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person:"Shin, Yongcheol"
subject:"Schätzung"
~accessRights:"restricted"
~person:"Gouriéroux, Christian"
~subject:"Kaufkraftparität"
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Estimation theory
13
Schätztheorie
13
Estimation
6
Time series analysis
4
VAR model
4
VAR-Modell
4
Zeitreihenanalyse
4
Identification
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
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Schock
3
Shock
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2
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Generalized covariance estimator
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Markov chain
2
Markov-Kette
2
Method of moments
2
Momentenmethode
2
Panel
2
Panel study
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Statistical inference
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(Expected) loss-given-default
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ARCH Model
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ARMA model
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ARMA-Modell
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Alternative investment
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Autokorrelation
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Basel Accord
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Shin, Yongcheol
Gouriéroux, Christian
Gao, Jiti
10
Kumbhakar, Subal
9
Li, Jia
9
Marcellino, Massimiliano
8
Todorov, Viktor
8
Linton, Oliver
7
Su, Liangjun
7
Tauchen, George Eugene
7
Baltagi, Badi H.
6
Kapetanios, George
6
Kim, Donggyu
6
Kumar, Dilip
6
Lee, Lung-fei
6
Tsionas, Efthymios G.
6
Westerlund, Joakim
6
Francq, Christian
5
Park, Joon Y.
5
Parmeter, Christopher F.
5
Sentana, Enrique
5
Winkelmann, Rainer
5
Cai, Zongwu
4
Egger, Peter
4
Escanciano, Juan Carlos
4
Hsiao, Cheng
4
Hsu, Yu-Chin
4
Iaria, Alessandro
4
Jochmans, Koen
4
Lesage, James P.
4
Liu, Zhi
4
Phillips, Peter C. B.
4
Schorfheide, Frank
4
Wang, Taining
4
Wang, Yazhen
4
Wu, Xinyu
4
Zakoïan, Jean-Michel
4
Zhou, Qiankun
4
Ai, Chunrong
3
Amengual, Dante
3
Ardia, David
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Journal of econometrics
4
Journal of banking & finance
1
The review of economic studies : RES
1
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ECONIS (ZBW)
6
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1
Estimation and inference in heterogeneous spatial panels with a multifactor error structure
Chen, Jia
;
Shin, Yongcheol
;
Zheng, Chaowen
- In:
Journal of econometrics
229
(
2022
)
1
,
pp. 55-79
Persistent link: https://www.econbiz.de/10013441830
Saved in:
2
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:
3
Least impulse response estimator for stress test exercises
Gouriéroux, Christian
;
Lu, Yang
- In:
Journal of banking & finance
103
(
2019
),
pp. 62-77
Persistent link: https://www.econbiz.de/10012163773
Saved in:
4
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:
5
Noncausal vector autoregressive process: representation, identification and semi-parametric estimation
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 118-134
Persistent link: https://www.econbiz.de/10011897706
Saved in:
6
Quantile cointegration in the autoregressive distributed-lag modeling framework
Cho, Jin Seo
;
Kim, Tae-hwan
;
Shin, Yongcheol
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 281-300
Persistent link: https://www.econbiz.de/10011500352
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