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subject:"Probability theory"
subject:"Time series analysis"
~person:"Brännäs, Kurt"
~person:"Gouriéroux, Christian"
~source:"econis"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Estimation theory
130
Schätztheorie
130
Theorie
75
Theory
75
Zeitreihenanalyse
41
Estimation
18
Schätzung
18
Schweden
11
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Portfolio selection
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Portfolio-Management
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English
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Brännäs, Kurt
Gouriéroux, Christian
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
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
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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Umeå universitet
8
Umeå Universitet / Institutionen för Nationalekonomi
3
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1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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14
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Count data autoregression modelling
2
Discussion paper / Tinbergen Institute
2
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
2
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
2
Annals of economics and statistics
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Collection "Economie et statistiques avancées"
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Discussion papers of interdisciplinary research project 373
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ECONIS (ZBW)
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1
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:
2
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:
3
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2017
Persistent link: https://www.econbiz.de/10012197835
Saved in:
4
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:
5
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:
6
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2016
Persistent link: https://www.econbiz.de/10012196271
Saved in:
7
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
8
Adaptations of conventional spatial econometric models to count data
Brännäs, Kurt
-
2014
Persistent link: https://www.econbiz.de/10010347058
Saved in:
9
Simultaneity in the multivariate count data autoregressive model
Brännäs, Kurt
-
2013
Persistent link: https://www.econbiz.de/10010227357
Saved in:
10
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:
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