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subject:"Estimation theory"
subject:"Wahrscheinlichkeitsrechnung"
~isPartOf:"Annals of economics and statistics"
~person:"Gouriéroux, Christian"
~person:"Imbens, Guido"
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Estimation theory
Wahrscheinlichkeitsrechnung
Schätztheorie
2
ARCH Model
1
Bias
1
Big Data
1
Composite Pseudo-Likelihood
1
Consistency
1
Interest rate
1
Lie Group
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Mean Reversion
1
Mean reversion
1
Normalized Data
1
Pseudo-Likelihood
1
Systematischer Fehler
1
Time series analysis
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Gouriéroux, Christian
Imbens, Guido
Florens, Jean-Pierre
3
Johannes, Jan
2
Monfort, Alain
2
Simoni, Anna
2
Asin, Nicolas
1
Bernard, Jean-Thomas
1
Carrasco, Marine
1
Centorrino, Samuele
1
Chu, Ba
1
Doukali, Mohamed
1
Dupuy, Arnaud
1
Enache, Andreea
1
Francq, Christian
1
Gagliardini, Patrick
1
Galichon, Alfred
1
Gørgens, Tue
1
Han, Chirok
1
Harding, Matthew C.
1
Hirose, Yohsuke
1
Horowitz, Joel
1
Khalaf, Lynda
1
Lamarche, Carlos
1
Phillips, Peter C. B.
1
Péguin-Feissolle, Anne
1
Racine, Jeffrey
1
Renault, Eric
1
Sanhaji, Bilel
1
Scaillet, Olivier
1
Schenk, Rudolf
1
Sokullu, Senay
1
Stouli, Sami
1
Van Keilegom, Ingrid
1
Voia, Marcel-Christian
1
Xue, Sen
1
Zakoïan, Jean-Michel
1
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Annals of economics and statistics
Série des documents de travail / Centre de Recherche en Économie et Statistique
26
Journal of econometrics
16
Technical working paper / National Bureau of Economic Research
15
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
13
Discussion paper series / Harvard Institute of Economic Research
12
Working paper / National Bureau of Economic Research, Inc.
12
Série des documents de travail
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
NBER working paper series
8
Annales d'économie et de statistique
6
Discussion paper series / IZA
5
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
4
Discussion paper / Center for Economic Research, Tilburg University
4
Econometric theory
4
Working paper
4
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
3
The review of economic studies
3
CEMMAP working papers / Centre for Microdata Methods and Practice
2
Discussion papers of interdisciplinary research project 373
2
L' Actualité économique : revue trimest.
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Quantitative economics : QE ; journal of the Econometric Society
2
CEMFI working paper
1
CORE discussion paper : DP
1
Collection "Economie et statistiques avancées"
1
Discussion paper
1
Duration transition and count data models
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Econométrie non linéaire asymptotique
1
Evaluation of training and other social programmes
1
Journal of banking & finance
1
Journal of economic literature
1
Journal of empirical finance
1
Journal of human resources : JHR
1
L' économétrie appliquée
1
L'hétérogénéité en économétrie : numéro spécial
1
Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
1
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Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
- In:
Annals of economics and statistics
125/126
(
2017
),
pp. 187-218
Persistent link: https://www.econbiz.de/10011744364
Saved in:
2
Pitfalls in the estimation of continuous time interest rate models : the case of the CIR model
Gouriéroux, Christian
;
Monfort, Alain
- In:
Annals of economics and statistics
109/110
(
2013
),
pp. 25-61
Persistent link: https://www.econbiz.de/10009779723
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