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person:"Renault, Eric"
subject:"Wahrscheinlichkeitsrechnung"
~subject:"Maximum likelihood estimation"
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Wahrscheinlichkeitsrechnung
Maximum likelihood estimation
Estimation theory
40
Schätztheorie
40
Method of moments
11
Momentenmethode
11
Theorie
11
Theory
11
CAPM
7
Time series analysis
7
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Renault, Eric
Lee, Lung-fei
21
Koopman, Siem Jan
19
Pesaran, M. Hashem
15
Sentana, Enrique
14
Magnus, Jan R.
13
Fiorentini, Gabriele
11
Zakoïan, Jean-Michel
11
Gouriéroux, Christian
10
Hayakawa, Kazuhiko
10
Wooldridge, Jeffrey M.
10
Blasques, Francisco
9
Francq, Christian
9
Haan, Laurens de
9
McAleer, Michael
9
Monfort, Alain
9
Pfaffermayr, Michael
9
Phillips, Peter C. B.
9
Tsionas, Efthymios G.
9
Einmahl, John H. J.
8
Stock, James H.
8
Vigfusson, Robert J.
8
Andrews, Donald W. K.
7
Bai, Jun
7
Christiano, Lawrence J.
7
Hurn, Stan
7
Jakeman, Anthony J.
7
Jin, Fei
7
Kukacka, Jiri
7
Liesenfeld, Roman
7
Lucas, André
7
Nielsen, Morten Ørregaard
7
Otsu, Taisuke
7
Cavaliere, Giuseppe
6
Donald, Stephen G.
6
Greene, William H.
6
Hsu, Yu-Chin
6
Li, Kunpeng
6
Lindsay, Kenneth A.
6
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6
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Econometric reviews
1
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
1
Journal of econometrics
1
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
1
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
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ECONIS (ZBW)
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1
Approximate maximum likelihood for complex structural models
Czellar, Veronika
;
Frazier, David T.
;
Renault, Eric
-
2021
Persistent link: https://www.econbiz.de/10012488041
Saved in:
2
Score tests in GMM : why use implied probabilities?
Chaudhuri, Saraswata
;
Renault, Eric
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 260-280
Persistent link: https://www.econbiz.de/10012483386
Saved in:
3
Indirect inference with endogenously missing exogenous variables
Chaudhuriy, Saraswata
;
Frazier, David T.
;
Renault, Eric
-
2016
Persistent link: https://www.econbiz.de/10011453598
Saved in:
4
Shrinkage of variance for minimum distance based tests
Chaudhuri, Saraswata
;
Renault, Eric
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 328-351
Persistent link: https://www.econbiz.de/10011373279
Saved in:
5
Maximization by parts in extremum estimation
Fan, Yanqin
;
Pastorello, Sergio
;
Renault, Eric
- In:
The econometrics journal
18
(
2015
)
2
,
pp. 147-171
Persistent link: https://www.econbiz.de/10011378476
Saved in:
6
Bilinear constraints : estimation and test
Gouriéroux, Christian
-
1990
Persistent link: https://www.econbiz.de/10001326576
Saved in:
7
Contraintes bilinéaires : estimation et test
Gouriéroux, Christian
- In:
Mélanges économiques : essais en l'honneur de Edmond …
,
(pp. 983-1011)
.
1988
Persistent link: https://www.econbiz.de/10001271472
Saved in:
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