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subject:"Prognoseverfahren"
subject:"Time series analysis"
~person:"Gouriéroux, Christian"
~subject:"Statistical theory"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Time series analysis
Statistical theory
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
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Portfolio selection
5
Portfolio-Management
5
Probability theory
5
Risikomaß
5
Risk measure
5
Statistische Methodenlehre
5
Wahrscheinlichkeitsrechnung
5
Ökonometrie
5
Consistency
4
Credit risk
4
Kreditrisiko
4
Risiko
4
Risk
4
ARCH Model
3
Big Data
3
Composite Likelihood
3
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Free
7
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4
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Book / Working Paper
17
Article
8
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Arbeitspapier
14
Working Paper
14
Graue Literatur
13
Non-commercial literature
13
Article in journal
7
Aufsatz in Zeitschrift
7
Amtsdruckschrift
5
Government document
5
Mehrbändiges Werk
1
Multi-volume publication
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Language
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English
23
French
2
Author
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Gouriéroux, Christian
Phillips, Peter C. B.
112
Gao, Jiti
81
Koopman, Siem Jan
57
Johansen, Søren
44
Swanson, Norman R.
44
Franses, Philip Hans
43
Lütkepohl, Helmut
43
Teräsvirta, Timo
42
Pesaran, M. Hashem
39
Nielsen, Morten Ørregaard
38
Kapetanios, George
36
Koop, Gary
35
Hendry, David F.
34
Linton, Oliver
33
Nelson, Daniel B.
31
Harvey, Andrew C.
29
McAleer, Michael
28
Taylor, Robert
28
Leybourne, Stephen James
27
Lucas, André
27
Engle, Robert F.
26
Robinson, Peter M.
26
Sibbertsen, Philipp
26
Stock, James H.
26
West, Kenneth D.
26
Li, Degui
25
Maravall Herrero, Agustín
25
Marcellino, Massimiliano
25
Nielsen, Bent
25
Peng, Bin
25
Perron, Pierre
25
Watson, Mark W.
25
Bauwens, Luc
24
Cai, Zongwu
24
Diebold, Francis X.
24
Brännäs, Kurt
23
Chambers, Marcus J.
23
Corradi, Valentina
23
Ghysels, Eric
23
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Institution
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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
Journal of econometrics
2
Annals of economics and statistics
1
Collection "Economie et statistiques avancées"
1
Discussion papers of interdisciplinary research project 373
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econométrie non linéaire asymptotique
1
Springer series in statistics
1
The economic journal : the journal of the Royal Economic Society
1
The review of economic studies : RES
1
Themes in modern econometrics
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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
Misspecification of noncausal order in autoregressive processes
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 226-248
Persistent link: https://www.econbiz.de/10012110259
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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