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subject:"Zeitreihenanalyse"
~person:"Gouriéroux, Christian"
~subject:"Kapitaleinkommen"
~subject:"Risk measure"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Kapitaleinkommen
Risk measure
Time series analysis
Estimation theory
90
Schätztheorie
90
Theorie
50
Theory
50
Estimation
9
Schätzung
9
VAR model
8
VAR-Modell
8
Identification
7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Risikomanagement
7
Risk management
7
Volatility
7
Volatilität
7
Core
6
Schock
6
Shock
6
Econometrics
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Portfolio selection
5
Portfolio-Management
5
Probability theory
5
Risikomaß
5
Statistical theory
5
Statistische Methodenlehre
5
Wahrscheinlichkeitsrechnung
5
Ökonometrie
5
Consistency
4
Credit risk
4
Kreditrisiko
4
Risiko
4
Risk
4
ARCH Model
3
Big Data
3
Composite Likelihood
3
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Free
8
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Book / Working Paper
18
Article
6
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Arbeitspapier
16
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16
Graue Literatur
15
Non-commercial literature
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English
23
French
1
Author
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Gouriéroux, Christian
Phillips, Peter C. B.
96
Gao, Jiti
73
Koopman, Siem Jan
56
Johansen, Søren
43
Lütkepohl, Helmut
41
Franses, Philip Hans
40
Kapetanios, George
39
Linton, Oliver
39
Teräsvirta, Timo
39
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.
28
Taylor, Robert
27
Li, Degui
26
Lucas, André
26
Nelson, Daniel B.
26
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
Haldrup, Niels
22
Härdle, Wolfgang
22
Leybourne, Stephen James
22
Zakoïan, Jean-Michel
22
Brännäs, Kurt
21
Dong, Chaohua
21
Granger, C. W. J.
21
Hassler, Uwe
21
Cavaliere, Giuseppe
20
Giraitis, Liudas
20
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Institution
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Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
8
Série des documents de travail
7
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
4
Journal of econometrics
2
Annals of economics and statistics
1
Collection "Economie et statistiques avancées"
1
Discussion papers of interdisciplinary research project 373
1
Econometric theory
1
Springer series in statistics
1
The economic journal : the journal of the Royal Economic Society
1
The review of economic studies : RES
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ECONIS (ZBW)
24
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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
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
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2016
Persistent link: https://www.econbiz.de/10012196256
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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