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subject:"Schätzung"
subject:"Theory"
~person:"Gouriéroux, Christian"
~person:"Nielsen, Morten Ørregaard"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Schätzung
Theory
Time series analysis
Estimation theory
51
Schätztheorie
51
Theorie
20
Zeitreihenanalyse
12
Bootstrap approach
7
Bootstrap-Verfahren
7
Estimation
7
Cluster analysis
5
Clusteranalyse
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Regional cluster
5
Regionales Cluster
5
Clustered data
4
Cointegration
4
Induktive Statistik
4
Kointegration
4
Statistical inference
4
VAR model
4
VAR-Modell
4
Wild cluster bootstrap
4
CRVE
3
Cluster-robust variance estimator
3
Fractional integration
3
Identification
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Robust inference
3
Schock
3
Shock
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Statistical theory
3
Statistische Methodenlehre
3
Volatility
3
Volatilität
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2
Conditional sum-of-squares
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Article
33
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Article in journal
Arbeitspapier
56
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Graue Literatur
55
Non-commercial literature
55
Aufsatz in Zeitschrift
33
Amtsdruckschrift
15
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15
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7
Book section
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English
26
French
7
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Gouriéroux, Christian
Nielsen, Morten Ørregaard
Phillips, Peter C. B.
53
Baltagi, Badi H.
36
Li, Qi
35
Linton, Oliver
35
Andrews, Donald W. K.
30
Newey, Whitney K.
27
McAleer, Michael
26
Pesaran, M. Hashem
26
Lee, Lung-fei
25
Lütkepohl, Helmut
24
Ullah, Aman
24
Robinson, Peter M.
23
Leybourne, Stephen James
22
Ohtani, Kazuhiro
22
Perron, Pierre
22
Gao, Jiti
21
Giles, David E. A.
21
Baillie, Richard
20
Krämer, Walter
20
Wooldridge, Jeffrey M.
20
Horowitz, Joel
19
Hsiao, Cheng
19
Johansen, Søren
19
Teräsvirta, Timo
19
Granger, C. W. J.
18
King, Maxwell L.
18
Kumbhakar, Subal
18
Schmidt, Peter
18
Tauchen, George Eugene
18
White, Halbert
18
Zakoïan, Jean-Michel
18
Hahn, Jinyong
17
Hassler, Uwe
17
Bera, Anil K.
16
Chambers, Marcus J.
16
Ghysels, Eric
16
Harvey, Andrew C.
16
Hendry, David F.
16
Koop, Gary
16
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Journal of econometrics
9
Econometric theory
6
Annales d'économie et de statistique
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of empirical finance
2
L' Actualité économique : revue trimest.
2
Annals of economics and statistics
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 applied econometrics
1
Journal of banking & finance
1
L' économétrie appliquée
1
L'hétérogénéité en économétrie : numéro spécial
1
The review of economic studies : RES
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ECONIS (ZBW)
33
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1
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 880-896
Persistent link: https://www.econbiz.de/10013534577
Saved in:
2
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Won-Ki
;
Seong, Dakyung
- In:
Econometric theory
39
(
2023
)
3
,
pp. 443-480
Persistent link: https://www.econbiz.de/10014306644
Saved in:
3
Adaptive inference in heteroscedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 50-65
Persistent link: https://www.econbiz.de/10012804084
Saved in:
4
Truncated sum of squares estimation of fractional time series models with deterministic trends
Hualde, Javier
;
Nielsen, Morten Ørregaard
- In:
Econometric theory
36
(
2020
)
4
,
pp. 751-772
Persistent link: https://www.econbiz.de/10012258429
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
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:
7
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:
8
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:
9
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 165-188
Persistent link: https://www.econbiz.de/10011818374
Saved in:
10
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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