaddour
2
Rahbek, Anders
2
Sørensen, Helle
2
Werker, Bas J. M.
2
Andreou, Elena
1
Busch, Thomas
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Christiansen, Charlotte
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Corradi, Valentina
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Genugten, Ben B. van der
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Guermat, Cherif
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Györfi, László
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Kristensen, Dennis
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Lugosi, Gábor
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Meddahi, Nour
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Moors, Johannes J. A.
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Myhre Lildholt, Peter
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Raats, V. M.
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Renault, Eric
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1
Sørensen, Michael
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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
National Bureau of Economic Research
72
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
50
Ekonomiska forskningsinstitutet <Stockholm>
44
European University Institute / Department of Economics
32
Umeå universitet
11
Econometrisch Instituut <Rotterdam>
9
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
7
Gottfried Wilhelm Leibniz Universität Hannover
6
Umeå Universitet / Institutionen för Nationalekonomi
6
Centre for Quantitative Economics & Computing
5
Christian-Albrechts-Universität zu Kiel
5
European University Institute / Department of Law
5
London School of Economics and Political Science
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
Shakai-Keizai-Kenkyūsho <Osaka>
5
University of Southampton / Department of Economics
5
University of Strathclyde / Department of Economics
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Institut für Höhere Studien
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
University of Cambridge / Department of Applied Economics
4
Universität Basel / Institut für Statistik und Ökonometrie
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Université de Montréal / Département de sciences économiques
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Australian National University / Faculty of Economics and Commerce
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Birkbeck College / Department of Economics
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3
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3
Norges Bank / Utredningsavdelingen
3
Organisation for Economic Co-operation and Development
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
3
University of Chicago / Center for Research in Security Prices
3
University of New England / Department of Econometrics
3
Australien / Bureau of Statistics
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
11
Discussion papers in economics
5
Discussion paper / Center for Economic Research, Tilburg University
3
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
1
Source
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ECONIS (ZBW)
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1
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
2
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
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
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
Saved in:
6
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
7
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
Saved in:
8
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
9
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:
10
A randomized procedure for choosing data transformation
Corradi, Valentina
;
Swanson, Norman R.
-
2001
Persistent link: https://www.econbiz.de/10001616579
Saved in:
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