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subject:"Seasonal variations"
subject:"Zeitreihenanalyse"
~person:"Gouriéroux, Christian"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Volatility"
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Seasonal variations
Zeitreihenanalyse
Maximum-Likelihood-Schätzung
Volatility
Estimation theory
90
Schätztheorie
90
Theorie
50
Theory
50
Time series analysis
20
Estimation
9
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Nonparametric statistics
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Risikomanagement
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Maximum likelihood estimation
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English
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Gouriéroux, Christian
Phillips, Peter C. B.
106
Gao, Jiti
78
Koopman, Siem Jan
64
Franses, Philip Hans
45
Johansen, Søren
45
Pesaran, M. Hashem
44
Teräsvirta, Timo
44
Lütkepohl, Helmut
43
Nielsen, Morten Ørregaard
40
Linton, Oliver
35
Swanson, Norman R.
35
Harvey, Andrew C.
33
Kapetanios, George
32
Nelson, Daniel B.
32
Sibbertsen, Philipp
30
Koop, Gary
29
Lucas, André
29
Diebold, Francis X.
28
Engle, Robert F.
28
Robinson, Peter M.
28
McAleer, Michael
27
Sentana, Enrique
27
Stock, James H.
27
Zakoïan, Jean-Michel
27
Härdle, Wolfgang
26
Maravall Herrero, Agustín
25
Nielsen, Bent
25
Rahbek, Anders
25
Taylor, Robert
25
Watson, Mark W.
25
Li, Degui
24
Perron, Pierre
24
Bauwens, Luc
23
Blasques, Francisco
23
Cavaliere, Giuseppe
23
Fiorentini, Gabriele
23
Francq, Christian
23
Hassler, Uwe
23
Kristensen, Dennis
23
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Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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Série des documents de travail
9
Série des documents de travail / Centre de Recherche en Économie et Statistique
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ECONIS (ZBW)
29
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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
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2017
Persistent link: https://www.econbiz.de/10012197830
Saved in:
3
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:
4
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:
5
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2017
Persistent link: https://www.econbiz.de/10012197835
Saved in:
6
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:
7
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:
8
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2016
Persistent link: https://www.econbiz.de/10012196256
Saved in:
9
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2016
Persistent link: https://www.econbiz.de/10012196271
Saved in:
10
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
1
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