On the Weak Consistency of the Quasi-maximum Likelihood Estimator in VAR Models with BEKK-GARCH(1,q) Errors

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ISBN 13 :
Total Pages : 22 pages
Book Rating : 4.:/5 (35 download)

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Book Synopsis On the Weak Consistency of the Quasi-maximum Likelihood Estimator in VAR Models with BEKK-GARCH(1,q) Errors by : Luc Bauwens

Download or read book On the Weak Consistency of the Quasi-maximum Likelihood Estimator in VAR Models with BEKK-GARCH(1,q) Errors written by Luc Bauwens and published by . This book was released on 1995 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt:

On the Weak Consistency of the Quasi-maximum Likelihood Estimator in Var Models with Bekkk-Garch (1,q) Errors

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ISBN 13 :
Total Pages : 22 pages
Book Rating : 4.:/5 (897 download)

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Book Synopsis On the Weak Consistency of the Quasi-maximum Likelihood Estimator in Var Models with Bekkk-Garch (1,q) Errors by : L. Bauwens

Download or read book On the Weak Consistency of the Quasi-maximum Likelihood Estimator in Var Models with Bekkk-Garch (1,q) Errors written by L. Bauwens and published by . This book was released on 1995 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt:

On the Weak Consistency of the Quasi Maximum Likelihoop Estimator in Var Models with Bekk-garch (1,q) Errors

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ISBN 13 :
Total Pages : 22 pages
Book Rating : 4.:/5 (933 download)

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Book Synopsis On the Weak Consistency of the Quasi Maximum Likelihoop Estimator in Var Models with Bekk-garch (1,q) Errors by :

Download or read book On the Weak Consistency of the Quasi Maximum Likelihoop Estimator in Var Models with Bekk-garch (1,q) Errors written by and published by . This book was released on 1995 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Consistency of Quasi Maximum Likelihood Estimators for Models with Conditional Heteroscedasticity

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ISBN 13 :
Total Pages : pages
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Book Synopsis Consistency of Quasi Maximum Likelihood Estimators for Models with Conditional Heteroscedasticity by : Whitney K. Newey

Download or read book Consistency of Quasi Maximum Likelihood Estimators for Models with Conditional Heteroscedasticity written by Whitney K. Newey and published by . This book was released on 1994 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Consistency of Quasi-maximum Likelihood Estimators for the Reduced Regime-switching GARCH Models

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ISBN 13 :
Total Pages : 15 pages
Book Rating : 4.:/5 (185 download)

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Book Synopsis Consistency of Quasi-maximum Likelihood Estimators for the Reduced Regime-switching GARCH Models by : Yingfu Xie

Download or read book Consistency of Quasi-maximum Likelihood Estimators for the Reduced Regime-switching GARCH Models written by Yingfu Xie and published by . This book was released on 2005 with total page 15 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Consistency of Quasi-maximum Likelihood Estimators for the Regime-switching GARCH Models

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ISBN 13 :
Total Pages : 12 pages
Book Rating : 4.:/5 (185 download)

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Book Synopsis Consistency of Quasi-maximum Likelihood Estimators for the Regime-switching GARCH Models by : Yingfu Xie

Download or read book Consistency of Quasi-maximum Likelihood Estimators for the Regime-switching GARCH Models written by Yingfu Xie and published by . This book was released on 2005 with total page 12 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Maximum Probability Estimators and Related Topics

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Publisher : Springer
ISBN 13 : 3540372792
Total Pages : 112 pages
Book Rating : 4.5/5 (43 download)

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Book Synopsis Maximum Probability Estimators and Related Topics by : L. Weiss

Download or read book Maximum Probability Estimators and Related Topics written by L. Weiss and published by Springer. This book was released on 2006-11-15 with total page 112 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Consistency of Least Squares Estimators in Error Correction Models

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ISBN 13 :
Total Pages : 36 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis The Consistency of Least Squares Estimators in Error Correction Models by : James H. Stock

Download or read book The Consistency of Least Squares Estimators in Error Correction Models written by James H. Stock and published by . This book was released on 1984 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:

On Maximum Likelihood Estimation (MLE) of Classical Errors in Variables Models and Generalized Errors in Variables Models

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ISBN 13 : 9788257080600
Total Pages : 10 pages
Book Rating : 4.0/5 (86 download)

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Book Synopsis On Maximum Likelihood Estimation (MLE) of Classical Errors in Variables Models and Generalized Errors in Variables Models by : Yngve Willassen

Download or read book On Maximum Likelihood Estimation (MLE) of Classical Errors in Variables Models and Generalized Errors in Variables Models written by Yngve Willassen and published by . This book was released on 1975 with total page 10 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The VAR Implementation Handbook, Chapter 20 - Model Risk in VAR Calculations

