//--> //--> //--> //-->
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"
~person:"Gouriéroux, Christian"
~person:"Phillips, Peter C. B."
~subject:"Least squares method"
~subject:"Risk measure"
~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
Least squares method
Risk measure
Estimation theory
171
Schätztheorie
171
Theorie
51
Theory
51
Time series analysis
45
Zeitreihenanalyse
45
Regression analysis
44
Regressionsanalyse
44
Robust statistics
25
Robustes Verfahren
25
Statistical test
19
Statistischer Test
19
Heteroscedasticity
15
Heteroskedastizität
15
Nichtparametrisches Verfahren
15
Nonparametric statistics
15
Autocorrelation
14
Autokorrelation
14
Cointegration
13
Estimation
13
Kointegration
13
Schätzung
13
Volatilität
13
Correlation
12
Korrelation
12
Core
10
Panel
10
Panel study
10
Forecasting model
8
Prognoseverfahren
8
Statistical distribution
8
Statistische Verteilung
8
VAR model
8
VAR-Modell
8
Bias
7
Maximum likelihood estimation
7
Maximum-Likelihood-Schätzung
7
Stochastic process
7
Stochastischer Prozess
7
more ...
less ...
Online availability
All
Free
15
Type of publication
All
Book / Working Paper
21
Type of publication (narrower categories)
All
Non-commercial literature
Arbeitspapier
21
Graue Literatur
21
Working Paper
21
Article in journal
6
Aufsatz in Zeitschrift
6
Amtsdruckschrift
3
Government document
3
more ...
less ...
Language
All
English
21
Author
All
Croux, Christophe
Gouriéroux, Christian
Phillips, Peter C. B.
Koopman, Siem Jan
11
Härdle, Wolfgang
8
Lucas, André
8
Linton, Oliver
7
Nielsen, Bent
7
Wolf, Michael
7
Berenguer-Rico, Vanessa
6
Brandt, Michael W.
6
Spokojnyj, Vladimir G.
6
Teräsvirta, Timo
6
Bibinger, Markus
5
Cai, Zongwu
5
Diebold, Francis X.
5
Hafner, Christian M.
5
Reiß, Markus
5
Rodriguez, Gabriel
5
Romano, Joseph P.
5
Słoczyński, Tymon
5
Alizadeh, Sassan
4
Blasques, Francisco
4
Chan, Joshua
4
Christopeit, Norbert
4
Craig, Ben R.
4
Daníelsson, Jón
4
Daouia, Abdelaati
4
Dijk, Dick van
4
Gelper, Sarah
4
Huschens, Stefan
4
Jasiak, Joann
4
Johansen, Søren
4
Keller, Joachim G.
4
Kiviet, J. F.
4
Leon-Gonzalez, Roberto
4
León-González, Roberto
4
Malec, Peter
4
Monfort, Alain
4
Sentana, Enrique
4
more ...
less ...
Published in...
All
KBI
7
Série des documents de travail / Centre de Recherche en Économie et Statistique
6
Cowles Foundation discussion paper
3
Série des documents de travail
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
1
Working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
2
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542193
Saved in:
3
Fully modified least squares for multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012132051
Saved in:
4
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:
5
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2016
Persistent link: https://www.econbiz.de/10012196256
Saved in:
6
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
7
Sparse partial robust M regression
Hoffmann, Irene
;
Serneels, Sven
;
Filzmoser, Peter
; …
-
2015
Persistent link: https://www.econbiz.de/10011290635
Saved in:
8
Robust sparse canonical correlation analysis
Wilms, Ines
;
Croux, Christophe
-
2014
Persistent link: https://www.econbiz.de/10010485679
Saved in:
9
Sparse least trimmed squares regression
Alfons, Andreas
;
Croux, Christophe
;
Gelper, Sarah
-
2011
Persistent link: https://www.econbiz.de/10009377551
Saved in:
10
Jump robust daily covariance estimation by disentangling variance and correlation components
Boudt, Kris
;
Cornelissen, Jonathan
;
Croux, Christophe
-
2010
Persistent link: https://www.econbiz.de/10008989131
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->