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person:"Andrews, Donald W. K."
type:"article"
~isPartOf:"Annals of economics and statistics"
~person:"Gouriéroux, Christian"
~person:"Lee, Lung-fei"
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Search: subject_exact:"Estimation theory"
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Estimation theory
2
Schätztheorie
2
ARCH Model
1
Bias
1
Big Data
1
Composite Pseudo-Likelihood
1
Consistency
1
Interest rate
1
Lie Group
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Mean Reversion
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Mean reversion
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Pseudo-Likelihood
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Andrews, Donald W. K.
Gouriéroux, Christian
Lee, Lung-fei
Florens, Jean-Pierre
3
Johannes, Jan
2
Monfort, Alain
2
Simoni, Anna
2
Asin, Nicolas
1
Bernard, Jean-Thomas
1
Carrasco, Marine
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Centorrino, Samuele
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Chu, Ba
1
Doukali, Mohamed
1
Dupuy, Arnaud
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Enache, Andreea
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Francq, Christian
1
Gagliardini, Patrick
1
Galichon, Alfred
1
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Han, Chirok
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Harding, Matthew C.
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Hirose, Yohsuke
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Horowitz, Joel
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Khalaf, Lynda
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Lamarche, Carlos
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Phillips, Peter C. B.
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Racine, Jeffrey
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Renault, Eric
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1
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1
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1
Zakoïan, Jean-Michel
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Annals of economics and statistics
Journal of econometrics
43
Econometric theory
24
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
Regional science & urban economics
9
Annales d'économie et de statistique
5
Econometric reviews
5
Economics letters
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
The econometrics journal
4
The review of economic studies
4
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
3
Quantitative economics : QE ; journal of the Econometric Society
3
Econometrics : open access journal
2
L' Actualité économique : revue trimest.
2
Spatial economic analysis : the journal of the Regional Studies Association
2
The review of economic studies : RES
2
The review of economics and statistics
2
Advances in economics and econometrics ; Vol. 3
1
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Duration transition and count data models
1
Econométrie non linéaire asymptotique
1
Handbook of empirical economics and finance
1
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
1
Journal of banking & finance
1
Journal of economic literature
1
Journal of empirical finance
1
L' économétrie appliquée
1
L'hétérogénéité en économétrie : numéro spécial
1
Nonlinear statistical modeling : proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics ; essays in honor of Takeshi Amemiya
1
Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The economic journal : the journal of the Royal Economic Society
1
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Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
- In:
Annals of economics and statistics
125/126
(
2017
),
pp. 187-218
Persistent link: https://www.econbiz.de/10011744364
Saved in:
2
Pitfalls in the estimation of continuous time interest rate models : the case of the CIR model
Gouriéroux, Christian
;
Monfort, Alain
- In:
Annals of economics and statistics
109/110
(
2013
),
pp. 25-61
Persistent link: https://www.econbiz.de/10009779723
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