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person:"Croux, Christophe"
subject:"Volatility"
~person:"Gouriéroux, Christian"
~person:"Robinson, Peter M."
~subject:"Core"
~subject:"Multivariate analysis"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Volatility
Core
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Zeitreihenanalyse
Estimation theory
235
Schätztheorie
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88
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88
Time series analysis
57
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37
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37
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34
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Croux, Christophe
Gouriéroux, Christian
Robinson, Peter M.
Phillips, Peter C. B.
108
Gao, Jiti
75
Koopman, Siem Jan
59
Teräsvirta, Timo
45
Johansen, Søren
43
Franses, Philip Hans
42
Lütkepohl, Helmut
41
Linton, Oliver
39
Nielsen, Morten Ørregaard
39
Swanson, Norman R.
35
Kapetanios, George
33
Härdle, Wolfgang
32
Nelson, Daniel B.
32
Harvey, Andrew C.
31
Sibbertsen, Philipp
30
Koop, Gary
29
Engle, Robert F.
28
Pesaran, M. Hashem
28
Lucas, André
27
Stock, James H.
27
Diebold, Francis X.
26
Sun, Yixiao
26
Li, Degui
25
Taylor, Robert
25
Watson, Mark W.
25
Maravall Herrero, Agustín
24
Perron, Pierre
24
Sentana, Enrique
24
Cavaliere, Giuseppe
23
McAleer, Michael
23
Nielsen, Bent
23
Peng, Bin
23
Chambers, Marcus J.
22
Dong, Chaohua
22
Ghysels, Eric
22
Hafner, Christian M.
22
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22
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1
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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The economic journal : the journal of the Royal Economic Society
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ECONIS (ZBW)
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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
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:
7
Asymptotic theory for time series with changing mean and variance
Dalla, Violetta
;
Giraitis, Liudas
;
Robinson, Peter M.
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 281-313
Persistent link: https://www.econbiz.de/10012483387
Saved in:
8
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:
9
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2016
Persistent link: https://www.econbiz.de/10012196271
Saved in:
10
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
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