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subject:"Zeitreihenanalyse"
~person:"Gouriéroux, Christian"
~person:"Haldrup, Niels"
~subject:"Kapitaleinkommen"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Kapitaleinkommen
Time series analysis
Estimation theory
130
Schätztheorie
130
Theorie
69
Theory
69
Estimation
12
Schätzung
12
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
VAR model
8
VAR-Modell
8
Identification
7
Risikomanagement
7
Risk management
7
Volatility
7
Volatilität
7
Cointegration
6
Core
6
Schock
6
Shock
6
Econometrics
5
Kointegration
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Portfolio selection
5
Portfolio-Management
5
Probability theory
5
Rational expectations
5
Rationale Erwartung
5
Risikomaß
5
Risk measure
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Statistical theory
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Statistische Methodenlehre
5
Wahrscheinlichkeitsrechnung
5
Ökonometrie
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English
41
French
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Gouriéroux, Christian
Haldrup, Niels
Phillips, Peter C. B.
96
Gao, Jiti
73
Koopman, Siem Jan
53
Johansen, Søren
43
Lütkepohl, Helmut
41
Franses, Philip Hans
40
Kapetanios, George
39
Teräsvirta, Timo
39
Linton, Oliver
38
Nielsen, Morten Ørregaard
38
Pesaran, M. Hashem
33
Diebold, Francis X.
30
Harvey, Andrew C.
30
Sibbertsen, Philipp
30
Koop, Gary
29
Swanson, Norman R.
29
Engle, Robert F.
27
Taylor, Robert
27
Li, Degui
26
Nelson, Daniel B.
26
Lucas, André
25
Stock, James H.
25
Watson, Mark W.
25
Maravall Herrero, Agustín
24
Peng, Bin
24
Perron, Pierre
24
Nielsen, Bent
23
Robinson, Peter M.
23
Chambers, Marcus J.
22
Leybourne, Stephen James
22
Brännäs, Kurt
21
Dong, Chaohua
21
Granger, C. W. J.
21
Hassler, Uwe
21
Cavaliere, Giuseppe
20
Giraitis, Liudas
20
Hendry, David F.
20
Härdle, Wolfgang
20
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Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
European University Institute / Department of Economics
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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6
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4
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2
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ECONIS (ZBW)
42
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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
A generalized exponential time series regression model for electricity prices
Haldrup, Niels
;
Knapik, O.
;
Proietti, Tommaso
-
2016
Persistent link: https://www.econbiz.de/10011447820
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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