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~isPartOf:"CEMFI working paper"
~person:"Sentana, Enrique"
~subject:"Schätzung"
~subject:"Stochastischer Prozess"
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MEDEA: a DSGE model for the Sp...
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Schätzung
Stochastischer Prozess
Estimation theory
21
Schätztheorie
21
Statistical test
11
Statistischer Test
11
Time series analysis
5
Zeitreihenanalyse
5
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
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VAR model
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VAR-Modell
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Generalized extremum tests
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Modellierung
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Multivariate Verteilung
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Multivariate distribution
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Regression analysis
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Regressionsanalyse
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Scientific modelling
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finite normal mixtures
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higher-order identifiability
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likelihood ratio test
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Correlation
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Estimation
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Factor analysis
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Faktorenanalyse
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Hessian matrix
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Korrelation
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Method of moments
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Momentenmethode
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Multivariate Analyse
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Multivariate analysis
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Statistical distribution
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Statistische Verteilung
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Stochastic process
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Volatilität
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outer product of the score
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structural vector autoregressions
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Sentana, Enrique
Arellano, Manuel
2
Bentolila, Samuel
2
Bonhomme, Stéphane
2
Amengual, Dante
1
Dolado, Juan J.
1
García Peréz, José Ignacio
1
Jansen, Marcel
1
Jimeno, Juan F.
1
Lavado, Pablo
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Magnus, Jan R.
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Manresa, Elena
1
Moral-Benito, Enrique
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Peñaranda, Francisco
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Pijls, Henk G. J.
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CEMFI working paper
Documento de trabajo / Centro de Estudios Monetarios y Financieros
2
Working paper / Centro de Estudios Monetarios y Financieros / Centro de Estudios Monetarios y Financieros
2
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Tinbergen Institute
1
Discussion paper series / LSE Financial Markets Group
1
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Economics letters
1
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
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Investigaciones económicas
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Journal of economic dynamics & control
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Journal of financial economics
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The review of economic studies
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ECONIS (ZBW)
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Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
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2020
Persistent link: https://www.econbiz.de/10012308723
Saved in:
2
The Jacobian of the exponential function
Magnus, Jan R.
;
Pijls, Henk G. J.
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012309669
Saved in:
3
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
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2017
Persistent link: https://www.econbiz.de/10011686422
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