//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Seasonal variations"
subject:"Zeitreihenanalyse"
~person:"Gouriéroux, Christian"
~subject:"Estimation"
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Seasonal variations
Zeitreihenanalyse
Estimation
Volatility
Estimation theory
90
Schätztheorie
90
Theorie
50
Theory
50
Time series analysis
20
Schätzung
9
VAR model
8
VAR-Modell
8
Identification
7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Risikomanagement
7
Risk management
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
Big Data
3
Composite Likelihood
3
more ...
less ...
Online availability
All
Free
8
Undetermined
5
Type of publication
All
Book / Working Paper
18
Article
10
Type of publication (narrower categories)
All
Arbeitspapier
16
Working Paper
16
Graue Literatur
15
Non-commercial literature
15
Article in journal
9
Aufsatz in Zeitschrift
9
Amtsdruckschrift
5
Government document
5
Rezension
1
more ...
less ...
Language
All
English
26
French
2
Author
All
Gouriéroux, Christian
Phillips, Peter C. B.
107
Gao, Jiti
93
Koopman, Siem Jan
61
Pesaran, M. Hashem
56
Linton, Oliver
55
Lütkepohl, Helmut
50
Kapetanios, George
48
Franses, Philip Hans
47
Johansen, Søren
45
Teräsvirta, Timo
45
Diebold, Francis X.
42
Nielsen, Morten Ørregaard
39
Swanson, Norman R.
36
Koop, Gary
35
Härdle, Wolfgang
34
Harvey, Andrew C.
33
Nelson, Daniel B.
32
Cai, Zongwu
31
Stock, James H.
31
Sibbertsen, Philipp
30
Watson, Mark W.
29
Engle, Robert F.
28
Lucas, André
28
Robinson, Peter M.
28
Ghysels, Eric
27
McAleer, Michael
27
Marcellino, Massimiliano
26
Sentana, Enrique
26
Taylor, Robert
26
Cavaliere, Giuseppe
25
Giraitis, Liudas
25
Li, Degui
25
Maravall Herrero, Agustín
25
Peng, Bin
25
Bauwens, Luc
24
Haldrup, Niels
24
Nielsen, Bent
24
Perron, Pierre
24
Schorfheide, Frank
24
more ...
less ...
Institution
All
Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
8
Série des documents de travail
7
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
5
Journal of econometrics
4
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 banking & finance
1
L' Actualité économique : revue trimest.
1
L' économétrie appliquée
1
Springer series in statistics
1
The economic journal : the journal of the Royal Economic Society
1
The review of economic studies : RES
1
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian
;
Monfort, Alain
;
Zakoïan, …
-
2018
-
Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
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
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:
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->