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type_genre:"Bibliography included"
type_genre:"Publication in honor of a person"
~person:"Gouriéroux, Christian"
~person:"Peng, Bin"
~subject:"VAR-Modell"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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VAR-Modell
Estimation theory
67
Schätztheorie
67
Time series analysis
26
Zeitreihenanalyse
26
Theorie
22
Theory
22
Estimation
9
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
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VAR model
9
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7
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7
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5
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5
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5
Asymptotic theory
4
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4
Nonparametric Kernel Estimation
4
Risikomanagement
4
Risikomaß
4
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4
Risk measure
4
Schock
4
Shock
4
Composite Likelihood
3
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3
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3
Induktive Statistik
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Maximum likelihood estimation
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Neural networks
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Neuronale Netze
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Gouriéroux, Christian
Peng, Bin
Lütkepohl, Helmut
33
Kilian, Lutz
18
Staszewska-Bystrova, Anna
15
Winker, Peter
15
Inoue, Atsushi
11
Athanasopoulos, George
8
Vahid, Farshid
8
Benati, Luca
7
Sentana, Enrique
7
Koop, Gary
6
Theodoridis, Konstantinos
6
Amengual, Dante
5
Binder, Michael
5
Bruns, Martin
5
Fiorentini, Gabriele
5
Guillén, Osmani Teixeira de Carvalho
5
Issler, João Victor
5
Johansen, Søren
5
Kapetanios, George
5
Marcellino, Massimiliano
5
Pesaran, M. Hashem
5
Benkwitz, Alexander
4
Brüggemann, Ralf
4
Cai, Zongwu
4
Chan, Joshua
4
Croux, Christophe
4
Hecq, Alain W. J.
4
Hsiao, Cheng
4
Huber, Florian
4
Liu, Xiyuan
4
Mesters, Geert
4
Monfort, Alain
4
Rodriguez, Gabriel
4
Schlaak, Thore
4
Teräsvirta, Timo
4
Andersen, Torben
3
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3
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Working paper / Department of Econometrics and Business Statistics, Monash University
5
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3
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
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ECONIS (ZBW)
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1
Inference of grouped time-varying network vector autoregression models
Li, Degui
;
Peng, Bin
;
Tang, Songqiao
;
Wu, Weibiao
-
2023
Persistent link: https://www.econbiz.de/10014316406
Saved in:
2
Nonparametric estimation and testing for time-varying VAR models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2022
Persistent link: https://www.econbiz.de/10013494327
Saved in:
3
Estimation of grouped time-varying network vector autoregression models
Li, Degui
;
Peng, Bin
;
Tang, Songqiao
;
Wu, Weibiao
-
2024
Persistent link: https://www.econbiz.de/10014534134
Saved in:
4
On time-varying VAR models : estimation, testing and impulse response analysis
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697193
Saved in:
5
Parameter stability testing for multivariate dynamic time-varying models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2021
Persistent link: https://www.econbiz.de/10012668893
Saved in:
6
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:
7
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:
8
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:
9
Revisiting identification and estimation in structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
-
2014
-
rev. October 2014
Persistent link: https://www.econbiz.de/10010465167
Saved in:
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