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subject:"Probability theory"
subject:"Time series analysis"
~person:"Gouriéroux, Christian"
~subject:"Schätzung"
~subject:"Simulation"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
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Estimation theory
90
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90
Theorie
50
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50
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20
Estimation
9
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8
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8
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7
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Gouriéroux, Christian
Phillips, Peter C. B.
108
Gao, Jiti
95
Koopman, Siem Jan
60
Pesaran, M. Hashem
58
Linton, Oliver
55
Lütkepohl, Helmut
52
Kapetanios, George
49
Johansen, Søren
45
Teräsvirta, Timo
43
Franses, Philip Hans
42
Nielsen, Morten Ørregaard
38
Diebold, Francis X.
37
Stock, James H.
36
Koop, Gary
35
Cai, Zongwu
31
Härdle, Wolfgang
31
Harvey, Andrew C.
30
Swanson, Norman R.
30
Watson, Mark W.
30
McAleer, Michael
29
Kristensen, Dennis
28
Lucas, André
28
Peng, Bin
28
Robinson, Peter M.
28
Engle, Robert F.
27
Sibbertsen, Philipp
27
Giraitis, Liudas
26
Li, Degui
26
Marcellino, Massimiliano
26
Nelson, Daniel B.
26
Perron, Pierre
26
Sentana, Enrique
26
Taylor, Robert
26
Brännäs, Kurt
25
Ghysels, Eric
25
Haldrup, Niels
25
Urga, Giovanni
25
West, Kenneth D.
25
Baltagi, Badi H.
24
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Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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Série des documents de travail
7
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
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5
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
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ECONIS (ZBW)
29
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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
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
Least impulse response estimator for stress test exercises
Gouriéroux, Christian
;
Lu, Yang
- In:
Journal of banking & finance
103
(
2019
),
pp. 62-77
Persistent link: https://www.econbiz.de/10012163773
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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