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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
95
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95
Estimation theory
49
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49
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44
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44
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35
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35
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21
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14
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10
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9
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English
21
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Monfort, Alain
21
Gouriéroux, Christian
12
Renne, Jean-Paul
9
Roussellet, Guillaume
4
Renault, Eric
3
Brown, Bryan W.
2
Dijk, Herman K. van
2
Jasiak, Joann
2
Billio, Monica
1
Gourieroux, Christian
1
Jardet, Caroline
1
Pegoraro, Fulvio
1
Trognon, Alain
1
Vuong, Quang
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Série des documents de travail
6
Journal of econometrics
3
Documents de travail / Banque de France
2
Themes in modern econometrics
2
Annals of economics and statistics
1
Banque de France Working Paper
1
Econometric theory
1
Journal of applied econometrics
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
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1
The review of economic studies : RES
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ECONIS (ZBW)
21
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1
Time series and dynamic models
Gouriéroux, Christian
;
Monfort, Alain
-
1997
Persistent link: https://www.econbiz.de/10000923232
Saved in:
2
Switching state space models : likelihood function, filtering and smoothing
Billio, Monica
;
Monfort, Alain
-
1995
Persistent link: https://www.econbiz.de/10000924125
Saved in:
3
A general approach to serial correlation
Gouriéroux, Christian
- In:
Econometric theory
1
(
1985
)
3
,
pp. 315-340
Persistent link: https://www.econbiz.de/10001072756
Saved in:
4
Special issue on econometric inference using simulation techniques
Brown, Bryan W.
(
contributor
);
Monfort, Alain
(
contributor
); …
- In:
Journal of applied econometrics
8
(
1993
),
pp. 1-173
Persistent link: https://www.econbiz.de/10001153473
Saved in:
5
A Quadratic Kalman Filter
Monfort, Alain
;
Renne, Jean-Paul
;
Roussellet, Guillaume
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 43-56
Persistent link: https://www.econbiz.de/10011498735
Saved in:
6
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:
7
Stationary bubble equilibria in rational expectation models
Gouriéroux, Christian
;
Jasiak, Joann
;
Monfort, Alain
-
2016
Persistent link: https://www.econbiz.de/10012182001
Saved in:
8
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:
9
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:
10
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2017
Persistent link: https://www.econbiz.de/10012197835
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