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~subject:"Maximum likelihood estimation"
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Maximum likelihood estimation
Theorie
115
Theory
115
China
54
Estimation theory
42
Schätztheorie
42
Volatility
37
Volatilität
37
Stochastic process
36
Stochastischer Prozess
36
Time series analysis
36
Zeitreihenanalyse
36
Panel
34
Panel study
34
Börsenkurs
31
Share price
31
Estimation
24
Schätzung
24
Capital income
23
Kapitaleinkommen
23
Bayes-Statistik
22
Bayesian inference
22
Maximum-Likelihood-Schätzung
21
Räumliche Interaktion
19
Spatial interaction
19
Bubbles
17
Führungskräfte
17
Managers
17
Spekulationsblase
17
Statistical test
16
Statistischer Test
16
Aktienmarkt
15
Stock market
15
Anlageverhalten
14
Behavioural finance
14
Bias
14
Forecasting model
14
Prognoseverfahren
14
Systematischer Fehler
14
Autocorrelation
13
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Free
6
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4
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Article
15
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6
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Article in journal
14
Aufsatz in Zeitschrift
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6
Graue Literatur
6
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6
Working Paper
6
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Language
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English
21
Author
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Yu, Jun
13
Lee, Lung-fei
8
Yu, Jihai
8
Phillips, Peter C. B.
7
Jin, Fei
2
Knight, John L.
2
Jong, Robert M. de
1
Shi, Shuping
1
Tanaka, Katsuto
1
Xiao, Weilin
1
Yang, Chao
1
Zhang, Chen
1
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Journal of econometrics
4
Cowles Foundation discussion paper
3
Econometric reviews
2
Spatial economic analysis : the journal of the Regional Studies Association
2
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
2
Econometric theory
1
Econometrics : open access journal
1
Economics letters
1
Handbook of financial time series
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
The econometrics journal
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The review of financial studies
1
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ECONIS (ZBW)
21
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Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large
Yu, Jihai
;
Jong, Robert M. de
;
Lee, Lung-fei
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 118-134
Persistent link: https://www.econbiz.de/10003778230
Saved in:
2
Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B.
;
Yu, Jun
- In:
Handbook of financial time series
,
(pp. 497-530)
.
2009
Persistent link: https://www.econbiz.de/10003834176
Saved in:
3
Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462517
Saved in:
4
A two-stage realized volatility approach to estimation of diffusion processes with discrete data
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 139-150
Persistent link: https://www.econbiz.de/10003858462
Saved in:
5
Estimation of fixed effects panel regression models with separable and nonseparable space-time filters
Lee, Lung-fei
;
Yu, Jihai
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 174-192
Persistent link: https://www.econbiz.de/10011326795
Saved in:
6
Near unit root in the spatial autoregressive model
Lee, Lung-fei
;
Yu, Jihai
- In:
Spatial economic analysis : the journal of the Regional …
8
(
2013
)
3
,
pp. 314-351
Persistent link: https://www.econbiz.de/10010202709
Saved in:
7
QML estimation of spatial dynamic panel data models with time varying spatial weights matrices
Lee, Lung-fei
;
Yu, Jihai
- In:
Spatial economic analysis : the journal of the Regional …
7
(
2012
)
1
,
pp. 31-74
Persistent link: https://www.econbiz.de/10009564237
Saved in:
8
Empirical characteristic functions estimation and its applications
Yu, Jun
- In:
Econometric reviews
23
(
2004
)
2
,
pp. 93-123
Persistent link: https://www.econbiz.de/10002131153
Saved in:
9
A two-stage realized volatility approach to the estimation for diffusion processes from discrete observations
Phillips, Peter C. B.
;
Yu, Jun
-
2005
Persistent link: https://www.econbiz.de/10003000713
Saved in:
10
On leverage in a stochastic volatility model
Yu, Jun
- In:
Journal of econometrics
127
(
2005
)
2
,
pp. 165-178
Persistent link: https://www.econbiz.de/10002905096
Saved in:
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