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subject:"Probability theory"
subject:"Time series analysis"
~person:"Brännäs, Kurt"
~person:"Gouriéroux, Christian"
~subject:"Simulation"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Simulation
Estimation theory
130
Schätztheorie
130
Theorie
75
Theory
75
Zeitreihenanalyse
41
Estimation
18
Schätzung
18
Schweden
11
Sweden
11
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8
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8
Volatility
8
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8
Identification
7
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7
Nonparametric statistics
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7
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7
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6
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6
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Shock
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Wahrscheinlichkeitsrechnung
6
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Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Portfolio selection
5
Portfolio-Management
5
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5
Risk measure
5
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4
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English
44
French
4
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Brännäs, Kurt
Gouriéroux, Christian
Phillips, Peter C. B.
96
Gao, Jiti
75
Koopman, Siem Jan
54
Lütkepohl, Helmut
44
Johansen, Søren
43
Teräsvirta, Timo
41
Franses, Philip Hans
40
Nielsen, Morten Ørregaard
38
Kapetanios, George
33
Linton, Oliver
33
Pesaran, M. Hashem
30
Harvey, Andrew C.
29
Koop, Gary
29
Stock, James H.
29
Swanson, Norman R.
29
Lucas, André
27
Engle, Robert F.
26
Nelson, Daniel B.
26
Perron, Pierre
26
Sibbertsen, Philipp
26
Watson, Mark W.
26
Li, Degui
25
Maravall Herrero, Agustín
25
McAleer, Michael
25
Peng, Bin
25
Taylor, Robert
25
Chambers, Marcus J.
23
Haldrup, Niels
23
Kristensen, Dennis
23
Leybourne, Stephen James
23
Nielsen, Bent
23
Robinson, Peter M.
23
West, Kenneth D.
23
Xiao, Zhijie
23
Hendry, David F.
22
Blasques, Francisco
21
Dong, Chaohua
21
Ghysels, Eric
21
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Umeå universitet
9
Umeå Universitet / Institutionen för Nationalekonomi
3
Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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15
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7
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6
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5
Count data autoregression modelling
2
Discussion paper / Tinbergen Institute
2
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
2
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
2
Annals of economics and statistics
1
Collection "Economie et statistiques avancées"
1
Discussion papers of interdisciplinary research project 373
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Econometric reviews
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International journal of forecasting
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ECONIS (ZBW)
48
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1
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:
2
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:
3
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2017
Persistent link: https://www.econbiz.de/10012197835
Saved in:
4
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:
5
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:
6
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2016
Persistent link: https://www.econbiz.de/10012196271
Saved in:
7
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
8
Adaptations of conventional spatial econometric models to count data
Brännäs, Kurt
-
2014
Persistent link: https://www.econbiz.de/10010347058
Saved in:
9
Simultaneity in the multivariate count data autoregressive model
Brännäs, Kurt
-
2013
Persistent link: https://www.econbiz.de/10010227357
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
Saved in:
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