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subject:"Time series analysis"
~person:"Gouriéroux, Christian"
~source:"econis"
~subject:"Maximum likelihood estimation"
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Time series analysis
Maximum likelihood estimation
Estimation theory
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20
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9
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Gouriéroux, Christian
Phillips, Peter C. B.
103
Gao, Jiti
78
Koopman, Siem Jan
61
Johansen, Søren
45
Lütkepohl, Helmut
43
Pesaran, M. Hashem
43
Teräsvirta, Timo
40
Franses, Philip Hans
39
Nielsen, Morten Ørregaard
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Kapetanios, George
32
Linton, Oliver
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Harvey, Andrew C.
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Koop, Gary
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Swanson, Norman R.
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Lucas, André
28
Robinson, Peter M.
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Engle, Robert F.
26
Nelson, Daniel B.
26
Sibbertsen, Philipp
26
Nielsen, Bent
25
Stock, James H.
25
Taylor, Robert
25
Watson, Mark W.
25
Li, Degui
24
Maravall Herrero, Agustín
24
McAleer, Michael
24
Perron, Pierre
24
Zakoïan, Jean-Michel
24
Blasques, Francisco
23
Peng, Bin
23
Chambers, Marcus J.
22
Haldrup, Niels
22
Kristensen, Dennis
22
Leybourne, Stephen James
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Rahbek, Anders
22
Brännäs, Kurt
21
Dong, Chaohua
21
Hassler, Uwe
21
Lee, Lung-fei
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Ecole nationale de la statistique et de l'administration économique <Frankreich>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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ECONIS (ZBW)
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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:
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