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subject:"Estimation theory"
subject:"Schätzung"
~person:"Gouriéroux, Christian"
~person:"Kohn, Robert"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation theory
Schätzung
Theorie
235
Theory
235
Schätztheorie
65
Time series analysis
31
Zeitreihenanalyse
31
Portfolio selection
21
Portfolio-Management
21
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20
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19
Derivat
19
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19
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19
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19
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19
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19
Zinsstruktur
19
Risikoprämie
15
Risk premium
15
Bayes-Statistik
14
Bayesian inference
14
Volatility
14
Volatilität
14
Method of moments
13
Momentenmethode
13
Estimation
12
Statistical theory
10
Statistische Methodenlehre
10
Stochastic process
10
Stochastischer Prozess
10
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Nichtparametrisches Verfahren
9
Nonparametric statistics
9
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9
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8
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8
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8
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8
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29
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Arbeitspapier
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44
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44
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29
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7
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English
64
French
9
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Gouriéroux, Christian
Kohn, Robert
Härdle, Wolfgang
104
Pesaran, M. Hashem
97
Caporale, Guglielmo Maria
72
Gil-Alaña, Luis A.
71
Phillips, Peter C. B.
69
Franses, Philip Hans
55
Heckman, James J.
55
McAleer, Michael
53
Marcellino, Massimiliano
46
Andrews, Donald W. K.
43
Newey, Whitney K.
43
Swanson, Norman R.
41
Blundell, Richard W.
40
Koopman, Siem Jan
40
Imbens, Guido
38
Lucas, André
38
Hautsch, Nikolaus
37
Berg, Gerard J. van den
36
Kilian, Lutz
36
Lütkepohl, Helmut
36
Giles, David E. A.
35
Diebold, Francis X.
34
Ghysels, Eric
34
Robinson, Peter M.
34
Kumbhakar, Subal
33
Linton, Oliver
33
Engle, Robert F.
32
Egger, Peter
31
Timmermann, Allan
31
Bera, Anil K.
30
Granger, C. W. J.
30
Serletis, Apostolos
30
Baltagi, Badi H.
29
Breitung, Jörg
29
Koop, Gary
29
Haldrup, Niels
28
Li, Qi
28
Mittnik, Stefan
28
Ullah, Aman
28
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Série des documents de travail / Centre de Recherche en Économie et Statistique
18
Working paper series
16
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
13
Journal of econometrics
12
Annales d'économie et de statistique
6
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
4
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Econometric theory
2
L' Actualité économique : revue trimest.
2
Annals of economics and statistics
1
CORE discussion paper : DP
1
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1
Discussion paper / School of Economics, The University of New South Wales
1
Duration transition and count data models
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
73
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1
Long run predictions
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Annals of economics and statistics
145
(
2022
),
pp. 75-90
Persistent link: https://www.econbiz.de/10013464960
Saved in:
2
Mixed marginal copula modeling
Gunawan, David
;
Khaled, Mohamad A.
;
Kohn, Robert
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 137-147
Persistent link: https://www.econbiz.de/10012179532
Saved in:
3
Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 613-637
Persistent link: https://www.econbiz.de/10012149372
Saved in:
4
Bayesian covariance matrix estimation using a mixture of decomposable graphical models
Armstrong, Helen
;
Carter, Chris K.
;
Wong, Kevin
;
Kohn, …
-
2007
Persistent link: https://www.econbiz.de/10003431594
Saved in:
5
Granularity adjustment for default risk factor model with cohorts
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of banking & finance
36
(
2012
)
5
,
pp. 1464-1477
Persistent link: https://www.econbiz.de/10009615800
Saved in:
6
Parsimonious estimation of the covariance matrix in multinomial probit models
Cripps, Edward
;
Fiebig, Denzil G.
;
Kohn, Robert
- In:
Econometric reviews
29
(
2010
)
2
,
pp. 146-157
Persistent link: https://www.econbiz.de/10003960494
Saved in:
7
The Wishart Autoregressive process of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 167-181
Persistent link: https://www.econbiz.de/10003858506
Saved in:
8
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
Saved in:
9
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
10
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
-
2001
Persistent link: https://www.econbiz.de/10001626924
Saved in:
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