//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Bauwens, Luc"
subject:"Statistical theory"
~person:"Gouriéroux, Christian"
~source:"econis"
~subject:"VAR model"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Statistical theory
VAR model
Estimation theory
131
Schätztheorie
131
Theorie
65
Theory
65
Time series analysis
37
Zeitreihenanalyse
37
Estimation
14
Schätzung
14
Volatility
12
Volatilität
12
ARCH model
11
ARCH-Modell
11
Correlation
11
Korrelation
11
Statistische Methodenlehre
11
VAR-Modell
10
Bayes-Statistik
9
Bayesian inference
9
Börsenkurs
7
Econometrics
7
Identification
7
Maximum likelihood estimation
7
Maximum-Likelihood-Schätzung
7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Risikomanagement
7
Risk management
7
Share price
7
Ökonometrie
7
Analysis of variance
6
Core
6
Portfolio selection
6
Portfolio-Management
6
Schock
6
Shock
6
Varianzanalyse
6
Forecasting
5
Forecasting model
5
more ...
less ...
Online availability
All
Undetermined
6
Free
4
Type of publication
All
Book / Working Paper
11
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Amtsdruckschrift
1
Government document
1
Mehrbändiges Werk
1
Multi-volume publication
1
more ...
less ...
Language
All
English
20
French
1
Author
All
Bauwens, Luc
Gouriéroux, Christian
Lütkepohl, Helmut
52
Kilian, Lutz
33
Winker, Peter
25
Inoue, Atsushi
24
Staszewska-Bystrova, Anna
23
Pesaran, M. Hashem
15
Angrist, Joshua D.
14
Koop, Gary
13
Bera, Anil K.
12
Johansen, Søren
12
Vahid, Farshid
11
White, Halbert
11
Athanasopoulos, George
10
Chan, Joshua
10
Chevillon, Guillaume
10
Hsiao, Cheng
10
Bruns, Martin
9
Dufour, Jean-Marie
9
Kapetanios, George
9
Kurita, Takamitsu
9
Marcellino, Massimiliano
9
McAleer, Michael
9
Phillips, Peter C. B.
9
Robert, Christian P.
9
Sentana, Enrique
9
Theodoridis, Konstantinos
9
Urbain, Jean-Pierre
9
Andrews, Donald W. K.
8
Brüggemann, Ralf
8
Croux, Christophe
8
Gao, Jiti
8
Imbens, Guido
8
Ploberger, Werner
8
Saikkonen, Pentti
8
Schlaak, Thore
8
Teräsvirta, Timo
8
Benati, Luca
7
Binder, Michael
7
more ...
less ...
Published in...
All
Journal of econometrics
4
CORE discussion paper : DP
3
Série des documents de travail
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
Annales d'économie et de statistique
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econométrie non linéaire asymptotique
1
Journal of banking & finance
1
L'hétérogénéité en économétrie : numéro spécial
1
LIDAM discussion paper CORE
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
The review of economic studies : RES
1
Themes in modern econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
-
2022
Persistent link: https://www.econbiz.de/10013179719
Saved in:
2
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
3
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
Persistent link: https://www.econbiz.de/10012197831
Saved in:
4
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
-
September 2016, revised version
Persistent link: https://www.econbiz.de/10012197832
Saved in:
5
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
The review of economic studies : RES
87
(
2020
)
4
,
pp. 1915-1953
Persistent link: https://www.econbiz.de/10012259682
Saved in:
6
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2016
-
March 2016, revised version
Persistent link: https://www.econbiz.de/10011855307
Saved in:
7
Least impulse response estimator for stress test exercises
Gouriéroux, Christian
;
Lu, Yang
- In:
Journal of banking & finance
103
(
2019
),
pp. 62-77
Persistent link: https://www.econbiz.de/10012163773
Saved in:
8
Misspecification of noncausal order in autoregressive processes
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 226-248
Persistent link: https://www.econbiz.de/10012110259
Saved in:
9
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 111-126
Persistent link: https://www.econbiz.de/10011743785
Saved in:
10
Noncausal vector autoregressive process: representation, identification and semi-parametric estimation
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 118-134
Persistent link: https://www.econbiz.de/10011897706
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->