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subject:"Probability theory"
subject:"Time series analysis"
~person:"Gouriéroux, Christian"
~subject:"Simulation"
~subject:"Ökonometrie"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Simulation
Ökonometrie
Estimation theory
90
Schätztheorie
90
Theorie
50
Theory
50
Zeitreihenanalyse
20
Estimation
9
Schätzung
9
VAR model
8
VAR-Modell
8
Identification
7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Risikomanagement
7
Risk management
7
Volatility
7
Volatilität
7
Core
6
Schock
6
Shock
6
Econometrics
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Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Portfolio selection
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Portfolio-Management
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Risikomaß
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Risk measure
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Statistical theory
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Statistische Methodenlehre
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Consistency
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Credit risk
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English
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Gouriéroux, Christian
Phillips, Peter C. B.
99
Gao, Jiti
76
Koopman, Siem Jan
55
Johansen, Søren
43
Lütkepohl, Helmut
43
Teräsvirta, Timo
42
Franses, Philip Hans
40
Nielsen, Morten Ørregaard
38
Kapetanios, George
34
Linton, Oliver
33
Pesaran, M. Hashem
33
Koop, Gary
30
Harvey, Andrew C.
29
McAleer, Michael
29
Stock, James H.
29
Swanson, Norman R.
29
Lucas, André
28
Engle, Robert F.
26
Nelson, Daniel B.
26
Peng, Bin
26
Perron, Pierre
26
Sibbertsen, Philipp
26
Watson, Mark W.
26
Li, Degui
25
Taylor, Robert
25
Brännäs, Kurt
24
Kristensen, Dennis
24
Maravall Herrero, Agustín
24
Robinson, Peter M.
24
Chambers, Marcus J.
23
Haldrup, Niels
23
Hendry, David F.
23
Leybourne, Stephen James
23
Nielsen, Bent
23
Urga, Giovanni
23
West, Kenneth D.
23
Dong, Chaohua
22
Xiao, Zhijie
22
Blasques, Francisco
21
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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 / Centre de Recherche en Économie et Statistique
7
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6
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
5
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
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1
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1
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ECONIS (ZBW)
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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
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:
9
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:
10
The econometrics of individual risk : credit, insurance, and marketing
Gouriéroux, Christian
;
Jasiak, Joann
-
2007
Persistent link: https://www.econbiz.de/10003420329
Saved in:
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