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:"Série des documents de travail"
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
Exogenous and Endogenous Sampl...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
8
Schätztheorie
8
Time series analysis
6
Zeitreihenanalyse
6
Identification
5
Composite Likelihood
3
Consistency
3
Estimation
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Pseudo Maximum Likelihood
3
Schock
3
Schätzung
3
Shock
3
VAR model
3
VAR-Modell
3
ARCH Model
2
Asymptotic Single Risk Factor
2
Big Data
2
Cayley Transform
2
Composite Pseudo-Likelihood
2
Corporate Risk
2
Impulse Response Functions
2
Independent Component Analysis
2
Indirect Inference
2
Induktive Statistik
2
Instrumental Model
2
Lie Group
2
Normalized Data
2
Pseudo-Likelihood
2
Pseudo-Maximum Likelihood
2
Risiko
2
Risikomanagement
2
Risk
2
Risk management
2
Statistical inference
2
Stochastic process
2
Stochastischer Prozess
2
Structural Shocks
2
Structural VAR
2
more ...
less ...
Online availability
All
Free
10
Type of publication
All
Book / Working Paper
10
Type of publication (narrower categories)
All
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Language
All
English
10
Author
All
Monfort, Alain
10
Gouriéroux, Christian
9
Renne, Jean-Paul
4
Renault, Eric
2
Jasiak, Joann
1
Pegoraro, Fulvio
1
Roussellet, Guillaume
1
Zakoïan, Jean-Michel
1
more ...
less ...
Published in...
All
Série des documents de travail
Série des documents de travail / Centre de Recherche en Économie et Statistique
40
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
23
Journal of econometrics
17
Banque de France Working Paper
16
Documents de travail / Banque de France
13
Journal of Econometrics
11
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
9
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
8
Econometric theory
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Annales d'Economie et de Statistique
6
Journal of banking & finance
6
Annales d'économie et de statistique
5
CEPREMAP Working Papers (Couverture Orange)
5
Econometrica
5
Economics Papers from University Paris Dauphine
5
Journal of Financial Econometrics
5
Themes in modern econometrics
5
Annales de l'INSEE
4
Annals of economics and statistics
4
Econometric Theory
4
Les notes d'études et de recherche : NER
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
The journal of asset management
3
The journal of credit risk : published quarterly by Incisive Media
3
Econometric reviews
2
FINRISK Working Paper Series
2
Financial stability review : FSR
2
Journal of Banking & Finance
2
Journal of applied econometrics
2
Journal of empirical finance
2
L'Actualité Economique
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Post-Print / HAL
2
Research paper series / Swiss Finance Institute
2
Review of derivatives research
2
Review of finance : journal of the European Finance Association
2
Statistics and econometric models
2
Swiss Finance Institute Research Paper
2
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stationary bubble equilibria in rational expectation models
Gouriéroux, Christian
;
Jasiak, Joann
;
Monfort, Alain
-
2016
Persistent link: https://www.econbiz.de/10012182001
Saved in:
2
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2017
Persistent link: https://www.econbiz.de/10012197830
Saved in:
3
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:
4
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:
5
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2017
Persistent link: https://www.econbiz.de/10012197835
Saved in:
6
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:
7
Affine modeling of credit risk, pricing of credit events and contagion
Monfort, Alain
;
Pegoraro, Fulvio
;
Renne, Jean-Paul
; …
-
2019
-
This version: December 2019
Persistent link: https://www.econbiz.de/10012237594
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
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2016
Persistent link: https://www.econbiz.de/10012196256
Saved in:
10
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2016
Persistent link: https://www.econbiz.de/10012196271
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
