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person:"Chen, Xiaohong"
type_genre:"Working Paper"
~accessRights:"free"
~person:"Gouriéroux, Christian"
~source:"econis"
~subject:"Time series analysis"
~type:"book"
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Time series analysis
Estimation theory
47
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Nichtparametrisches Verfahren
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Chen, Xiaohong
Gouriéroux, Christian
Gao, Jiti
37
Koopman, Siem Jan
26
Nielsen, Morten Ørregaard
22
Phillips, Peter C. B.
21
Johansen, Søren
18
Lütkepohl, Helmut
18
Peng, Bin
15
Sibbertsen, Philipp
15
Lucas, André
13
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12
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11
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10
Swanson, Norman R.
10
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9
Dong, Chaohua
9
Martin, Gael M.
9
Nielsen, Bent
9
Taylor, Robert
9
Teräsvirta, Timo
9
Cai, Zongwu
8
Cavaliere, Giuseppe
8
Croux, Christophe
8
Härdle, Wolfgang
8
Koop, Gary
8
Li, Degui
8
Miller, J. Isaac
8
Pesaran, M. Hashem
8
Schlicht, Ekkehart
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Fried, Roland
7
Giraitis, Liudas
7
Mélard, Guy
7
Ooms, Marius
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Poskitt, Donald Stephen
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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ECONIS (ZBW)
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Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
-
2020
-
Final version: October 2020
Persistent link: https://www.econbiz.de/10012320594
Saved in:
2
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong
;
Huang, Zhuo
;
Yi, Yanping
-
2019
-
Revised October 2019
Persistent link: https://www.econbiz.de/10012153489
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
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2017
Persistent link: https://www.econbiz.de/10012197835
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
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2016
Persistent link: https://www.econbiz.de/10012196271
Saved in:
8
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
9
Sieve semiparametric two-step GMM under weak dependence
Chen, Xiaohong
;
Liao, Zhipeng
-
2015
Persistent link: https://www.econbiz.de/10011312300
Saved in:
10
Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions
Chen, Xiaohong
;
Christensen, Timothy M.
-
2014
Persistent link: https://www.econbiz.de/10010470615
Saved in:
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