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person:"Hall, Alastair R."
subject:"Zeitreihenanalyse"
~person:"Gouriéroux, Christian"
~person:"Robinson, Peter M."
~subject:"Simulation-based estimation"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Simulation-based estimation
Schätztheorie
220
Estimation theory
219
Theorie
93
Theory
93
Time series analysis
56
Nichtparametrisches Verfahren
26
Nonparametric statistics
26
Method of moments
20
Momentenmethode
20
Estimation
17
Schätzung
16
Statistical theory
15
Statistische Methodenlehre
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11
Regressionsanalyse
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Hall, Alastair R.
Gouriéroux, Christian
Robinson, Peter M.
Phillips, Peter C. B.
96
Gao, Jiti
74
Koopman, Siem Jan
53
Johansen, Søren
43
Lütkepohl, Helmut
41
Franses, Philip Hans
39
Teräsvirta, Timo
39
Nielsen, Morten Ørregaard
38
Kapetanios, George
33
Linton, Oliver
31
Harvey, Andrew C.
29
Koop, Gary
29
Swanson, Norman R.
29
Pesaran, M. Hashem
28
Sibbertsen, Philipp
27
Engle, Robert F.
26
Nelson, Daniel B.
26
Li, Degui
25
Lucas, André
25
Peng, Bin
25
Stock, James H.
25
Taylor, Robert
25
Watson, Mark W.
25
Maravall Herrero, Agustín
24
Perron, Pierre
24
Nielsen, Bent
23
Chambers, Marcus J.
22
Haldrup, Niels
22
Leybourne, Stephen James
22
Brännäs, Kurt
21
Dong, Chaohua
21
Hassler, Uwe
21
Cavaliere, Giuseppe
20
Giraitis, Liudas
20
Hendry, David F.
20
Blasques, Francisco
19
Caporale, Guglielmo Maria
19
McAleer, Michael
19
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Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Suntory and Toyota International Centres for Economics and Related Disciplines
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Journal of econometrics
8
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6
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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Robust inference
1
Springer series in statistics
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The review of economic studies : RES
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ECONIS (ZBW)
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1
The asymptotic properties of GMM and indirect inference under second-order identification
Dovonon, Prosper
;
Hall, Alastair R.
-
2018
Persistent link: https://www.econbiz.de/10011948531
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
The asymptotic properties of GMM and indirect inference under second inference
Donovon, Prosper
;
Hall, Alastair R.
-
2017
Persistent link: https://www.econbiz.de/10011669274
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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