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Search: subject:"Generalized covariance estimator"
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Generalized covariance estimator
3
Estimation theory
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Schätztheorie
2
Alternative investment
1
Bubbles
1
Canonical correlation
1
Commodities
1
Commodity prices
1
Continuously updating GMM
1
Correlation
1
Estimation
1
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1
Method of moments
1
Mixed causal and noncausal models
1
Mixed causal-noncausal process
1
Momentenmethode
1
Multivariate noncausal process
1
Optimization
1
Portmanteau Statistic
1
Representation
1
Schätzung
1
Semi-parametric estimation
1
Semiparametric estimator
1
Simulated Annealing
1
Speculative bubble, Alternative investment
1
Spekulationsblase
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VAR model
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VAR-Modell
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English
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Jasiak, Joann
3
Gouriéroux, Christian
2
Cubadda, Gianluca
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Giancaterini, Francesco
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Hecq, Alain W. J.
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CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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1
Optimization of the
generalized
covariance
estimator
in noncausal processes
Cubadda, Gianluca
;
Giancaterini, Francesco
;
Hecq, Alain …
-
2024
Persistent link: https://www.econbiz.de/10014549054
Saved in:
2
Generalized
covariance
estimator
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1315-1327
Persistent link: https://www.econbiz.de/10014448640
Saved in:
3
Noncausal vector autoregressive process: representation, identification and semi-parametric estimation
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 118-134
Persistent link: https://www.econbiz.de/10011897706
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