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subject:"Schätzung"
subject:"Statistical theory"
~isPartOf:"Journal of econometrics"
~person:"Fan, Jianqing"
~person:"Gouriéroux, Christian"
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Schätzung
Statistical theory
Estimation theory
18
Schätztheorie
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6
Estimation
4
Factor model
4
Time series analysis
4
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Fan, Jianqing
Gouriéroux, Christian
Todorov, Viktor
8
Tauchen, George Eugene
7
Phillips, Peter C. B.
6
Gao, Jiti
5
Kim, Donggyu
5
Li, Jia
5
Linton, Oliver
5
Su, Liangjun
5
Francq, Christian
4
Lu, Xun
4
White, Halbert
4
Zakoïan, Jean-Michel
4
Baltagi, Badi H.
3
Cai, Zongwu
3
Callaway, Brantly
3
Hsiao, Cheng
3
Manski, Charles F.
3
Park, Joon Y.
3
Sun, Yiguo
3
Wang, Fa
3
Wang, Yazhen
3
Ahn, Seung Chan
2
Ai, Chunrong
2
Andersen, Torben
2
Barigozzi, Matteo
2
Bertanha, Marinho
2
Bollerslev, Tim
2
Chen, Heng
2
Chiang, Harold D.
2
Choi, Yongok
2
Donald, Stephen G.
2
Fan, Yanqin
2
Fang, Ying
2
Fernández-Val, Iván
2
Ghysels, Eric
2
Grynkiv, Iaryna
2
Haiqing Xu
2
Ham, John C.
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Journal of econometrics
Série des documents de travail
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econométrie non linéaire asymptotique
1
Journal of banking & finance
1
Journal of the American Statistical Association : JASA
1
L' Actualité économique : revue trimest.
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The review of economic studies : RES
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ECONIS (ZBW)
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1
Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction
Kim, Donggyu
;
Fan, Jianqing
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 395-417
Persistent link: https://www.econbiz.de/10012145042
Saved in:
2
Structured volatility matrix estimation for non-synchronized high-frequency financial data
Fan, Jianqing
;
Kim, Donggyu
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 61-78
Persistent link: https://www.econbiz.de/10012302521
Saved in:
3
Misspecification of noncausal order in autoregressive processes
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 226-248
Persistent link: https://www.econbiz.de/10012110259
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
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