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subject:"Volatility"
~person:"Gouriéroux, Christian"
~person:"Holtz-Eakin, Douglas"
~subject:"Time series analysis"
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Volatility
Time series analysis
Estimation theory
93
Schätztheorie
93
Theorie
51
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51
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22
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
Holtz-Eakin, Douglas
Phillips, Peter C. B.
99
Gao, Jiti
74
Koopman, Siem Jan
59
Johansen, Søren
43
Teräsvirta, Timo
43
Franses, Philip Hans
42
Lütkepohl, Helmut
42
Nielsen, Morten Ørregaard
39
Linton, Oliver
35
Swanson, Norman R.
35
Kapetanios, George
33
Nelson, Daniel B.
32
Harvey, Andrew C.
31
Koop, Gary
29
Sibbertsen, Philipp
29
Engle, Robert F.
28
Pesaran, M. Hashem
28
Lucas, André
27
Stock, James H.
27
Diebold, Francis X.
26
Li, Degui
25
Maravall Herrero, Agustín
25
Peng, Bin
25
Taylor, Robert
25
Watson, Mark W.
25
Härdle, Wolfgang
24
Perron, Pierre
24
Cavaliere, Giuseppe
23
Ghysels, Eric
23
Nielsen, Bent
23
Robinson, Peter M.
23
Chambers, Marcus J.
22
Haldrup, Niels
22
Leybourne, Stephen James
22
McAleer, Michael
22
Bauwens, Luc
21
Brännäs, Kurt
21
Dong, Chaohua
21
Hassler, Uwe
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Ecole nationale de la statistique et de l'administration économique <Frankreich>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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ECONIS (ZBW)
27
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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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