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subject:"Zeitreihenanalyse"
~person:"Gouriéroux, Christian"
~subject:"Kapitaleinkommen"
~subject:"Time series analysis"
~subject:"VAR model"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Kapitaleinkommen
Time series analysis
VAR model
Estimation theory
90
Schätztheorie
90
Theorie
50
Theory
50
Estimation
9
Schätzung
9
VAR-Modell
8
Identification
7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Risikomanagement
7
Risk management
7
Volatility
7
Volatilität
7
Core
6
Schock
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Shock
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Econometrics
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Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Portfolio selection
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Portfolio-Management
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Probability theory
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Risikomaß
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Statistische Methodenlehre
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Consistency
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Credit risk
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Kreditrisiko
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Risiko
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Risk
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Book / Working Paper
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Gouriéroux, Christian
Phillips, Peter C. B.
97
Gao, Jiti
73
Lütkepohl, Helmut
64
Koopman, Siem Jan
54
Johansen, Søren
46
Teräsvirta, Timo
43
Kapetanios, George
41
Kilian, Lutz
41
Franses, Philip Hans
40
Pesaran, M. Hashem
40
Nielsen, Morten Ørregaard
39
Linton, Oliver
38
Inoue, Atsushi
34
Koop, Gary
31
Diebold, Francis X.
30
Harvey, Andrew C.
30
Sibbertsen, Philipp
30
Swanson, Norman R.
29
Engle, Robert F.
27
Taylor, Robert
27
Li, Degui
26
Nelson, Daniel B.
26
Stock, James H.
26
Watson, Mark W.
26
Winker, Peter
26
Lucas, André
25
Nielsen, Bent
25
Sentana, Enrique
25
Maravall Herrero, Agustín
24
Peng, Bin
24
Perron, Pierre
24
Robinson, Peter M.
23
Staszewska-Bystrova, Anna
23
Chambers, Marcus J.
22
Haldrup, Niels
22
Leybourne, Stephen James
22
Sun, Yixiao
22
Brännäs, Kurt
21
Cavaliere, Giuseppe
21
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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
7
Série des documents de travail
6
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
4
Journal of econometrics
2
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1
Discussion papers of interdisciplinary research project 373
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Econometric theory
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Journal of banking & finance
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ECONIS (ZBW)
23
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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
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2016
Persistent link: https://www.econbiz.de/10012196271
Saved in:
7
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
8
Least impulse response estimator for stress test exercises
Gouriéroux, Christian
;
Lu, Yang
- In:
Journal of banking & finance
103
(
2019
),
pp. 62-77
Persistent link: https://www.econbiz.de/10012163773
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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