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subject:"Probability theory"
subject:"Time series analysis"
~person:"Gouriéroux, Christian"
~subject:"Simulation"
~subject:"Volatilität"
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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
Schätztheorie
90
Theorie
50
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50
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20
Estimation
9
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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.
99
Gao, Jiti
75
Koopman, Siem Jan
59
Teräsvirta, Timo
45
Franses, Philip Hans
43
Johansen, Søren
43
Lütkepohl, Helmut
43
Nielsen, Morten Ørregaard
39
Linton, Oliver
37
Swanson, Norman R.
35
Kapetanios, George
33
Nelson, Daniel B.
32
Harvey, Andrew C.
31
Stock, James H.
31
Pesaran, M. Hashem
30
Koop, Gary
29
Sibbertsen, Philipp
29
Engle, Robert F.
28
Lucas, André
28
McAleer, Michael
28
Diebold, Francis X.
27
Perron, Pierre
26
Watson, Mark W.
26
Ghysels, Eric
25
Härdle, Wolfgang
25
Li, Degui
25
Peng, Bin
25
Sentana, Enrique
25
Taylor, Robert
25
Kristensen, Dennis
24
Maravall Herrero, Agustín
24
Brännäs, Kurt
23
Cavaliere, Giuseppe
23
Chambers, Marcus J.
23
Haldrup, Niels
23
Leybourne, Stephen James
23
Nielsen, Bent
23
Robinson, Peter M.
23
West, Kenneth D.
23
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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
9
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7
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Journal of econometrics
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Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
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ECONIS (ZBW)
30
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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
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:
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