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subject:"Zeitreihenanalyse"
~person:"Engle, Robert F."
~person:"Gouriéroux, Christian"
~subject:"CAPM"
~subject:"Kapitaleinkommen"
~subject:"Nichtparametrisches Verfahren"
~subject:"Risk measure"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
CAPM
Kapitaleinkommen
Nichtparametrisches Verfahren
Risk measure
Estimation theory
58
Schätztheorie
58
Theorie
34
Theory
34
Time series analysis
14
Estimation
7
Schätzung
7
Börsenkurs
4
Probability theory
4
Schock
4
Share price
4
Shock
4
VAR model
4
VAR-Modell
4
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4
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3
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3
Correlation
3
Identification
3
Korrelation
3
Nonparametric statistics
3
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3
Volatility
3
Volatilität
3
Capital income
2
Credit risk
2
Econometrics
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Financial market
2
Finanzmarkt
2
Generalized covariance estimator
2
Kreditrisiko
2
Metal market
2
Metallmarkt
2
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2
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2
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15
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English
19
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Engle, Robert F.
Gouriéroux, Christian
Li, Qi
41
Phillips, Peter C. B.
40
Linton, Oliver
39
Su, Liangjun
28
Gao, Jiti
27
Sun, Yiguo
23
Ullah, Aman
23
Chen, Xiaohong
22
Florens, Jean-Pierre
21
Kumbhakar, Subal
21
Cai, Zongwu
20
Racine, Jeffrey
20
Parmeter, Christopher F.
19
Robinson, Peter M.
19
Leybourne, Stephen James
18
Taylor, Robert
18
Chen, Songnian
17
Escanciano, Juan Carlos
17
Harvey, Andrew C.
17
Simar, Léopold
17
Teräsvirta, Timo
17
White, Halbert
17
Xiao, Zhijie
17
Johansen, Søren
16
Kapetanios, George
16
Lütkepohl, Helmut
16
Tsionas, Efthymios G.
16
Li, Degui
15
Perron, Pierre
15
Chambers, Marcus J.
14
Henderson, Daniel J.
14
Kumar, Dilip
14
Baillie, Richard
13
Fan, Jianqing
13
Francq, Christian
13
Hassler, Uwe
13
Horowitz, Joel
13
Newey, Whitney K.
13
Zakoïan, Jean-Michel
13
Hoderlein, Stefan
12
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Journal of econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Annals of economics and statistics
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
Handbook of econometrics : volume 4
1
Handbook of econometrics ; Vol. 4
1
Journal of applied econometrics
1
Journal of political economy
1
Model reliability
1
The economic journal : the journal of the Royal Economic Society
1
The review of economic studies : RES
1
The review of financial studies
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ECONIS (ZBW)
19
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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
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:
3
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:
4
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:
5
Noncausal vector autoregressive process: representation, identification and semi-parametric estimation
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 118-134
Persistent link: https://www.econbiz.de/10011897706
Saved in:
6
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
7
Reminiscing on the 1984 NSF-NBER time series meeting at UC Davis
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
2
,
pp. 158-159
Persistent link: https://www.econbiz.de/10008652248
Saved in:
8
Dynamic quantile models
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 198-205
Persistent link: https://www.econbiz.de/10003783800
Saved in:
9
The econometrics of ultra-high-frequency data
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001449346
Saved in:
10
[Rezension von: Gourieroux, Christian, ...,, Time series and dynamic models]
Gill, Len
- In:
The economic journal : the journal of the Royal …
109
(
1999
),
pp. 221-223
Persistent link: https://www.econbiz.de/10001707751
Saved in:
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