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person:"Chen, Xiaohong"
type_genre:"Working Paper"
~person:"Gouriéroux, Christian"
~subject:"Heterogeneous Agent Models"
~subject:"Multivariate distribution"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Heterogeneous Agent Models
Multivariate distribution
Estimation theory
141
Schätztheorie
141
Nichtparametrisches Verfahren
51
Nonparametric statistics
51
Theorie
48
Theory
48
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31
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14
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9
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Multivariate Analyse
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Chen, Xiaohong
Gouriéroux, Christian
Okhrin, Ostap
7
Amengual, Dante
5
Sentana, Enrique
5
Wu, Ximing
5
Bouezmarni, Taoufik
4
De Luca, Giovanni
4
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4
Rivieccio, Giorgia
4
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4
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4
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3
Bu, Ruijun
3
Fan, Yanqin
3
Fischer, Matthias
3
Frees, Edward W.
3
Guégan, Dominique
3
Hadri, Kaddour
3
Hautsch, Nikolaus
3
Hou, Yanxi
3
Härdle, Wolfgang
3
Lin, Juan
3
Liu, Ruixuan
3
Marra, Giampiero
3
Okhrin, Yarema
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Peng, Liang
3
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3
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Ristig, Alexander
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3
Schienle, Melanie
3
Segers, Johan
3
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3
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2
Chang, Minsu
2
El Ghouch, Anouar
2
Fasiolo, Matteo
2
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Cowles Foundation discussion paper
3
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2
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1
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1
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1
Heterogeneity and aggregate fluctuations
Chang, Minsu
;
Chen, Xiaohong
;
Schorfheide, Frank
-
2021
-
This version: May 20, 2021
Persistent link: https://www.econbiz.de/10012618274
Saved in:
2
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
-
2020
-
Final version: October 2020
Persistent link: https://www.econbiz.de/10012320594
Saved in:
3
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
Saved in:
4
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong
;
Huang, Zhuo
;
Yi, Yanping
-
2019
-
Revised October 2019
Persistent link: https://www.econbiz.de/10012153489
Saved in:
5
Heterogeneity and aggregate fluctuations
Chang, Minsu
;
Chen, Xiaohong
;
Schorfheide, Frank
-
2021
Persistent link: https://www.econbiz.de/10012515882
Saved in:
6
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong
;
Huang, Zhuo
;
Yi, Yanping
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 484-501
Persistent link: https://www.econbiz.de/10012619712
Saved in:
7
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
8
Constrained nonparametric copulas
Gagliardini, Patrick
;
Gouriéroux, Christian
-
2002
Persistent link: https://www.econbiz.de/10001714340
Saved in:
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