//--> //--> //--> //-->
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:"Probability theory"
subject:"Time series analysis"
~person:"Gouriéroux, Christian"
~person:"Robinson, Peter M."
~subject:"Simulation"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Probability theory
Time series analysis
Simulation
Estimation theory
170
Schätztheorie
170
Theorie
80
Theory
80
Zeitreihenanalyse
43
Nichtparametrisches Verfahren
26
Nonparametric statistics
26
Estimation
15
Schätzung
14
Maximum likelihood estimation
10
Maximum-Likelihood-Schätzung
10
Regression analysis
10
Regressionsanalyse
10
Statistical theory
10
Statistische Methodenlehre
10
Volatility
9
Volatilität
9
Autocorrelation
8
Autokorrelation
8
VAR model
8
VAR-Modell
8
Identification
7
Panel
7
Panel study
7
Risikomanagement
7
Risk management
7
Räumliche Interaktion
7
Spatial interaction
7
Consistency
6
Core
6
Econometrics
6
Schock
6
Shock
6
Ökonometrie
6
Induktive Statistik
5
Portfolio selection
5
Portfolio-Management
5
Regional economics
5
more ...
less ...
Online availability
All
Free
13
Undetermined
5
Type of publication
All
Book / Working Paper
28
Article
20
Type of publication (narrower categories)
All
Arbeitspapier
19
Working Paper
19
Graue Literatur
18
Non-commercial literature
18
Article in journal
14
Aufsatz in Zeitschrift
14
Amtsdruckschrift
5
Aufsatz im Buch
5
Book section
5
Government document
5
Rezension
1
more ...
less ...
Language
All
English
44
French
4
Author
All
Gouriéroux, Christian
Robinson, Peter M.
Phillips, Peter C. B.
96
Gao, Jiti
75
Koopman, Siem Jan
54
Johansen, Søren
43
Lütkepohl, Helmut
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
McAleer, Michael
25
Peng, Bin
25
Taylor, Robert
25
Maravall Herrero, Agustín
24
Brännäs, Kurt
23
Chambers, Marcus J.
23
Haldrup, Niels
23
Kristensen, Dennis
23
Leybourne, Stephen James
23
Nielsen, Bent
23
West, Kenneth D.
23
Hendry, David F.
22
Xiao, Zhijie
22
Blasques, Francisco
21
Dong, Chaohua
21
Hassler, Uwe
21
more ...
less ...
Institution
All
Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
6
Journal of econometrics
6
Série des documents de travail
6
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
5
Econometrics papers
4
Econometric theory
3
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
2
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
2
Suntory and Toyota International Centres for Economics and Related Disciplines
2
The review of economic studies
2
Annals of economics and statistics
1
Collection "Economie et statistiques avancées"
1
Discussion paper series / LSE Financial Markets Group
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
LSE STICERD Research Paper
1
Robust inference
1
Springer series in statistics
1
The economic journal : the journal of the Royal Economic Society
1
The review of economic studies : RES
1
more ...
less ...
Source
All
ECONIS (ZBW)
48
Showing
1
-
10
of
48
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Asymptotic theory for time series with changing mean and variance
Dalla, Violetta
;
Giraitis, Liudas
;
Robinson, Peter M.
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 281-313
Persistent link: https://www.econbiz.de/10012483387
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
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:
10
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
- In:
Annals of economics and statistics
125/126
(
2017
),
pp. 187-218
Persistent link: https://www.econbiz.de/10011744364
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->