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source:"econis"
subject:"Zeitreihenanalyse"
~person:"Gouriéroux, Christian"
~subject:"Big Data"
~subject:"Nichtparametrisches Verfahren"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Big Data
Nichtparametrisches Verfahren
Estimation theory
90
Schätztheorie
90
Theorie
50
Theory
50
Time series analysis
20
Estimation
9
Schätzung
9
VAR model
8
VAR-Modell
8
Identification
7
Nonparametric statistics
7
Risikomanagement
7
Risk management
7
Volatility
7
Volatilität
7
Core
6
Schock
6
Shock
6
Econometrics
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Portfolio selection
5
Portfolio-Management
5
Probability theory
5
Risikomaß
5
Risk measure
5
Statistical theory
5
Statistische Methodenlehre
5
Wahrscheinlichkeitsrechnung
5
Ökonometrie
5
Consistency
4
Credit risk
4
Kreditrisiko
4
Risiko
4
Risk
4
ARCH Model
3
Composite Likelihood
3
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Free
7
Undetermined
5
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Book / Working Paper
19
Article
7
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Arbeitspapier
17
Working Paper
17
Graue Literatur
15
Non-commercial literature
15
Article in journal
6
Aufsatz in Zeitschrift
6
Amtsdruckschrift
4
Government document
4
Rezension
1
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Language
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English
25
French
1
Author
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Gouriéroux, Christian
Phillips, Peter C. B.
128
Gao, Jiti
121
Linton, Oliver
90
Chen, Xiaohong
70
Härdle, Wolfgang
54
Koopman, Siem Jan
53
Li, Qi
47
Newey, Whitney K.
46
Johansen, Søren
43
Cai, Zongwu
42
Kapetanios, George
42
Li, Degui
42
Lütkepohl, Helmut
42
Franses, Philip Hans
41
Nielsen, Morten Ørregaard
41
Robinson, Peter M.
40
Teräsvirta, Timo
39
Su, Liangjun
38
Otsu, Taisuke
37
Florens, Jean-Pierre
34
Hoderlein, Stefan
34
Horowitz, Joel
34
Peng, Bin
34
Racine, Jeffrey
34
Simar, Léopold
33
Koop, Gary
32
Mammen, Enno
31
Swanson, Norman R.
31
Xiao, Zhijie
30
Escanciano, Juan Carlos
29
Harvey, Andrew C.
29
Kristensen, Dennis
29
Sibbertsen, Philipp
29
Pesaran, M. Hashem
28
Ullah, Aman
28
Dette, Holger
27
Ichimura, Hidehiko
27
Lewbel, Arthur
27
Sun, Yiguo
27
Engle, Robert F.
26
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Institution
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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
10
Série des documents de travail
6
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
4
Journal of econometrics
2
Annals of economics and statistics
1
Collection "Economie et statistiques avancées"
1
Discussion papers of interdisciplinary research project 373
1
Econometric theory
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Springer series in statistics
1
The economic journal : the journal of the Royal Economic Society
1
The review of economic studies : RES
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ECONIS (ZBW)
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1
Generalized covariance estimator
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1315-1327
Persistent link: https://www.econbiz.de/10014448640
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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