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~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"NBER working paper series"
~isPartOf:"Working paper / Austrian Center for Labor Economics and the Analysis of the Welfare State"
~language:"eng"
~person:"Fernández, Carmen"
~person:"Gil-Alaña, Luis A."
~person:"Glaeser, Edward L."
~person:"Heckman, James J."
~person:"Klaassen, Franc"
~person:"Koopman, Siem Jan"
~subject:"EU-Staaten"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Schätztheorie"
~subject:"Schätzung"
~subject:"Statistische Verteilung"
~subject:"USA"
~subject:"United States"
~type:"book"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Fernández, Carmen
Gil-Alaña, Luis A.
Glaeser, Edward L.
Heckman, James J.
Klaassen, Franc
Koopman, Siem Jan
Einmahl, John H. J.
10
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10
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8
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6
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5
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5
Nijman, Theodore E.
5
Segers, Johan
5
Strijbosch, L. W. G.
5
Härdle, Wolfgang
4
Melenberg, Bertrand
4
Čížek, Pavel
4
Danilov, Dmitry L.
3
Durbin, James
3
Frühwirth-Schnatter, Sylvia
3
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3
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3
Laeven, Roger J. A.
3
Roon, Frans de
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2
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2
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2
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2
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2
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1
Have exchange rates become more closely tied? : Evidence from a new multivariate GARCH model
Klaassen, Franc
-
1999
Persistent link: https://www.econbiz.de/10000168325
Saved in:
2
Statistical algorithms for models in state space using SsfPack 2.2
Koopman, Siem Jan
;
Shephard, Neil G.
;
Doornik, Jurgen A.
-
1998
Persistent link: https://www.econbiz.de/10000167948
Saved in:
3
Inference robustness in multivariate models with a scale parameter
Fernández, Carmen
;
Osiewalski, Jacek
;
Steel, Mark F. J.
-
1995
Persistent link: https://www.econbiz.de/10000907457
Saved in:
4
On Bayesian inference under sampling from scale mixtures of normals
Fernández, Carmen
;
Steel, Mark F. J.
-
1996
Persistent link: https://www.econbiz.de/10000932549
Saved in:
5
On Bayesian modelling of FAT tails and skewness
Fernández, Carmen
;
Steel, Mark F. J.
-
1996
Persistent link: https://www.econbiz.de/10000941276
Saved in:
6
Robust Bayesian inference on scale parameters
Fernández, Carmen
;
Osiewalski, Jacek
;
Steel, Mark F. J.
-
1996
Persistent link: https://www.econbiz.de/10000941287
Saved in:
7
On the dangers of modelling through continuous distributions : a Bayesian perspective
Fernández, Carmen
;
Steel, Mark F. J.
-
1997
Persistent link: https://www.econbiz.de/10000953846
Saved in:
8
Multivariate student-T regression models : pitfalls and inference
Fernández, Carmen
;
Steel, Mark F. J.
-
1997
Persistent link: https://www.econbiz.de/10000956245
Saved in:
9
Fast filtering and smoothing for multivariate state space models
Koopman, Siem Jan
;
Durbin, James
-
1998
Persistent link: https://www.econbiz.de/10000981433
Saved in:
10
Improving GARCH volatility forecasts
Klaassen, Franc
-
1998
Persistent link: https://www.econbiz.de/10000986444
Saved in:
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