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person:"Renault, Eric"
subject:"Wahrscheinlichkeitsrechnung"
~subject:"Time series analysis"
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Wahrscheinlichkeitsrechnung
Time series analysis
Estimation theory
40
Schätztheorie
40
Method of moments
11
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11
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11
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11
CAPM
7
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Asset pricing
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IV-Schätzung
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Renault, Eric
Phillips, Peter C. B.
96
Gao, Jiti
73
Koopman, Siem Jan
53
Johansen, Søren
43
Lütkepohl, Helmut
41
Teräsvirta, Timo
41
Franses, Philip Hans
39
Nielsen, Morten Ørregaard
38
Linton, Oliver
33
Kapetanios, George
32
Harvey, Andrew C.
29
Koop, Gary
29
Stock, James H.
29
Swanson, Norman R.
29
Pesaran, M. Hashem
28
Engle, Robert F.
26
Lucas, André
26
Nelson, Daniel B.
26
Sibbertsen, Philipp
26
Gouriéroux, Christian
25
Perron, Pierre
25
Taylor, Robert
25
Watson, Mark W.
25
Li, Degui
24
Maravall Herrero, Agustín
24
McAleer, Michael
23
Nielsen, Bent
23
Robinson, Peter M.
23
Brännäs, Kurt
22
Chambers, Marcus J.
22
Haldrup, Niels
22
Leybourne, Stephen James
22
Peng, Bin
22
Xiao, Zhijie
22
Dong, Chaohua
21
Hassler, Uwe
21
Cavaliere, Giuseppe
20
Hendry, David F.
20
Blasques, Francisco
19
Caporale, Guglielmo Maria
19
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2
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1
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Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
1
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
1
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ECONIS (ZBW)
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1
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2017
Persistent link: https://www.econbiz.de/10012197835
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
Efficient two-step estimation via targeting
Frazier, David T.
;
Renault, Eric
-
2016
Persistent link: https://www.econbiz.de/10011453604
Saved in:
5
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2016
Persistent link: https://www.econbiz.de/10012196271
Saved in:
6
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:
7
Efficient two-step estimation via targeting
Frazier, David T.
;
Renault, Eric
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 212-227
Persistent link: https://www.econbiz.de/10011918705
Saved in:
8
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:
9
Calibration by simulation for small sample bias correction
Gouriéroux, Christian
;
Renault, Eric
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924119
Saved in:
10
Testing for spurious causality (with an application to exchange rates)
Renault, Eric
-
1994
Persistent link: https://www.econbiz.de/10000901028
Saved in:
1
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