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person:"Ullah, Aman"
subject:"Theory"
~person:"Hecq, Alain W. J."
~person:"Renault, Eric"
~person:"Robert, Christian P."
~type_genre:"Amtsdruckschrift"
~type_genre:"Bibliography included"
~type_genre:"Non-commercial literature"
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Theory
Estimation theory
53
Schätztheorie
53
Theorie
31
Time series analysis
13
Zeitreihenanalyse
13
Bayes-Statistik
9
Bayesian inference
9
Statistical theory
8
Statistische Methodenlehre
8
Simulation
4
VAR model
4
VAR-Modell
4
Bayesian consistency
3
Estimation
3
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3
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3
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3
Regressionsanalyse
3
Sampling
3
Schätzung
3
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3
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3
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3
common features
3
ARCH Model
2
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2
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2
Bayesian synthetic likelihood
2
Bernstein-von Mises theorem
2
Big Data
2
CAPM
2
Cointegration
2
Composite Pseudo-Likelihood
2
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2
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2
History of Bayesian computation
2
Indirect Inference
2
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2
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2
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Amtsdruckschrift
Bibliography included
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30
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26
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26
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23
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5
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5
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3
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English
30
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Ullah, Aman
Hecq, Alain W. J.
Renault, Eric
Robert, Christian P.
Härdle, Wolfgang
55
Pesaran, M. Hashem
32
Franses, Philip Hans
29
Swanson, Norman R.
24
Imbens, Guido
23
Maravall Herrero, Agustín
23
Gouriéroux, Christian
22
Phillips, Peter C. B.
22
Kohn, Robert
19
Brännäs, Kurt
18
Heckman, James J.
18
Stahlecker, Peter
18
Spokojnyj, Vladimir G.
17
Giles, David E. A.
16
Kleibergen, Frank
16
McAleer, Michael
16
Sheather, Simon J.
15
Angrist, Joshua D.
14
Diebold, Francis X.
14
Zakoïan, Jean-Michel
14
Giles, Judith A.
13
Newey, Whitney K.
13
Andrews, Donald W. K.
12
Arnold, Bernhard
12
Breitung, Jörg
12
Francq, Christian
12
Guégan, Dominique
12
Huschens, Stefan
12
Scaillet, Olivier
12
Abberger, Klaus
11
Bera, Anil K.
11
Dufour, Jean-Marie
11
Feng, Yuanhua
11
Mammen, Enno
11
Robinson, Peter M.
11
Teräsvirta, Timo
11
Vella, Francis
11
Gómez, Víctor
10
Kilian, Lutz
10
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Série des documents de travail / Centre de Recherche en Économie et Statistique
19
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
14
Discussion papers / Service des Etudes et de la Statistique, Ministère de la Région Wallonne
4
Research memorandum / METEOR
3
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration / METEOR, University of Limburg, Faculty of Economics and Business Administration
3
Série des documents de travail du CREST (Centre de Recherche en Economie et Statistique) / Institut National de la Statistique et des Etudes Economiques / Institut National de la Statistique et des Etudes Economiques
2
CORE discussion paper : DP
1
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
Discussion paper / Center for Economic Research, Tilburg University
1
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1
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1
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ECONIS (ZBW)
31
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1
Handbook of applied econometrics and statistical inference
Ullah, Aman
(
ed.
);
Wan, Alan T. K.
(
contributor
); …
-
2002
Persistent link: https://www.econbiz.de/10001653280
Saved in:
2
Mixture models, latent variables and partitioned importance sampling
Casella, George
;
Robert, Christian P.
;
Wells, Martin T.
-
2000
Persistent link: https://www.econbiz.de/10001470588
Saved in:
3
MCMC control spreadsheets for exponentiel mixture estimation
Gruet, Marie-Anne
;
Philippe, Anne
;
Robert, Christian P.
-
1998
Persistent link: https://www.econbiz.de/10000984187
Saved in:
4
The simulated likelihood ratio (SLR) method
Billio, Monica
;
Monfort, Alain
;
Robert, Christian P.
-
1998
Persistent link: https://www.econbiz.de/10000986955
Saved in:
5
Riemann sums for MCMC estimation and convergence monitoring
Philippe, Anne
;
Robert, Christian P.
-
1998
Persistent link: https://www.econbiz.de/10000997342
Saved in:
6
Testing for common cycles in VAR models with cointegration
Hecq, Alain W. J.
;
Palm, Franz C.
;
Urbain, Jean-Pierre
-
1997
Persistent link: https://www.econbiz.de/10000981783
Saved in:
7
Statistical inference for random variance option pricing
Pastorello, Sergio
;
Renault, Eric
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000984169
Saved in:
8
Does seasonal adjustment induce common cycles?
Hecq, Alain W. J.
-
1997
Persistent link: https://www.econbiz.de/10000989788
Saved in:
9
Permanent-transitory decomposition in VAR models with cointegration and common cycles
Hecq, Alain W. J.
;
Palm, Franz C.
;
Urbain, Jean-Pierre
-
1997
Persistent link: https://www.econbiz.de/10000989790
Saved in:
10
Continuously updated extremum estimators
Patilea, Valentin
-
1997
Persistent link: https://www.econbiz.de/10000976280
Saved in:
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