//--> //--> //--> //-->
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
~isPartOf:"Journal of econometrics"
~person:"Christensen, Bent Jesper"
~person:"Gouriéroux, Christian"
~subject:"Schätztheorie"
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
Testing fractional persistence...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Schätztheorie
Theorie
18
Theory
18
Estimation theory
12
Time series analysis
7
Zeitreihenanalyse
7
Estimation
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Schätzung
5
Volatility
5
Volatilität
5
Derivat
3
Derivative
3
Identification
3
Bubbles
2
Cointegration
2
Dynamic equilibrium
2
Factor analysis
2
Faktorenanalyse
2
Financial market
2
Finanzmarkt
2
Induktive Statistik
2
Kointegration
2
Martingal
2
Martingale
2
Method of moments
2
Momentenmethode
2
Nichtlineare Regression
2
Nonlinear regression
2
Option pricing theory
2
Optionspreistheorie
2
Panel
2
Panel study
2
Spekulationsblase
2
Statistical inference
2
Stochastic process
2
Stochastischer Prozess
2
VAR model
2
VAR-Modell
2
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
12
Author
All
Christensen, Bent Jesper
Gouriéroux, Christian
Phillips, Peter C. B.
19
Linton, Oliver
14
Li, Qi
10
Lee, Lung-fei
9
Taylor, Robert
9
Todorov, Viktor
9
Baltagi, Badi H.
8
Gao, Jiti
8
Schmidt, Peter
8
Tauchen, George Eugene
8
Cai, Zongwu
7
Francq, Christian
7
Leybourne, Stephen James
7
Park, Joon Y.
7
Andersen, Torben
6
Chen, Xiaohong
6
Chib, Siddhartha
6
Hsiao, Cheng
6
Li, Jia
6
Zakoïan, Jean-Michel
6
Ai, Chunrong
5
Chambers, Marcus J.
5
Davis, Richard A.
5
Ghysels, Eric
5
Hong, Han
5
Kim, Donggyu
5
Kohn, Robert
5
Koopman, Siem Jan
5
Li, Yingying
5
Magnus, Jan R.
5
Perron, Pierre
5
Robinson, Peter M.
5
Tu, Yundong
5
White, Halbert
5
Xiao, Zhijie
5
Zhu, Ke
5
Chen, Songnian
4
Donald, Stephen G.
4
more ...
less ...
Published in...
All
Journal of econometrics
Série des documents de travail / Centre de Recherche en Économie et Statistique
18
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
12
Série des documents de travail
7
Annales d'économie et de statistique
5
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
4
Econometric theory
4
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
3
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
3
CREATES research paper
2
Duration transition and count data models
2
L' Actualité économique : revue trimest.
2
Working paper
2
Annals of economics and statistics
1
CESifo working papers
1
CORE discussion paper : DP
1
Collection "Economie et statistiques avancées"
1
Discussion paper
1
Discussion papers of interdisciplinary research project 373
1
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of labor economics
1
L' économétrie appliquée
1
L'hétérogénéité en économétrie : numéro spécial
1
Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
1
Springer series in statistics
1
The economic journal : the journal of the Royal Economic Society
1
The review of economic studies : RES
1
Themes in modern econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The SR approach : a new
estimation
procedure for non-linear and non-Gaussian dynamic term structure models
Andreasen, Martin Møller
;
Christensen, Bent Jesper
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 420-451
Persistent link: https://www.econbiz.de/10011339282
Saved in:
2
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:
3
Medium band least squares
estimation
of fractional cointegration in the presence of low-frequency contamination
Christensen, Bent Jesper
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 218-244
Persistent link: https://www.econbiz.de/10011818356
Saved in:
4
Estimating dynamic equilibrium models using mixed frequency macro and financial data
Christensen, Bent Jesper
;
Posch, Olaf
;
Wel, Michel van der
- In:
Journal of econometrics
194
(
2016
)
1
,
pp. 116-137
Persistent link: https://www.econbiz.de/10011705052
Saved in:
5
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
Saved in:
6
The Wishart Autoregressive process of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 167-181
Persistent link: https://www.econbiz.de/10003858506
Saved in:
7
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
Saved in:
8
Truncated dynamics and
estimation
of diffusion equations
Darolles, Serge
;
Gouriéroux, Christian
- In:
Journal of econometrics
102
(
2001
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001575282
Saved in:
9
Duration transition and count data models
Gouriéroux, Christian
(
contributor
); …
- In:
Journal of econometrics
79
(
1997
)
2
,
pp. 195-402
Persistent link: https://www.econbiz.de/10001221414
Saved in:
10
Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators
Broze, Laurence
- In:
Journal of econometrics
85
(
1998
)
1
,
pp. 75-98
Persistent link: https://www.econbiz.de/10001240381
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->