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type_genre:"Congress report"
type_genre:"Working Paper"
~person:"Gouriéroux, Christian"
~subject:"Composite Pseudo-Likelihood"
~subject:"VAR-Modell"
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Composite Pseudo-Likelihood
VAR-Modell
Estimation theory
45
Schätztheorie
45
Theorie
22
Theory
22
Time series analysis
13
Zeitreihenanalyse
13
Core
5
Volatility
5
Volatilität
5
Estimation
4
Identification
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Risikomanagement
4
Risikomaß
4
Risk management
4
Risk measure
4
Schätzung
4
VAR model
4
Composite Likelihood
3
Consistency
3
Portfolio selection
3
Portfolio-Management
3
Pseudo Maximum Likelihood
3
Schock
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Shock
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ARCH Model
2
Asymptotic Single Risk Factor
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Big Data
2
Cayley Transform
2
Corporate Risk
2
Einheitswurzeltest
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Impulse Response Functions
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Independent Component Analysis
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Indirect Inference
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Gouriéroux, Christian
Lütkepohl, Helmut
33
Kilian, Lutz
19
Staszewska-Bystrova, Anna
14
Winker, Peter
14
Inoue, Atsushi
12
Athanasopoulos, George
8
Vahid, Farshid
8
Benati, Luca
7
Sentana, Enrique
7
Bruns, Martin
6
Monfort, Alain
6
Theodoridis, Konstantinos
6
Amengual, Dante
5
Binder, Michael
5
Fiorentini, Gabriele
5
Guillén, Osmani Teixeira de Carvalho
5
Issler, João Victor
5
Johansen, Søren
5
Koop, Gary
5
Peng, Bin
5
Pesaran, M. Hashem
5
Benkwitz, Alexander
4
Brüggemann, Ralf
4
Cai, Zongwu
4
Gambetti, Luca
4
Hecq, Alain W. J.
4
Hsiao, Cheng
4
Jordà, Òscar
4
Kapetanios, George
4
Liu, Xiyuan
4
Marcellino, Massimiliano
4
Mesters, Geert
4
Rodriguez, Gabriel
4
Schorfheide, Frank
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Teräsvirta, Timo
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Bognanni, Mark
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ECONIS (ZBW)
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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
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:
5
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2016
Persistent link: https://www.econbiz.de/10012196271
Saved in:
6
Revisiting identification and estimation in structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
-
2014
-
rev. October 2014
Persistent link: https://www.econbiz.de/10010465167
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