Roman Liesenfeld und State-Space - Info zur Person

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An Efficient Approach to Analyzing State-Space Representationseconomics.sas.upenn.edu › events › efficient-approa...

economics.sas.upenn.edu

· Joint with: Hariharan Dharmarajan, Roman Liesenfeld and Jean-Francois Richard. We develop a numerical procedure that facilitates efficient ...

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people.bordeaux.inria.fr

Efficient Likelihood Evaluation of State-Space Representations(David N. DeJong, Hariharan Dharmarajan, Roman Liesenfeld, Guilherme Moura, and ...

Activities Department of Economics - Heidelberg University

www.awi.uni-heidelberg.de

December HeiKaMEtrics-Seminar: On December 18, Roman Liesenfeld (University of Cologne) will give a talk on "Factor State-Space Models for High-Dimensional Realized Covariance Matrices of Asset Returns".

Aktivitäten Lehrstuhl für Empirische Wirtschaftsforschung - Prof. Dr....

www.awi.uni-heidelberg.de

HeiKaMEtrics-Seminar: Roman Liesenfeld (Universität zu Köln) hält am einen Vortrag zum Thema "Factor State-Space Models for High-Dimensional ...

Efficient Likelihood Evaluation of State-Space Representations by...

papers.ssrn.com

We develop a numerical procedure that facilitates efficient likelihood evaluation in applications involving non-linear and non-Gaussian state-space models. The

CiteSeerX — An Efficient Approach to Analyzing State-Space...

citeseerx.ist.psu.edu

by David N. DeJong , Hariharan Dharmarajan , Roman Liesenfeld ... DeJong and Hariharan Dharmarajan and Roman Liesenfeld and Jean-François Richard},

Structural Macroeconometrics - PDF

docplayer.net

Likelihood Evaluation A. State-Space Representations DeJong, David N., Hariharan Dharmarajan, Roman Liesenfeld, and Jean-Francois Richard (2007) An ...

ESSAYS ON ESTIMATION OF NON-LINEAR STATE-SPACE MODELS

d-scholarship.pitt.edu

The first chapter of my thesis (co-authored with David N. DeJong, Jean-Francois Richard and Roman Liesenfeld) develops a numerical procedure that facilitates

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