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subject:"Probability theory"
person:"Renault, Eric"
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Search: subject_exact:"Estimation theory"
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Probability theory
Estimation theory
40
Schätztheorie
40
Method of moments
11
Momentenmethode
11
Theorie
11
Theory
11
CAPM
7
Time series analysis
7
Zeitreihenanalyse
7
Induktive Statistik
5
Statistical inference
5
Volatility
5
Volatilität
5
Wahrscheinlichkeitsrechnung
5
ARCH Model
3
Big Data
3
Composite Pseudo-Likelihood
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Consistency
3
Financial market
3
Finanzmarkt
3
GMM
3
Lie Group
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Normalized Data
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Option pricing theory
3
Optionspreistheorie
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Pseudo-Likelihood
3
Statistical distribution
3
Statistische Verteilung
3
Stochastic process
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Stochastischer Prozess
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Asset pricing
2
Econometrics
2
Estimation
2
IV-Schätzung
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Implied probabilities
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Indirect Inference
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Instrumental variables
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Renault, Eric
Haan, Laurens de
9
Einmahl, John H. J.
8
Stock, James H.
8
Hsu, Yu-Chin
6
West, Kenneth D.
6
Wilcox, David W.
6
Arnold, Bernhard
5
Balakrishnan, Narayanaswamy
5
Gouriéroux, Christian
5
Krämer, Walter
5
Magnus, Jan R.
5
Spanos, Aris
5
Stahlecker, Peter
5
Vries, Casper G. de
5
Wooldridge, Jeffrey M.
5
Akkerboom, Hans
4
Bai, Jun
4
Boucher, Vincent
4
Canay, Ivan A.
4
Chamberlain, Gary
4
Chan-Lau, Jorge A.
4
Duffie, Darrell
4
Elliott, Graham
4
Jakeman, Anthony J.
4
Kamat, Vishal
4
Kaplan, David M.
4
Lieli, Robert P.
4
McAleer, Michael
4
Otsu, Taisuke
4
Paolella, Marc S.
4
Polasek, Wolfgang
4
Simar, Léopold
4
Singleton, Kenneth J.
4
Staiger, Douglas
4
Xiao, Zhijie
4
Aleem, M.
3
Bandemer, Hans
3
Camponovo, Lorenzo
3
Cappellari, Lorenzo
3
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Econometric reviews
1
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
1
Journal of econometrics
1
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
1
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
1
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ECONIS (ZBW)
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1
Score tests in GMM : why use implied probabilities?
Chaudhuri, Saraswata
;
Renault, Eric
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 260-280
Persistent link: https://www.econbiz.de/10012483386
Saved in:
2
Indirect inference with endogenously missing exogenous variables
Chaudhuriy, Saraswata
;
Frazier, David T.
;
Renault, Eric
-
2016
Persistent link: https://www.econbiz.de/10011453598
Saved in:
3
Shrinkage of variance for minimum distance based tests
Chaudhuri, Saraswata
;
Renault, Eric
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 328-351
Persistent link: https://www.econbiz.de/10011373279
Saved in:
4
Bilinear constraints : estimation and test
Gouriéroux, Christian
-
1990
Persistent link: https://www.econbiz.de/10001326576
Saved in:
5
Contraintes bilinéaires : estimation et test
Gouriéroux, Christian
- In:
Mélanges économiques : essais en l'honneur de Edmond …
,
(pp. 983-1011)
.
1988
Persistent link: https://www.econbiz.de/10001271472
Saved in:
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