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subject:"Theorie"
~person:"Monfort, Alain"
~subject:"VAR model"
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Search: subject_exact:"Estimation theory"
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Theorie
VAR model
Estimation theory
49
Schätztheorie
49
Theory
19
Time series analysis
12
Zeitreihenanalyse
12
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Estimation
6
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6
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6
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6
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6
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6
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5
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Monfort, Alain
Härdle, Wolfgang
68
Lütkepohl, Helmut
67
Pesaran, M. Hashem
61
Gouriéroux, Christian
58
Phillips, Peter C. B.
56
Andrews, Donald W. K.
44
Franses, Philip Hans
42
Newey, Whitney K.
42
Kilian, Lutz
39
Swanson, Norman R.
38
Giles, David E. A.
35
Imbens, Guido
35
McAleer, Michael
35
Heckman, James J.
30
Robinson, Peter M.
30
Winker, Peter
30
Horowitz, Joel
29
Baltagi, Badi H.
28
Koop, Gary
27
Granger, C. W. J.
26
King, Maxwell L.
26
Li, Qi
26
Ohtani, Kazuhiro
26
Zakoïan, Jean-Michel
26
Brännäs, Kurt
25
Diebold, Francis X.
25
Dufour, Jean-Marie
25
Johansen, Søren
25
Kohn, Robert
25
Bera, Anil K.
24
Inoue, Atsushi
24
Krämer, Walter
24
Maravall Herrero, Agustín
24
Stahlecker, Peter
24
Hsiao, Cheng
23
Sentana, Enrique
23
Staszewska-Bystrova, Anna
23
Teräsvirta, Timo
23
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23
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Série des documents de travail / Centre de Recherche en Économie et Statistique
7
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5
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
3
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3
Econometric theory
2
Journal of applied econometrics
2
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
1
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1
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1
L'hétérogénéité en économétrie : numéro spécial
1
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
1
Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
1
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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
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:
4
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:
5
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:
6
Revisiting identification and estimation in structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
-
2014
-
rev. October 2014
Persistent link: https://www.econbiz.de/10010465167
Saved in:
7
Kernel-based indirect inference
Billio, Monica
;
Monfort, Alain
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
3
,
pp. 297-326
Persistent link: https://www.econbiz.de/10002214119
Saved in:
8
Kernel m-estimators and functional residual plots
Gouriéroux, Christian
;
Monfort, Alain
;
Tenreiro, Carlos
- In:
Panel data econometrics : future directions : papers in …
,
(pp. 235-275)
.
2000
Persistent link: https://www.econbiz.de/10001488087
Saved in:
9
Functional indirect inference
Billio, Monica
;
Monfort, Alain
-
1999
Persistent link: https://www.econbiz.de/10001355607
Saved in:
10
The simulated likelihood ratio (SLR) method
Billio, Monica
;
Monfort, Alain
;
Robert, Christian P.
-
1998
Persistent link: https://www.econbiz.de/10000986955
Saved in:
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