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subject:"Simulation"
person:"Ghysels, Eric"
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Search: subject_exact:"Estimation theory"
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Simulation
Estimation theory
43
Schätztheorie
43
Theorie
19
Theory
19
Time series analysis
16
Zeitreihenanalyse
16
Volatility
9
Volatilität
9
Estimation
7
Schätzung
7
Regression analysis
6
Regressionsanalyse
6
Saisonale Schwankungen
6
Seasonal variations
6
Statistical theory
6
Statistische Methodenlehre
6
Induktive Statistik
5
Statistical inference
5
CAPM
4
Causality analysis
4
Kausalanalyse
4
Sampling
4
Stichprobenerhebung
4
Stochastic process
4
Stochastischer Prozess
4
USA
4
United States
4
Capital income
3
Cointegration
3
Financial market
3
Finanzmarkt
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Kapitaleinkommen
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Kointegration
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Risk
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Statistical test
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Statistischer Test
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English
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Ghysels, Eric
Kleijnen, Jack P. C.
17
Hall, Alastair R.
10
Słoczyński, Tymon
10
Heckman, James J.
9
Khalaf, Lynda
9
Nason, James Michael
9
Hajivassiliou, Vassilis Argyrou
8
Inoue, Atsushi
8
Nesheim, Lars
8
Rossi, Barbara
8
Hong, Han
7
Kukacka, Jiri
7
Lux, Thomas
7
Scaillet, Olivier
7
Wooldridge, Jeffrey M.
7
Advani, Arun
6
Chib, Siddhartha
6
Fu, Michael
6
Gregory, Allan W.
6
Hlouskova, Jaroslava
6
Huber, Martin
6
Keane, Michael P.
6
Kristensen, Dennis
6
Lechner, Michael
6
Lee, Lung-fei
6
Matzkin, Rosa L.
6
Sauer, Robert M.
6
Wagner, Martin
6
Banerjee, Anindya
5
Bergström, Pål
5
Brännäs, Kurt
5
Dufour, Jean-Marie
5
Goldsman, David Morris
5
Kilian, Lutz
5
Kitagawa, Toru
5
McAleer, Michael
5
McCracken, Michael W.
5
Peng, Yijie
5
Urga, Giovanni
5
West, Kenneth D.
5
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Annales d'économie et de statistique
1
Cahier / Département de Sciences Économiques, Université de Montréal
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
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ECONIS (ZBW)
4
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1
Simulation based inference in moving average models
Ghysels, Eric
;
Khalaf, Lynda
;
Vodounou, Cosmé
- In:
Annales d'économie et de statistique
(
2003
),
pp. 85-99
Persistent link: https://www.econbiz.de/10001771345
Saved in:
2
Rolling-sample volatility estimators : some new theoretical, simulation, and empirical results
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 363-376
Persistent link: https://www.econbiz.de/10001695282
Saved in:
3
Structural change tests for simulated method of moments
Ghysels, Eric
;
Guay, Alain
-
1998
Persistent link: https://www.econbiz.de/10000995783
Saved in:
4
Simulation based inference in moving average models
Ghysels, Eric
;
Khalaf, Lynda
;
Vodounou, Cosmé
-
1995
Persistent link: https://www.econbiz.de/10001512547
Saved in:
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