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person:"Hatekar, Neeraj R."
subject:"Indien"
~person:"Gouriéroux, Christian"
~subject:"Finanzmarkt"
~subject:"Zeitreihenanalyse"
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Indien
Finanzmarkt
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Estimation theory
93
Schätztheorie
93
Theorie
51
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51
Time series analysis
20
Estimation
10
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10
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8
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8
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7
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Hatekar, Neeraj R.
Gouriéroux, Christian
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
33
Linton, Oliver
31
Harvey, Andrew C.
29
Koop, Gary
29
Pesaran, M. Hashem
29
Swanson, Norman R.
29
Sibbertsen, Philipp
27
Engle, Robert F.
26
Nelson, Daniel B.
26
Lucas, André
25
Stock, James H.
25
Taylor, Robert
25
Watson, Mark W.
25
Li, Degui
24
Maravall Herrero, Agustín
24
Perron, Pierre
24
Nielsen, Bent
23
Robinson, Peter M.
23
Chambers, Marcus J.
22
Dong, Chaohua
22
Haldrup, Niels
22
Leybourne, Stephen James
22
Peng, Bin
22
Brännäs, Kurt
21
Hassler, Uwe
21
Cavaliere, Giuseppe
20
Hendry, David F.
20
Blasques, Francisco
19
Caporale, Guglielmo Maria
19
Giraitis, Liudas
19
Kristensen, Dennis
19
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Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
7
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6
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5
Journal of Indian School of Political Economy : a journal devoted to the study of Indian economy, polity, and society
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1
Money demand function : a not-so-fond farewell in the light of financial development
Adil, Masudul Hasan
;
Hatekar, Neeraj R.
;
Fatima, Sana
; …
- In:
Journal of economic integration : jei
37
(
2022
)
1
,
pp. 93-120
Persistent link: https://www.econbiz.de/10013366431
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
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:
6
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:
7
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2016
Persistent link: https://www.econbiz.de/10012196271
Saved in:
8
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
9
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:
10
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:
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