Business & Economics
Maximum Likelihood Estimator
100%
Stochastic Unit Roots
89%
Asymptotic Theory
74%
Autoregression
63%
Approximation
63%
Long Memory
57%
Gaussian Process
56%
Edgeworth Expansion
56%
Asymptotic Expansion
54%
Estimator
50%
Saddlepoint
46%
Linear Restrictions
44%
Maximum Likelihood Estimation
42%
Inference
41%
Time-varying Coefficients
40%
Long-range Dependence
39%
Statistics
37%
Unit Root
37%
Quasi-maximum Likelihood Estimator
35%
GARCH Process
32%
Multivariate GARCH
31%
Asymptotic Normality
30%
Laplace Approximation
26%
Least Squares Estimator
26%
Parametric Bootstrap
25%
Bartlett Correction
25%
Long Memory Process
25%
Confidence Interval
25%
Simulation Study
25%
Coefficients
25%
Autocorrelation
24%
Small Sample
23%
Bias Correction
21%
Log-periodogram Regression
21%
Likelihood Ratio Test
21%
Mean Squared Error
21%
Spatial Autoregression
20%
Matrix
20%
Spatial Autoregressive Model
19%
Critical Value
19%
Applied Probability
19%
Financial Returns
19%
Delta Method
18%
Autoregressive Fractionally Integrated Moving Average
17%
Exchange Traded Funds
17%
Error Correction
17%
Cumulants
17%
Noncausality
17%
ARFIMA Model
17%
Long Memory Models
17%
Mathematics
Autoregression
70%
Unit Root
51%
Time-varying Coefficients
38%
Multivariate GARCH
37%
Similarity
37%
Bartlett Correction
35%
Maximum Likelihood Estimator
33%
Mixed Linear Model
32%
Long Memory Process
32%
Approximation
31%
Saddlepoint Approximation
30%
Model
28%
Likelihood
28%
Asymptotic Expansion
27%
Asymptotic Theory
25%
Likelihood Ratio Test
24%
Quadratic form
23%
Quasi-maximum Likelihood
23%
Gaussian Process
22%
Small Sample
22%
Estimator
20%
Laplace Approximation
19%
Long Memory
19%
Temporal Aggregation
19%
First-order
18%
Least Squares Estimator
16%
Misspecified Model
16%
Structural Change
16%
Autocovariance Function
16%
Penalized Maximum Likelihood
15%
Linear Restrictions
15%
Preliminary Test
15%
Kurtosis
15%
Autocovariance
15%
Bias Correction
14%
Parametric Bootstrap
14%
Panel Data
14%
Dependent
14%
Time series
14%
Asymptotic series
14%
Heteroscedasticity
14%
Tail Probability
13%
Estimating Equation
13%
Data Model
13%
Error Rate
13%
Pricing
12%
Otto Toeplitz
12%
Unbiased estimator
12%
Critical value
12%
Edgeworth Expansion
11%
