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language:"eng"
subject:"Zeitreihenanalyse"
~person:"Gouriéroux, Christian"
~person:"Hassler, Uwe"
~subject:"Risiko"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Risiko
Estimation theory
106
Schätztheorie
106
Theorie
49
Theory
49
Time series analysis
39
Estimation
12
Schätzung
12
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
VAR model
8
VAR-Modell
8
Volatility
8
Volatilität
8
Identification
7
Risikomanagement
7
Risk management
7
Core
6
Schock
6
Shock
6
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Risikomaß
5
Risk measure
5
Consistency
4
Credit risk
4
Econometrics
4
Kreditrisiko
4
Portfolio selection
4
Portfolio-Management
4
Risk
4
Saisonale Schwankungen
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Seasonal variations
4
Statistical theory
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Statistische Methodenlehre
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Stochastic process
4
Stochastischer Prozess
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English
German
1
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Gouriéroux, Christian
Hassler, Uwe
Phillips, Peter C. B.
96
Gao, Jiti
73
Koopman, Siem Jan
53
Johansen, Søren
43
Lütkepohl, Helmut
41
Franses, Philip Hans
39
Teräsvirta, Timo
39
Nielsen, Morten Ørregaard
38
Kapetanios, George
32
Linton, Oliver
31
Pesaran, M. Hashem
30
Koop, Gary
29
Swanson, Norman R.
29
Harvey, Andrew C.
28
Sibbertsen, Philipp
27
Engle, Robert F.
26
Lucas, André
26
Nelson, Daniel B.
26
Taylor, Robert
25
Watson, Mark W.
25
Li, Degui
24
Perron, Pierre
24
Stock, James H.
24
Maravall Herrero, Agustín
23
Nielsen, Bent
23
Robinson, Peter M.
23
Chambers, Marcus J.
22
Haldrup, Niels
22
Leybourne, Stephen James
22
Peng, Bin
22
Brännäs, Kurt
21
Dong, Chaohua
21
Cavaliere, Giuseppe
20
Hendry, David F.
20
Härdle, Wolfgang
20
Blasques, Francisco
19
Caporale, Guglielmo Maria
19
Giraitis, Liudas
19
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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Série des documents de travail
8
Série des documents de travail / Centre de Recherche en Économie et Statistique
6
Economics letters
5
Diskussionsbeiträge des Fachbereichs Wirtschaftswissenschaft der Freien Universität Berlin
4
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
4
Diskussionsbeiträge des Fachbereichs Wirtschaftswissenschaft der Freien Universität Berlin / Freie Universität Berlin, Fachbereich Wirtschaftswissenschaft
2
Journal of econometrics
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Annals of economics and statistics
1
Discussion papers of interdisciplinary research project 373
1
Diskussionsarbeit / Freie Universität Berlin, Fachbereich Wirtschaftswissenschaft
1
Econometric theory
1
Econometrics : open access journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
1
Journal of economic literature
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of time series econometrics
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Oxford bulletin of economics and statistics
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Springer series in statistics
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The economic journal : the journal of the Royal Economic Society
1
The review of economic studies : RES
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ECONIS (ZBW)
43
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1
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2017
Persistent link: https://www.econbiz.de/10012197830
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
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2017
Persistent link: https://www.econbiz.de/10012197835
Saved in:
5
Estimating the mean under strong persistence
Hassler, Uwe
;
Hosseinkouchack, Mehdi
- In:
Economics letters
188
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012227832
Saved in:
6
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
The review of economic studies : RES
87
(
2020
)
4
,
pp. 1915-1953
Persistent link: https://www.econbiz.de/10012259682
Saved in:
7
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:
8
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2016
Persistent link: https://www.econbiz.de/10012196256
Saved in:
9
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2016
Persistent link: https://www.econbiz.de/10012196271
Saved in:
10
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
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