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subject:"Simulation"
subject:"Estimation theory"
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Simulation
Estimation theory
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8
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CEMMAP working papers / Centre for Microdata Methods and Practice
363
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1
Time varying Markov process with partially observed aggregate data : an application to coronavirus
Gouriéroux, Christian
;
Jasiak, Joann
-
2020
-
Revised: May 8, 2020
Persistent link: https://www.econbiz.de/10012286438
Saved in:
2
An alternative to synthetic control for models with many covariates under sparsity
Bléhaut, Marianne
;
D'Haultfœuille, Xavier
;
L'Hour, Jeremy
-
2020
Persistent link: https://www.econbiz.de/10012286454
Saved in:
3
Conditional asymmetry in ARCH models
Royer, Julien
-
2020
Persistent link: https://www.econbiz.de/10012429896
Saved in:
4
A simple unit root test consistent against any stationary alternative
Bec, Frédérique
;
Guay, Alain
-
2020
Persistent link: https://www.econbiz.de/10012429907
Saved in:
5
The finite sample properties of sparse M-estimators with pseudo-observations
Poignard, Benjamin
;
Fermanian, Jean-David
-
2019
Persistent link: https://www.econbiz.de/10012237251
Saved in:
6
On the construction of confidence intervals for ratios of expectations
Derumigny, Alexis
;
Girard, Lucas
;
Guyonvarch, Yannick
-
2019
Persistent link: https://www.econbiz.de/10012237309
Saved in:
7
Mixed causal-noncausal autoregressions : bimodality issues in estimation and unit root testing
Bec, Frédérique
;
Bohn Nielsen, Heino
;
Sai͏̈di, Sarra
-
2019
Persistent link: https://www.econbiz.de/10012237317
Saved in:
8
Dealing with the log of zero in regression models
Bellego, Christophe
;
Pape, Louis-Daniel
-
2019
Persistent link: https://www.econbiz.de/10012237463
Saved in:
9
About Kendall's regression
Derumigny, Alexis
;
Fermanian, Jean-David
-
2018
Persistent link: https://www.econbiz.de/10012201098
Saved in:
10
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:
11
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2017
Persistent link: https://www.econbiz.de/10012197830
Saved in:
12
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:
13
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:
14
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2017
Persistent link: https://www.econbiz.de/10012197835
Saved in:
15
Estimating linear functionals of asparse family of Poisson means price discrimination
Collier, Olivier
;
Dalalyan, Arnak S.
-
2017
Persistent link: https://www.econbiz.de/10012197875
Saved in:
16
Further and stronger analogy between sampling and optimization : Langevin Monte Carlo and gradient descent
Dalalyan, Arnak S.
-
2017
Persistent link: https://www.econbiz.de/10012197883
Saved in:
17
Optimal Kullback-Leibler aggregation in mixture estimation by maximum likelihood
Dalalyan, Arnak S.
;
Sebbar, Mehdi
-
2017
Persistent link: https://www.econbiz.de/10012197886
Saved in:
18
Towards the study of least squares estimators with convex penalty
Bellec, Pierre
;
Lecué, Guillaume
;
Cybakov, Aleksandr B.
-
2017
Persistent link: https://www.econbiz.de/10012197888
Saved in:
19
Sparse covariance matrix estimation in high-dimensional deconvolution
Belomestny, Denis
;
Trabs, Mathias
;
Cybakov, Aleksandr B.
-
2017
Persistent link: https://www.econbiz.de/10012198572
Saved in:
20
Local asymptotic equivalence of pure states ensembles and quantum Gaussian white noise
Butucea, Cristina
;
Guta, Madalin
;
Nussbaum, Michael
-
2017
Persistent link: https://www.econbiz.de/10012198585
Saved in:
21
Towards the study of least squares estimators with convex penalty
Bellec, Pierre
;
Lecué, Guillaume
;
Cybakov, Aleksandr B.
-
2017
Persistent link: https://www.econbiz.de/10012198605
Saved in:
22
Improving approximate Bayesian computation via quasi Monte Carlo
Buchholz, Alexander
;
Chopin, Nicolas
-
2017
Persistent link: https://www.econbiz.de/10012198654
Saved in:
23
Optimal graphon estimation in cut distance
Klopp, Olga
;
Verzelen, Nicolas
-
2017
Persistent link: https://www.econbiz.de/10012198705
Saved in:
24
Improved bounds for Square-Root Lasso and Square-Root Slope
Derumigny, Alexis
-
2017
Persistent link: https://www.econbiz.de/10012199926
Saved in:
25
Efficiency of the V-fold model selection for localized bases
Navarro, Fabien
;
Saumard, Adrien
-
2017
Persistent link: https://www.econbiz.de/10012200011
Saved in:
26
Parametric estimation of hidden Markov models by least squares type estimation and deconvolution
Chesneau, Christophe
;
El Kolei, Salima
;
Navarro, Fabien
-
2017
Persistent link: https://www.econbiz.de/10012200019
Saved in:
27
Slope heuristics and V-Fold model selection in heteroscedastic regression using strongly localized bases
Navarro, Fabien
;
Saumard, Adrien
-
2017
Persistent link: https://www.econbiz.de/10012200026
Saved in:
28
A note on the adaptive estimation of the differential entropy by wavelet methods
Chesneau, Christophe
;
Navarro, Fabien
;
Serea, Oana Silva
-
2017
Persistent link: https://www.econbiz.de/10012200050
Saved in:
29
Soft-DTW : a differentiable loss function for time-series
Cuturi, Marco
;
Blondel, Mathieu
-
2017
Persistent link: https://www.econbiz.de/10012200287
Saved in:
30
Vine-GARCH process : stationarity and asymptotic properties
Poignard, Benjamin
;
Fermanian, Jean-David
-
2016
Persistent link: https://www.econbiz.de/10011854705
Saved in:
31
Jump filtering and efficient drift estimation for Lévy-Driven SDE'S
Gloter, Arnaud
;
Loukianova, Dasha
;
Mai, Hilmar
-
2016
Persistent link: https://www.econbiz.de/10011854707
Saved in:
32
Spillover effect of the minimum wage in France : an unconditionalquantile regression
Aeberhardt, Romain
;
Givord, Pauline
;
Marbot, Claire
-
2016
Persistent link: https://www.econbiz.de/10011855120
Saved in:
33
Robust analysis of the Martingale Hypothesis
Gouriéroux, Christian
;
Jasiak, Joann
-
2016
Persistent link: https://www.econbiz.de/10011855294
Saved in:
34
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:
35
Bayesian empirical likelihood estimation and comparison of moment condition models
Chib, Siddhartha
;
Shin, Minchul
;
Simoni, Anna
-
2016
-
This version: June, 2016
Persistent link: https://www.econbiz.de/10011855311
Saved in:
36
Estimation of low-rank covariance function
Koltchinskii, Vladimir
;
Lounici, K.
;
Cybakov, Aleksandr B.
-
2016
Persistent link: https://www.econbiz.de/10011855350
Saved in:
37
Minimax estimation of linear and quadratic functionals on sparsity classes
Collier, Olivier
;
Comminges, Lae͏̈titia
;
Cybakov, …
-
2016
Persistent link: https://www.econbiz.de/10011855351
Saved in:
38
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2016
Persistent link: https://www.econbiz.de/10012196256
Saved in:
39
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2016
Persistent link: https://www.econbiz.de/10012196271
Saved in:
40
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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