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Estimation theory
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Maravall Herrero, Agustín
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Fiorentini, Gabriele
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Kostial, Kristina
2
Mizon, Grayham E.
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1
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European University Institute / Department of Economics
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474
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95
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EUI working paper / ECO
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EUI working paper
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ECONIS (ZBW)
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Practical problems with reduced rank ML estimators for cointegration parameters and a simple alternative
Brüggemann, Ralf
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113163
Saved in:
2
How to attain minimax risk with applications to distribution-free nonparametric estimation and testing
Schlag, Karl H.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003455986
Saved in:
3
Learning within a Markovian environment
Rivas, Javier
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003651950
Saved in:
4
Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika
(
contributor
);
Saikkonen, Pentti
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003724354
Saved in:
5
Mergers and acquisitions waves in the UK : a Markov-switching approach
Resende, Marcelo
(
contributor
)
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002876886
Saved in:
6
A simple message for autocorrelation correctors: Don't
Mizon, Grayham E.
-
1993
Persistent link: https://www.econbiz.de/10000889040
Saved in:
7
Program SEATS "Signal Extraction in ARIMA Time Series" : instructions for the user
Maravall Herrero, Agustín
;
Gómez, Víctor
-
1994
Persistent link: https://www.econbiz.de/10000898197
Saved in:
8
The role of the signal-noise ratio in cointegrated systems
Kostial, Kristina
-
1994
Persistent link: https://www.econbiz.de/10000898368
Saved in:
9
Missing observations and additive outliers in time series models
Maravall Herrero, Agustín
;
Peña, Daniel
-
1992
-
Rev
Persistent link: https://www.econbiz.de/10000860749
Saved in:
10
Optimally combining individual forecasts from panel data
Ehrbeck, Tilman
-
1993
Persistent link: https://www.econbiz.de/10000865544
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