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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~person:"Franses, Philip Hans"
~person:"Gouriéroux, Christian"
~subject:"Monte Carlo simulation"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Probability theory
Statistische Methodenlehre
Monte Carlo simulation
Zeitreihenanalyse
Estimation theory
163
Schätztheorie
163
Theorie
92
Theory
92
Time series analysis
59
Estimation
15
Schätzung
15
Saisonale Schwankungen
11
Seasonal variations
11
Volatility
11
Volatilität
11
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
VAR model
8
VAR-Modell
8
Identification
7
Risikomanagement
7
Risk management
7
Core
6
Portfolio selection
6
Portfolio-Management
6
Schock
6
Shock
6
ARCH model
5
ARCH-Modell
5
Econometrics
5
Forecasting model
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Prognoseverfahren
5
Risikomaß
5
Risk measure
5
Statistical theory
5
Wahrscheinlichkeitsrechnung
5
Ökonometrie
5
Cointegration
4
Consistency
4
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Free
13
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4
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Book / Working Paper
49
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20
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Arbeitspapier
34
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34
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30
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English
64
French
5
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Franses, Philip Hans
Gouriéroux, Christian
Phillips, Peter C. B.
102
Gao, Jiti
79
Koopman, Siem Jan
59
Johansen, Søren
44
Lütkepohl, Helmut
42
Teräsvirta, Timo
42
Pesaran, M. Hashem
41
Nielsen, Morten Ørregaard
39
Kapetanios, George
37
Linton, Oliver
34
McAleer, Michael
33
Koop, Gary
31
Nelson, Daniel B.
31
Stock, James H.
30
Harvey, Andrew C.
29
Lucas, André
29
Swanson, Norman R.
29
Robinson, Peter M.
27
Schorfheide, Frank
27
Sibbertsen, Philipp
27
Engle, Robert F.
26
Perron, Pierre
26
Taylor, Robert
26
Li, Degui
25
Peng, Bin
25
Watson, Mark W.
25
Brännäs, Kurt
24
Diebold, Francis X.
24
Dufour, Jean-Marie
24
Maravall Herrero, Agustín
24
Nielsen, Bent
24
Chambers, Marcus J.
23
Ghysels, Eric
23
Hendry, David F.
23
Bauwens, Luc
22
Bera, Anil K.
22
Haldrup, Niels
22
Leybourne, Stephen James
22
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Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
European University Institute / Department of Economics
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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Report / Econometric Institute, Erasmus University Rotterdam
8
Série des documents de travail / Centre de Recherche en Économie et Statistique
8
Discussion paper / Tinbergen Institute
7
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
6
Série des documents de travail
6
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
6
Discussion paper / Tinbergen Institute / Tinbergen Institute
4
Journal of econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
EUI working paper / ECO
2
Econometric Institute research papers
2
Econometric theory
2
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
2
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
2
Research memorandum series / Tinbergen Instituut
2
The economic journal : the journal of the Royal Economic Society
2
Annals of economics and statistics
1
Collection "Economie et statistiques avancées"
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion papers of interdisciplinary research project 373
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econométrie non linéaire asymptotique
1
Memo / Økonomisk Institut, Aarhus Universitet
1
Oxford bulletin of economics and statistics
1
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Report / Erasmus Center for Financial Research, Erasmus University
1
Springer series in statistics
1
TRACE discussion papers / Tinbergen Institute
1
The review of economic studies : RES
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Themes in modern econometrics
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ECONIS (ZBW)
69
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1
Intertemporal similarity of economic time series : an application of dynamic time warping
Franses, Philip Hans
;
Wiemann, Thomas
-
2018
Persistent link: https://www.econbiz.de/10011893650
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
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2017
Persistent link: https://www.econbiz.de/10012197835
Saved in:
5
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
The review of economic studies : RES
87
(
2020
)
4
,
pp. 1915-1953
Persistent link: https://www.econbiz.de/10012259682
Saved in:
6
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:
7
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2016
Persistent link: https://www.econbiz.de/10012196271
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:
9
Misspecification of noncausal order in autoregressive processes
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 226-248
Persistent link: https://www.econbiz.de/10012110259
Saved in:
10
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 111-126
Persistent link: https://www.econbiz.de/10011743785
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