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person:"Gouriéroux, Christian"
subject:"Theorie"
~person:"Bera, Anil K."
~person:"Horowitz, Joel"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Theorie
Estimation theory
98
Schätztheorie
98
Theory
49
Nichtparametrisches Verfahren
17
Nonparametric statistics
17
Statistical test
15
Statistischer Test
15
Estimation
9
Regression analysis
8
Regressionsanalyse
8
Schätzung
8
Statistical theory
8
Statistische Methodenlehre
8
Time series analysis
8
Zeitreihenanalyse
8
Instrumental variables
7
IV-Schätzung
6
Method of moments
6
Momentenmethode
6
Regional economics
6
Regionalökonomik
6
USA
5
United States
5
Econometrics
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Modellierung
4
Risiko
4
Risk
4
Räumliche Interaktion
4
Scientific modelling
4
Spatial interaction
4
VAR model
4
VAR-Modell
4
Ökonometrie
4
Identification
3
LM test
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
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Article
49
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Article in journal
Aufsatz in Zeitschrift
49
Arbeitspapier
40
Graue Literatur
40
Non-commercial literature
40
Working Paper
40
Amtsdruckschrift
15
Government document
15
Aufsatz im Buch
9
Book section
9
Collection of articles of several authors
2
Sammelwerk
2
Mehrbändiges Werk
1
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Language
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English
42
French
7
Author
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Gouriéroux, Christian
Bera, Anil K.
Horowitz, Joel
Andrews, Donald W. K.
30
Phillips, Peter C. B.
30
Newey, Whitney K.
27
Li, Qi
25
Baltagi, Badi H.
23
Ohtani, Kazuhiro
21
Pesaran, M. Hashem
21
Giles, David E. A.
19
McAleer, Michael
19
Krämer, Walter
18
King, Maxwell L.
17
Lee, Lung-fei
17
Ullah, Aman
17
Granger, C. W. J.
16
Robinson, Peter M.
16
Srivastava, Virendra K.
16
Wooldridge, Jeffrey M.
16
Hahn, Jinyong
15
Schmidt, Peter
15
Kelejian, Harry H.
14
Bai, Jushan
13
Godfrey, L. G.
13
Lütkepohl, Helmut
13
Rilstone, Paul
13
Smith, Richard J.
13
Franses, Philip Hans
12
Ghysels, Eric
12
Hendry, David F.
12
Hill, Rufus Carter
12
Imbens, Guido
12
Linton, Oliver
12
Perron, Pierre
12
Simar, Léopold
12
Arellano, Manuel
11
Fan, Yanqin
11
Hsiao, Cheng
11
Kuan, Chung-ming
11
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Published in...
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Journal of econometrics
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
Annales d'économie et de statistique
5
Econometric theory
5
Econometric reviews
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of quantitative economics : official journal of the Indian Econometric Society
2
L' Actualité économique : revue trimest.
2
The review of economic studies
2
Annual review of economics
1
Duration transition and count data models
1
Journal of applied econometrics
1
Journal of empirical finance
1
Journal of productivity analysis
1
Journal of urban economics
1
L' économétrie appliquée
1
L'hétérogénéité en économétrie : numéro spécial
1
Special issue on topics in applied econometrics
1
The financial review : the official publication of the Eastern Finance Association
1
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ECONIS (ZBW)
49
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1
Ill-posed inverse problems in economics
Horowitz, Joel
- In:
Annual review of economics
6
(
2014
),
pp. 21-51
Persistent link: https://www.econbiz.de/10011379933
Saved in:
2
The Wishart Autoregressive process of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 167-181
Persistent link: https://www.econbiz.de/10003858506
Saved in:
3
Testing a parametric model against a nonparametric alternative with identification through instrumental variables
Horowitz, Joel
- In:
Econometrica : journal of the Econometric Society, an …
74
(
2006
)
2
,
pp. 521-538
Persistent link: https://www.econbiz.de/10003316413
Saved in:
4
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
Saved in:
5
The MM, ME, ML, EL, EF, and GMM approaches to estimation : a synthesis
Bera, Anil K.
;
Bilias, Yannis
- In:
Journal of econometrics
107
(
2002
)
1/2
,
pp. 51-86
Persistent link: https://www.econbiz.de/10001651261
Saved in:
6
Truncated dynamics and estimation of diffusion equations
Darolles, Serge
;
Gouriéroux, Christian
- In:
Journal of econometrics
102
(
2001
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001575282
Saved in:
7
An adaptive, rate-optimal test of a parametric mean-regression model against a nonparametric alternative
Horowitz, Joel
;
Spokojnyj, Vladimir G.
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
3
,
pp. 599-631
Persistent link: https://www.econbiz.de/10001580788
Saved in:
8
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 225-245
Persistent link: https://www.econbiz.de/10001557715
Saved in:
9
Estimating production uncertainty in stochastic frontier production function models
Bera, Anil K.
;
Sharma, Subhash Chandra
- In:
Journal of productivity analysis
12
(
1999
)
3
,
pp. 187-210
Persistent link: https://www.econbiz.de/10001435281
Saved in:
10
Semiparametric estimation of a proportional Hazard model with unobserved heterogeneity
Horowitz, Joel
- In:
Econometrica : journal of the Econometric Society, an …
67
(
1999
)
5
,
pp. 1001-1028
Persistent link: https://www.econbiz.de/10001405835
Saved in:
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