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subject:"Probability theory"
subject:"Time series analysis"
~person:"Franses, Philip Hans"
~person:"Gouriéroux, Christian"
~subject:"Cointegration"
~subject:"Identification"
~subject:"Statistische Methodenlehre"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Cointegration
Identification
Statistische Methodenlehre
Estimation theory
163
Schätztheorie
163
Theorie
92
Theory
92
Zeitreihenanalyse
59
Estimation
15
Schätzung
15
Saisonale Schwankungen
11
Seasonal variations
11
Volatility
11
Volatilität
11
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
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8
VAR-Modell
8
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
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5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Prognoseverfahren
5
Risikomaß
5
Risk measure
5
Statistical theory
5
Wahrscheinlichkeitsrechnung
5
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5
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36
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36
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32
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English
68
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5
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Franses, Philip Hans
Gouriéroux, Christian
Phillips, Peter C. B.
130
Gao, Jiti
83
Koopman, Siem Jan
55
Johansen, Søren
53
Lütkepohl, Helmut
46
Teräsvirta, Timo
44
Nielsen, Morten Ørregaard
43
Pesaran, M. Hashem
43
Kapetanios, George
34
Linton, Oliver
34
Koop, Gary
33
McAleer, Michael
32
Nelson, Daniel B.
31
Robinson, Peter M.
30
Stock, James H.
30
Swanson, Norman R.
30
Harvey, Andrew C.
29
Li, Degui
28
Lucas, André
28
Perron, Pierre
28
Rahbek, Anders
28
Taylor, Robert
28
Haldrup, Niels
27
Nielsen, Bent
27
Diebold, Francis X.
26
Engle, Robert F.
26
Peng, Bin
26
Sibbertsen, Philipp
26
Chambers, Marcus J.
25
Watson, Mark W.
25
Brännäs, Kurt
24
Cavaliere, Giuseppe
24
Dong, Chaohua
24
Kristensen, Dennis
24
Maravall Herrero, Agustín
24
Hendry, David F.
23
Xiao, Zhijie
23
Bauwens, Luc
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
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Report / Econometric Institute, Erasmus University Rotterdam
9
Série des documents de travail / Centre de Recherche en Économie et Statistique
8
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7
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7
Journal of econometrics
6
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
6
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
6
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4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
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2
Econometric Institute research papers
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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
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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
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TRACE discussion papers / Tinbergen Institute
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The review of economic studies : RES
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Themes in modern econometrics
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ECONIS (ZBW)
73
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1
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
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:
3
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:
4
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:
5
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2017
Persistent link: https://www.econbiz.de/10012197835
Saved in:
6
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:
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
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2016
Persistent link: https://www.econbiz.de/10012196271
Saved in:
9
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
10
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
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