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person:"Ullah, Aman"
subject:"Theory"
~person:"Gouriéroux, Christian"
~person:"King, Maxwell L."
~subject:"Nonparametric statistics"
~subject:"Statistical theory"
~subject:"Time series analysis"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Estimation theory"
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Theory
Nonparametric statistics
Statistical theory
Time series analysis
Estimation theory
58
Schätztheorie
58
Theorie
30
Zeitreihenanalyse
13
Estimation
7
Schätzung
7
Core
6
Volatility
6
Volatilität
6
Nichtparametrisches Verfahren
5
Identification
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Risikomanagement
4
Risikomaß
4
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4
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4
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4
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4
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3
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3
Schock
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Shock
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Stochastic process
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2
Asymptotic Single Risk Factor
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2
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Graue Literatur
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47
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English
42
French
2
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Ullah, Aman
Gouriéroux, Christian
King, Maxwell L.
Härdle, Wolfgang
74
Gao, Jiti
61
Phillips, Peter C. B.
52
Linton, Oliver
46
Pesaran, M. Hashem
37
Franses, Philip Hans
32
Koopman, Siem Jan
31
Newey, Whitney K.
31
Chen, Xiaohong
29
Dette, Holger
28
Swanson, Norman R.
26
Imbens, Guido
25
Johansen, Søren
25
Lütkepohl, Helmut
25
Nielsen, Morten Ørregaard
25
Chernozhukov, Victor
24
Kapetanios, George
23
Lucas, André
23
Maravall Herrero, Agustín
23
Brännäs, Kurt
22
Cai, Zongwu
22
Hoderlein, Stefan
22
Mammen, Enno
22
Otsu, Taisuke
22
Robert, Christian P.
21
Sibbertsen, Philipp
21
Horowitz, Joel
20
Teräsvirta, Timo
20
Kohn, Robert
19
Koop, Gary
19
Spokojnyj, Vladimir G.
19
Heckman, James J.
18
Kleibergen, Frank
18
McAleer, Michael
18
Monfort, Alain
18
Scaillet, Olivier
18
Simar, Léopold
18
Stahlecker, Peter
18
Breitung, Jörg
17
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Série des documents de travail / Centre de Recherche en Économie et Statistique
20
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11
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6
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
4
CORE discussion paper : DP
1
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1
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1
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1
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ECONIS (ZBW)
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1
Forecasting under structural breaks using improved weighted estimation
Lee, Tae-hwy
;
Parsaeian, Shahnaz
;
Ullah, Aman
-
2022
Persistent link: https://www.econbiz.de/10013284029
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
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:
6
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2016
Persistent link: https://www.econbiz.de/10012196271
Saved in:
7
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
8
Bayesian bandwidth selection for a nonparametric regression model with mixed types of regressors
Zhang, Xibin
;
King, Maxwell L.
;
Shang, Han Lin
-
2013
Persistent link: https://www.econbiz.de/10009775496
Saved in:
9
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density
Zhang, Xibin
;
King, Maxwell L.
;
Shang, Han Lin
-
2013
Persistent link: https://www.econbiz.de/10010189540
Saved in:
10
Semi-parametric estimation of noncausal vector autoregression
Gouriéroux, Christian
;
Jasiak, Joann
-
2015
Persistent link: https://www.econbiz.de/10011288580
Saved in:
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