//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Stochastischer Prozess"
subject:"Volatility"
~accessRights:"restricted"
~person:"Gouriéroux, Christian"
~person:"Hansen, Bruce E."
~subject:"Schätztheorie"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Volatility
Schätztheorie
Estimation theory
15
Estimation
5
Schätzung
5
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Regression analysis
4
Regressionsanalyse
4
Time series analysis
4
VAR model
4
VAR-Modell
4
Zeitreihenanalyse
4
Identification
3
Schock
3
Shock
3
Generalized covariance estimator
2
Kleinste-Quadrate-Methode
2
Least squares method
2
Nichtlineare Regression
2
Nonlinear
2
Nonlinear regression
2
efficient estimation
2
(Expected) loss-given-default
1
2SLS
1
ARCH Model
1
ARMA model
1
ARMA-Modell
1
Alternative investment
1
BLUE
1
Basel Accord
1
Basel regulation
1
Basler Akkord
1
Beta regression
1
Big Data
1
Binding function
1
Bubbles
1
Canonical correlation
1
Cayley transform
1
Cluster analysis
1
Clusteranalyse
1
more ...
less ...
Online availability
All
Undetermined
Free
1
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
15
Aufsatz im Buch
2
Book section
2
Language
All
English
15
Author
All
Gouriéroux, Christian
Hansen, Bruce E.
Tsionas, Efthymios G.
41
Lee, Lung-fei
27
Gao, Jiti
26
Phillips, Peter C. B.
26
Linton, Oliver
24
Parmeter, Christopher F.
22
Zhang, Xinyu
22
Su, Liangjun
21
Kumbhakar, Subal
19
Cai, Zongwu
17
Tu, Yundong
17
Baltagi, Badi H.
16
Bera, Anil K.
15
Chen, Songnian
15
Li, Degui
14
Peng, Bin
14
Westerlund, Joakim
14
Li, Qi
13
Bai, Jushan
12
Escanciano, Juan Carlos
12
Francq, Christian
12
Jin, Fei
12
Li, Kunpeng
12
Peng, Liang
12
Ullah, Aman
12
Wooldridge, Jeffrey M.
12
Hahn, Jinyong
11
Hsiao, Cheng
11
Otsu, Taisuke
11
Robinson, Peter M.
11
Simar, Léopold
11
Sun, Yiguo
11
Zhou, Qiankun
11
Zhu, Ke
11
Demetrescu, Matei
10
Fan, Yanqin
10
Hu, Yingyao
10
Li, Dong
10
Li, Jia
10
Ling, Shiqing
10
more ...
less ...
Published in...
All
Journal of econometrics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Annals of economics and statistics
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of banking & finance
1
Quantitative economics : QE ; journal of the Econometric Society
1
The journal of economic education
1
The review of economic studies : RES
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Generalized covariance estimator
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1315-1327
Persistent link: https://www.econbiz.de/10014448640
Saved in:
2
Time varying Markov process with partially observed aggregate data : an application to coronavirus
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013472828
Saved in:
3
A modern Gauss-Markov theorem
Hansen, Bruce E.
- In:
Econometrica : journal of the Econometric Society, an …
90
(
2022
)
3
,
pp. 1283-1294
Persistent link: https://www.econbiz.de/10013279554
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
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:
6
Asymptotic theory for clustered samples
Hansen, Bruce E.
;
Lee, Seojeong
- In:
Journal of econometrics
210
(
2019
)
2
,
pp. 268-290
Persistent link: https://www.econbiz.de/10012303520
Saved in:
7
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:
8
Regression kink with an unknown threshold
Hansen, Bruce E.
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 228-240
Persistent link: https://www.econbiz.de/10011704181
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->