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subject:"Panel"
subject:"Stochastic process"
~isPartOf:"Série des documents de travail"
~subject:"VAR-Modell"
~type_genre:"Arbeitspapier"
~type_genre:"Collection of articles of several authors"
~type_genre:"Rezension"
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Search: subject_exact:"Estimation theory"
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Panel
Stochastic process
VAR-Modell
Estimation theory
40
Schätztheorie
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Time series analysis
12
Zeitreihenanalyse
12
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
Regression analysis
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Regressionsanalyse
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Estimation
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Schätzung
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Stochastischer Prozess
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Consistency
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Identification
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Composite Likelihood
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Correlation
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Induktive Statistik
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Korrelation
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Markov chain
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Markov-Kette
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Pseudo Maximum Likelihood
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Schock
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Shock
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State space model
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Statistical inference
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VAR model
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Volatility
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Volatilität
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Zustandsraummodell
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ARCH Model
2
Asymptotic Single Risk Factor
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Autocorrelation
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Autokorrelation
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Bayes-Statistik
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Bayesian inference
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Gouriéroux, Christian
5
Monfort, Alain
4
Renne, Jean-Paul
3
Butucea, Cristina
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Chesneau, Christophe
1
El Kolei, Salima
1
Fermanian, Jean-David
1
Guta, Madalin
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Lu, Yang
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Navarro, Fabien
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Nussbaum, Michael
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Série des documents de travail
Discussion paper / Tinbergen Institute
41
CEMMAP working papers / Centre for Microdata Methods and Practice
40
Working paper / Department of Econometrics and Business Statistics, Monash University
36
CESifo working papers
34
Discussion paper series / IZA
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24
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Discussion papers of interdisciplinary research project 373
17
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
13
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Série des documents de travail / Centre de Recherche en Économie et Statistique
10
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9
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Discussion paper / Center for Economic Research, Tilburg University
8
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Memorandum / Department of Economics, University of Oslo
8
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8
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8
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7
Discussion papers in economics
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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:
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
Local asymptotic equivalence of pure states ensembles and quantum Gaussian white noise
Butucea, Cristina
;
Guta, Madalin
;
Nussbaum, Michael
-
2017
Persistent link: https://www.econbiz.de/10012198585
Saved in:
5
Parametric estimation of hidden Markov models by least squares type estimation and deconvolution
Chesneau, Christophe
;
El Kolei, Salima
;
Navarro, Fabien
-
2017
Persistent link: https://www.econbiz.de/10012200019
Saved in:
6
Vine-GARCH process : stationarity and asymptotic properties
Poignard, Benjamin
;
Fermanian, Jean-David
-
2016
Persistent link: https://www.econbiz.de/10011854705
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:
8
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
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