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Publisher : McGraw Hill Professional
ISBN 13 : 0071732799
Total Pages : 27 pages
Book Rating : 4.0/5 (717 download)

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Book Synopsis The VAR Implementation Handbook, Chapter 20 - Model Risk in VAR Calculations by : Greg N. Gregoriou

Download or read book The VAR Implementation Handbook, Chapter 20 - Model Risk in VAR Calculations written by Greg N. Gregoriou and published by McGraw Hill Professional. This book was released on 2009-02-19 with total page 27 pages. Available in PDF, EPUB and Kindle. Book excerpt: The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this comprehensive guide features cutting-edge research and findings from some of the industry's most respected academics, practitioners, and consultants.

Quasi-maximum Likelihood Estimators in GARCH(1,2) Model

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ISBN 13 :
Total Pages : 27 pages
Book Rating : 4.:/5 (186 download)

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Book Synopsis Quasi-maximum Likelihood Estimators in GARCH(1,2) Model by : Yingfu Xie

Download or read book Quasi-maximum Likelihood Estimators in GARCH(1,2) Model written by Yingfu Xie and published by . This book was released on 2003 with total page 27 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Consistency of Maximum Likelihood Estimators in Some Reliability Growth Models

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ISBN 13 :
Total Pages : 33 pages
Book Rating : 4.:/5 (71 download)

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Book Synopsis Consistency of Maximum Likelihood Estimators in Some Reliability Growth Models by : Bernard Sherman

Download or read book Consistency of Maximum Likelihood Estimators in Some Reliability Growth Models written by Bernard Sherman and published by . This book was released on 1966 with total page 33 pages. Available in PDF, EPUB and Kindle. Book excerpt: Properties of maximum likelihood estimators of parameters in some sample reliability growth models are investigated. In one model the underlying process is a Markov chain and the estimator of the single unknown parameter is proved consistent. In another model it is shown that no estimators can be consistent. Related estimation problems in sequences of geometric distributions are discussed. (Author).

Consistent Approximations of the Maximum Likelihood Estimator in Linear Models

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ISBN 13 :
Total Pages : 29 pages
Book Rating : 4.:/5 (836 download)

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Book Synopsis Consistent Approximations of the Maximum Likelihood Estimator in Linear Models by : Michel Lubrano

Download or read book Consistent Approximations of the Maximum Likelihood Estimator in Linear Models written by Michel Lubrano and published by . This book was released on 1979 with total page 29 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Inadmissibility of the Limited Information Maximum Likelihood Estimator when the Disturbances are Small

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ISBN 13 :
Total Pages : 56 pages
Book Rating : 4.:/5 (31 download)

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Book Synopsis Inadmissibility of the Limited Information Maximum Likelihood Estimator when the Disturbances are Small by : Kimio Morimune

Download or read book Inadmissibility of the Limited Information Maximum Likelihood Estimator when the Disturbances are Small written by Kimio Morimune and published by . This book was released on 1977 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Consistency of the Maximum Likelihood Estimator in a Disequilibrium Model

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ISBN 13 :
Total Pages : 12 pages
Book Rating : 4.:/5 (123 download)

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Book Synopsis The Consistency of the Maximum Likelihood Estimator in a Disequilibrium Model by : Stanford University. Institute for Mathematical Studies in the Social Sciences

Download or read book The Consistency of the Maximum Likelihood Estimator in a Disequilibrium Model written by Stanford University. Institute for Mathematical Studies in the Social Sciences and published by . This book was released on 1977 with total page 12 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Maximum Likelihood Estimation for the VAR-VARCH Model

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ISBN 13 :
Total Pages : 15 pages
Book Rating : 4.:/5 (247 download)

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Book Synopsis Maximum Likelihood Estimation for the VAR-VARCH Model by : Shuangzhe Liu

Download or read book Maximum Likelihood Estimation for the VAR-VARCH Model written by Shuangzhe Liu and published by . This book was released on 1999 with total page 15 pages. Available in PDF, EPUB and Kindle. Book excerpt:

On the consistency of the maximum likelihood estimator with dependent observations

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ISBN 13 :
Total Pages : 29 pages
Book Rating : 4.:/5 (593 download)

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Book Synopsis On the consistency of the maximum likelihood estimator with dependent observations by : Risto D. H. Heijmans

Download or read book On the consistency of the maximum likelihood estimator with dependent observations written by Risto D. H. Heijmans and published by . This book was released on 1983 with total page 29 pages. Available in PDF, EPUB and Kindle. Book excerpt: