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subject:"Volatilität"
type_genre:"Working Paper"
~person:"Guillén, Osmani Teixeira de Carvalho"
~person:"Monfort, Alain"
~subject:"VAR model"
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Search: subject_exact:"Estimation theory"
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Volatilität
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Estimation theory
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Guillén, Osmani Teixeira de Carvalho
Monfort, Alain
Lütkepohl, Helmut
32
Kilian, Lutz
18
Staszewska-Bystrova, Anna
14
Winker, Peter
14
Inoue, Atsushi
11
Sentana, Enrique
11
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10
Teräsvirta, Timo
10
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9
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8
Croux, Christophe
8
Vahid, Farshid
8
Benati, Luca
7
Fiorentini, Gabriele
7
Theodoridis, Konstantinos
7
Amengual, Dante
6
Andersen, Torben
6
Brandt, Michael W.
6
Härdle, Wolfgang
6
Lucas, André
6
Bibinger, Markus
5
Binder, Michael
5
Bruns, Martin
5
Cai, Zongwu
5
Diebold, Francis X.
5
Hafner, Christian M.
5
Issler, João Victor
5
Johansen, Søren
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Koop, Gary
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Pesaran, M. Hashem
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Spokojnyj, Vladimir G.
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4
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4
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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
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
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:
5
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
Athanasopoulos, George
;
Guillén, Osmani Teixeira de …
-
2010
Persistent link: https://www.econbiz.de/10003964300
Saved in:
6
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
Athanasopoulos, George
;
Guillén, Osmani Teixeira de …
-
2009
Persistent link: https://www.econbiz.de/10003810687
Saved in:
7
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
Athanasopoulos, George
;
Guillén, Osmani Teixeira de …
-
2009
Persistent link: https://www.econbiz.de/10003822297
Saved in:
8
Revisiting identification and estimation in structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
-
2014
-
rev. October 2014
Persistent link: https://www.econbiz.de/10010465167
Saved in:
9
Pricing and inference with mixtures of conditionally normal processes
Bertholon, Henri
(
contributor
);
Monfort, Alain
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003591596
Saved in:
10
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
Athanasopoulos, George
;
Guillén, Osmani Teixeira de …
-
2010
Persistent link: https://www.econbiz.de/10003964296
Saved in:
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