//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Estimation theory"
~accessRights:"free"
~person:"Gouriéroux, Christian"
~subject:"Indirect Inference"
~subject:"Schock"
~subject:"Statistical inference"
~subject:"Statistischer Test"
~subject:"Theorie"
~subject:"optimality"
~type_genre:"Working Paper"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 10 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Indirect Inference
Schock
Statistical inference
Statistischer Test
Theorie
optimality
Schätztheorie
13
Time series analysis
7
Zeitreihenanalyse
7
Identification
4
Composite Likelihood
3
Consistency
3
Estimation
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Pseudo Maximum Likelihood
3
Schätzung
3
Shock
3
VAR model
3
VAR-Modell
3
ARCH Model
2
Asymptotic Single Risk Factor
2
Big Data
2
Cayley Transform
2
Composite Pseudo-Likelihood
2
Corporate Risk
2
Impulse Response Functions
2
Independent Component Analysis
2
Induktive Statistik
2
Instrumental Model
2
Lie Group
2
Normalized Data
2
Pseudo-Likelihood
2
Pseudo-Maximum Likelihood
2
Risiko
2
Risikomanagement
2
Risk
2
Risk management
2
Stochastic process
2
Stochastischer Prozess
2
Structural Shocks
2
Structural VAR
2
more ...
less ...
Online availability
All
Free
Type of publication
All
Book / Working Paper
13
Type of publication (narrower categories)
All
Working Paper
Arbeitspapier
13
Graue Literatur
13
Non-commercial literature
13
Language
All
English
13
Author
All
Gouriéroux, Christian
Phillips, Peter C. B.
87
Gao, Jiti
76
Chernozhukov, Victor
64
Dette, Holger
63
Härdle, Wolfgang
57
Linton, Oliver
52
Pesaran, M. Hashem
46
Newey, Whitney K.
38
Lütkepohl, Helmut
35
Weidner, Martin
35
Chen, Xiaohong
34
Nielsen, Morten Ørregaard
34
Koopman, Siem Jan
31
Cai, Zongwu
30
Fernández-Val, Iván
28
Kitagawa, Toru
28
Sentana, Enrique
28
Imbens, Guido
27
Croux, Christophe
26
Lee, Sokbae
26
Peng, Bin
26
Johansen, Søren
25
Kapetanios, George
25
Andrews, Donald W. K.
24
Heckman, James J.
24
Horowitz, Joel
24
Lechner, Michael
24
Otsu, Taisuke
23
Sibbertsen, Philipp
23
Van Keilegom, Ingrid
22
Wolf, Michael
22
Hu, Yingyao
21
Słoczyński, Tymon
21
Winker, Peter
21
Einmahl, John H. J.
20
Hafner, Christian M.
20
Inoue, Atsushi
20
Swanson, Norman R.
19
Hansen, Christian Bailey
18
Hoderlein, Stefan
18
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Published in...
All
Série des documents de travail
11
Discussion papers of interdisciplinary research project 373
2
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time varying Markov process with partially observed aggregate data : an application to coronavirus
Gouriéroux, Christian
;
Jasiak, Joann
-
2020
-
Revised: May 8, 2020
Persistent link: https://www.econbiz.de/10012286438
Saved in:
2
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:
3
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2017
Persistent link: https://www.econbiz.de/10012197830
Saved in:
4
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:
5
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:
6
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2017
Persistent link: https://www.econbiz.de/10012197835
Saved in:
7
Robust analysis of the Martingale Hypothesis
Gouriéroux, Christian
;
Jasiak, Joann
-
2016
Persistent link: https://www.econbiz.de/10011855294
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
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2016
Persistent link: https://www.econbiz.de/10012196256
Saved in:
10
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2016
Persistent link: https://www.econbiz.de/10012196271
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->