//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
type_genre:"Congress report"
type_genre:"Working Paper"
~person:"Gouriéroux, Christian"
~subject:"Identification"
~subject:"Nichtparametrisches Verfahren"
~subject:"VAR-Modell"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Identification
Nichtparametrisches Verfahren
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
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
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
3
Shock
3
ARCH Model
2
Asymptotic Single Risk Factor
2
Big Data
2
Cayley Transform
2
Composite Pseudo-Likelihood
2
Corporate Risk
2
Einheitswurzeltest
2
Impulse Response Functions
2
Independent Component Analysis
2
Indirect Inference
2
Induktive Statistik
2
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Book / Working Paper
8
Type of publication (narrower categories)
All
Congress report
Working Paper
Arbeitspapier
8
Graue Literatur
7
Non-commercial literature
7
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
8
Author
All
Gouriéroux, Christian
Gao, Jiti
39
Linton, Oliver
39
Härdle, Wolfgang
33
Lütkepohl, Helmut
33
Chen, Xiaohong
30
Newey, Whitney K.
23
Hoderlein, Stefan
21
Kilian, Lutz
21
Dette, Holger
20
Horowitz, Joel
19
Cai, Zongwu
18
Winker, Peter
16
Lewbel, Arthur
15
Mammen, Enno
14
Simar, Léopold
14
Staszewska-Bystrova, Anna
14
Van Keilegom, Ingrid
14
Chernozhukov, Victor
13
Feng, Yuanhua
13
Lee, Sokbae
13
Neumeyer, Natalie
13
Florens, Jean-Pierre
12
Hu, Yingyao
12
Inoue, Atsushi
12
Breunig, Christoph
11
Escanciano, Juan Carlos
11
Ichimura, Hidehiko
11
Scaillet, Olivier
11
Fang, Ying
10
Li, Degui
10
Peng, Bin
10
Phillips, Peter C. B.
10
Racine, Jeffrey
10
Berg, Gerard J. van den
9
Bouezmarni, Taoufik
9
Gooijer, Jan G. de
9
Hallin, Marc
9
Kitagawa, Toru
9
Otsu, Taisuke
9
Reiß, Markus
9
more ...
less ...
Published in...
All
Série des documents de travail
4
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian
;
Monfort, Alain
;
Zakoïan, …
-
2018
-
Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
Saved in:
2
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:
3
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:
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
Semi-parametric estimation of noncausal vector autoregression
Gouriéroux, Christian
;
Jasiak, Joann
-
2015
Persistent link: https://www.econbiz.de/10011288580
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
Saved in:
7
(Non) consistency of the beta kernel estimator for recovery rate distribution
Gouriéroux, Christian
;
Monfort, Alain
-
2006
Persistent link: https://www.econbiz.de/10003468607
Saved in:
8
Constrained nonparametric copulas
Gagliardini, Patrick
;
Gouriéroux, Christian
-
2002
Persistent link: https://www.econbiz.de/10001714340
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->