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subject:"Estimation"
type_genre:"Working Paper"
~isPartOf:"Série des documents de travail"
~subject:"Statistical inference"
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Search: subject_exact:"Estimation theory"
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Estimation
Statistical inference
Estimation theory
40
Schätztheorie
40
Time series analysis
12
Zeitreihenanalyse
12
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
Regression analysis
7
Regressionsanalyse
7
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Schätzung
6
Stochastic process
5
Stochastischer Prozess
5
Consistency
4
Identification
4
Composite Likelihood
3
Correlation
3
Induktive Statistik
3
Korrelation
3
Markov chain
3
Markov-Kette
3
Pseudo Maximum Likelihood
3
Schock
3
Shock
3
State space model
3
VAR model
3
VAR-Modell
3
Volatility
3
Volatilität
3
Zustandsraummodell
3
ARCH Model
2
Asymptotic Single Risk Factor
2
Autocorrelation
2
Autokorrelation
2
Bayes-Statistik
2
Bayesian inference
2
Big Data
2
Cayley Transform
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Working Paper
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7
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7
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7
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English
7
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Gouriéroux, Christian
3
Monfort, Alain
3
Renne, Jean-Paul
2
Aeberhardt, Romain
1
Derumigny, Alexis
1
Girard, Lucas
1
Givord, Pauline
1
Guyonvarch, Yannick
1
Klopp, Olga
1
Marbot, Claire
1
Royer, Julien
1
Verzelen, Nicolas
1
Zakoïan, Jean-Michel
1
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Série des documents de travail
CEMMAP working papers / Centre for Microdata Methods and Practice
100
Discussion paper series / IZA
66
Working paper / Department of Econometrics and Business Statistics, Monash University
42
Discussion paper / Tinbergen Institute
41
CESifo working papers
37
Working paper
37
Working paper / National Bureau of Economic Research, Inc.
32
Discussion papers / CEPR
30
CREATES research paper
28
Cowles Foundation discussion paper
25
Discussion paper
25
Discussion paper / Centre for Economic Policy Research
21
SFB 649 discussion paper
21
Working papers series in theoretical and applied economics
19
Queen's Economics Department working paper
16
Working papers / TSE : WP
16
Boston College working papers in economics
15
Discussion papers of interdisciplinary research project 373
15
Finance and economics discussion series
14
KBI
14
Discussion paper / Center for Economic Research, Tilburg University
13
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
10
Working papers
10
Discussion papers / Deutsches Institut für Wirtschaftsforschung
9
Federal Reserve Bank of Cleveland working paper series
9
Technical working paper / National Bureau of Economic Research
9
Working paper series
9
Cardiff economics working papers
8
Documento de trabajo
8
Staff reports / Federal Reserve Bank of New York
8
Working paper series / European Central Bank
8
CAEPR working papers
7
Discussion paper / Central Bureau voor de Statistiek
7
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
7
ECARES working paper
7
Economics working paper
7
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ECONIS (ZBW)
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1
Conditional asymmetry in ARCH models
Royer, Julien
-
2020
Persistent link: https://www.econbiz.de/10012429896
Saved in:
2
On the construction of confidence intervals for ratios of expectations
Derumigny, Alexis
;
Girard, Lucas
;
Guyonvarch, Yannick
-
2019
Persistent link: https://www.econbiz.de/10012237309
Saved in:
3
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:
4
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:
5
Optimal graphon estimation in cut distance
Klopp, Olga
;
Verzelen, Nicolas
-
2017
Persistent link: https://www.econbiz.de/10012198705
Saved in:
6
Spillover effect of the minimum wage in France : an unconditionalquantile regression
Aeberhardt, Romain
;
Givord, Pauline
;
Marbot, Claire
-
2016
Persistent link: https://www.econbiz.de/10011855120
Saved in:
7
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:
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