//--> //--> //--> //-->
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:"Croux, Christophe"
subject:"Volatility"
~accessRights:"free"
~person:"Gouriéroux, Christian"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Zeitreihenanalyse
Estimation theory
39
Schätztheorie
39
Robust statistics
16
Robustes Verfahren
16
Time series analysis
15
Regression analysis
10
Regressionsanalyse
10
Estimation
7
Schätzung
7
Volatilität
7
VAR model
6
VAR-Modell
6
Correlation
5
Korrelation
5
Forecasting model
4
Identification
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Prognoseverfahren
4
Schock
4
Shock
4
Composite Likelihood
3
Consistency
3
Kleinste-Quadrate-Methode
3
Least squares method
3
Pseudo Maximum Likelihood
3
Sparse estimation
3
Theorie
3
Theory
3
ARCH Model
2
Asymptotic Single Risk Factor
2
Big Data
2
Cayley Transform
2
Composite Pseudo-Likelihood
2
Corporate Risk
2
Econometrics
2
Forecasting
2
Impulse Response Functions
2
more ...
less ...
Online availability
All
Free
Undetermined
6
Type of publication
All
Book / Working Paper
19
Type of publication (narrower categories)
All
Article in journal
Non-commercial literature
Arbeitspapier
19
Graue Literatur
19
Working Paper
19
Language
All
English
19
Author
All
Croux, Christophe
Gouriéroux, Christian
Gao, Jiti
37
Koopman, Siem Jan
27
Phillips, Peter C. B.
25
Nielsen, Morten Ørregaard
23
Johansen, Søren
21
Lütkepohl, Helmut
20
Linton, Oliver
17
Sibbertsen, Philipp
17
Teräsvirta, Timo
14
Lucas, André
13
Nielsen, Bent
13
Peng, Bin
13
Hyndman, Rob J.
11
Kapetanios, George
11
Taylor, Robert
11
Blasques, Francisco
10
Cavaliere, Giuseppe
10
Li, Degui
10
McAleer, Michael
10
Swanson, Norman R.
10
Dong, Chaohua
9
Fiorentini, Gabriele
9
Härdle, Wolfgang
9
Koop, Gary
9
Martin, Gael M.
9
Schlicht, Ekkehart
9
Sentana, Enrique
9
Bauwens, Luc
8
Brakel, Jan A. van den
8
Cai, Zongwu
8
Chan, Joshua
8
Pesaran, M. Hashem
8
Rodriguez, Gabriel
8
Bibinger, Markus
7
Chambers, Marcus J.
7
Gather, Ursula
7
Giraitis, Liudas
7
Gorgi, Paolo
7
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Published in...
All
KBI
9
Série des documents de travail
7
Discussion paper / Tinbergen Institute
1
Discussion papers of interdisciplinary research project 373
1
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
1
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian
;
Monfort, Alain
;
Zakoïan, …
-
2018
-
Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
Saved in:
2
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:
3
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:
4
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2017
Persistent link: https://www.econbiz.de/10012197835
Saved in:
5
Robust estimation of linear state space models
Crevits, Ruben
;
Croux, Christophe
-
2017
Persistent link: https://www.econbiz.de/10011799036
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
An algorithm for the multivariate group lasso with covariance estimation
Wilms, I.
;
Croux, Christophe
-
2015
Persistent link: https://www.econbiz.de/10011658494
Saved in:
10
Detecting time variation in the price puzzle : an improved prior choice for time varying parameter VAR models
Reusens, Peter
;
Croux, Christophe
-
2014
Persistent link: https://www.econbiz.de/10010485677
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->