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subject:"Probability theory"
subject:"Time series analysis"
~person:"Gouriéroux, Christian"
~subject:"Simulation"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Simulation
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
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Econometrics
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Portfolio selection
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Statistical theory
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Statistische Methodenlehre
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Consistency
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English
21
French
4
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Gouriéroux, Christian
Phillips, Peter C. B.
96
Gao, Jiti
74
Koopman, Siem Jan
54
Johansen, Søren
43
Lütkepohl, Helmut
43
Teräsvirta, Timo
41
Franses, Philip Hans
40
Nielsen, Morten Ørregaard
38
Linton, Oliver
33
Kapetanios, George
32
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
McAleer, Michael
25
Taylor, Robert
25
Li, Degui
24
Maravall Herrero, Agustín
24
Brännäs, Kurt
23
Chambers, Marcus J.
23
Haldrup, Niels
23
Kristensen, Dennis
23
Leybourne, Stephen James
23
Nielsen, Bent
23
Robinson, Peter M.
23
West, Kenneth D.
23
Hendry, David F.
22
Peng, Bin
22
Xiao, Zhijie
22
Blasques, Francisco
21
Dong, Chaohua
21
Hassler, Uwe
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
Série des documents de travail
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
Collection "Economie et statistiques avancées"
1
Discussion papers of interdisciplinary research project 373
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ECONIS (ZBW)
25
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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
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
Saved in:
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