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type_genre:"Working Paper"
accessRights:"free"
~subject:"Time series analysis"
~isPartOf:"Série des documents de travail"
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Search: subject_exact:"Estimation theory"
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Time series analysis
Estimation theory
40
Schätztheorie
40
Zeitreihenanalyse
12
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
Regression analysis
7
Regressionsanalyse
7
Estimation
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Schätzung
6
Stochastic process
5
Stochastischer Prozess
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Consistency
4
Identification
4
Composite Likelihood
3
Correlation
3
Induktive Statistik
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3
Markov chain
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Markov-Kette
3
Pseudo Maximum Likelihood
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Schock
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Shock
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State space model
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Statistical inference
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VAR model
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VAR-Modell
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Volatility
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Volatilität
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Zustandsraummodell
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ARCH Model
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Asymptotic Single Risk Factor
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Autocorrelation
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Autokorrelation
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Bayes-Statistik
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Bayesian inference
2
Big Data
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Cayley Transform
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Book / Working Paper
12
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Working Paper
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12
Graue Literatur
12
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12
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English
12
Author
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Gouriéroux, Christian
6
Monfort, Alain
5
Renne, Jean-Paul
3
Bec, Frédérique
2
Bellec, Pierre
2
Cybakov, Aleksandr B.
2
Lecué, Guillaume
2
Renault, Eric
2
Blondel, Mathieu
1
Bohn Nielsen, Heino
1
Cuturi, Marco
1
Guay, Alain
1
Lu, Yang
1
Royer, Julien
1
Sai͏̈di, Sarra
1
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Série des documents de travail
Discussion paper / Tinbergen Institute
68
CREATES research paper
59
Working paper / Department of Econometrics and Business Statistics, Monash University
58
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
31
SFB 649 discussion paper
26
Cowles Foundation discussion paper
23
CEMMAP working papers / Centre for Microdata Methods and Practice
16
Discussion papers of interdisciplinary research project 373
15
Discussion papers / Department of Economics, University of Copenhagen
14
Working paper series
13
CESifo working papers
12
Queen's Economics Department working paper
12
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
11
ECARES working paper
10
Working paper
10
Discussion papers / Deutsches Institut für Wirtschaftsforschung
9
Working papers
9
Working papers series in theoretical and applied economics
9
Economics discussion papers
8
KBI
8
Münchener Wirtschaftswissenschaftliche Beiträge : VWL ; discussion papers
8
Working papers / Rutgers University, Department of Economics
8
Discussion paper
7
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
6
Discussion paper / Center for Economic Research, Tilburg University
6
Discussion papers / Courant Research Centre "Poverty, Equity and Growth in Developing and Transition Countries: Statistical Methods and Empirical Analysis"
6
Discussion papers in economics
6
IMF working papers
6
Working paper / National Bureau of Economic Research, Inc.
6
Working paper series / Department of Economics, University of Missouri-Columbia
6
Birkbeck working papers in economics and finance : BWPEF
5
CEMFI working paper
5
CORE discussion papers : DP
5
Department of Economics discussion paper series / University of Oxford
5
Discussion paper / Central Bureau voor de Statistiek
5
Documento de trabajo
5
ERID working paper
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Econometric Institute research papers
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Federal Reserve Bank of Cleveland working paper series
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ECONIS (ZBW)
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1
Conditional asymmetry in ARCH models
Royer, Julien
-
2020
Persistent link: https://www.econbiz.de/10012429896
Saved in:
2
A simple unit root test consistent against any stationary alternative
Bec, Frédérique
;
Guay, Alain
-
2020
Persistent link: https://www.econbiz.de/10012429907
Saved in:
3
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:
4
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:
5
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:
6
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2017
Persistent link: https://www.econbiz.de/10012197835
Saved in:
7
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:
8
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:
9
Soft-DTW : a differentiable loss function for time-series
Cuturi, Marco
;
Blondel, Mathieu
-
2017
Persistent link: https://www.econbiz.de/10012200287
Saved in:
10
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:
11
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2016
Persistent link: https://www.econbiz.de/10012196271
Saved in:
12
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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