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1
Parametric estimation of hidden Markov models by least squares type estimation and deconvolution
Chesneau, Christophe
;
El Kolei, Salima
;
Navarro, Fabien
-
2017
Persistent link: https://www.econbiz.de/10012200019
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2
On the natural restrictions in the singular Gauss-Markov model
Tian, Yongge
;
Beisiegel, M.
;
Dagenais, E.
;
Haines, C.
- In:
Statistical papers
49
(
2008
)
3
,
pp. 553-564
Persistent link: https://www.econbiz.de/10003715387
Saved in:
3
Bewertung amerikanischer Optionen mit Hilfe von regressionsbasierten Monte-Carlo-Verfahren
Todorović, Nebojša
-
2007
Persistent link: https://www.econbiz.de/10003635108
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4
Asymptotic least squares estimators for dynamic games
Pesendorfer, Martin
;
Schmidt-Dengler, Philipp
- In:
The review of economic studies
75
(
2008
)
3
,
pp. 901-928
Persistent link: https://www.econbiz.de/10003733855
Saved in:
5
The Gauss Markov theorem : a pedagogical note
Allen, Ralph C.
;
Stone, Jack Herbert
- In:
The American economist : journal of Omnicron Delta …
45
(
2001
)
1
,
pp. 92-94
Persistent link: https://www.econbiz.de/10001696843
Saved in:
6
Linear-representations based estimation of switching-regime GARCH models
Francq, Christian
;
Zakoïan, Jean-Michel
-
1999
Persistent link: https://www.econbiz.de/10001430409
Saved in:
7
Effect of feedback on eBay sellers' business using Markov Chain
Dib, Y. M.
;
Roumieh, N.
;
Saab, G.
;
Maroun, M.
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 325-344
Persistent link: https://www.econbiz.de/10012210203
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8
Spurious regression in nonstationary panels with cross-unit cointegration
Urbain, Jean-Pierre
;
Westerlund, Joakim
-
2006
Persistent link: https://www.econbiz.de/10003483122
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9
Spurious regression in non-stationary panel time series with cross-unit cointegration
Urbain, Jean-Pierre
;
Westerlund, Joakim
-
2008
Persistent link: https://www.econbiz.de/10003921291
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10
Estimation of spatial autoregressions with stochastic weight matrices
Gupta, Abhimanyu
-
2015
Persistent link: https://www.econbiz.de/10011393188
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