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person:"Chen, Xiaohong"
type_genre:"Working Paper"
~person:"Gouriéroux, Christian"
~subject:"VAR-Modell"
~type_genre:"Amtsdruckschrift"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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VAR-Modell
Estimation theory
142
Schätztheorie
142
Nichtparametrisches Verfahren
52
Nonparametric statistics
52
Theorie
48
Theory
48
Time series analysis
32
Zeitreihenanalyse
32
Estimation
14
Schätzung
14
Bootstrap approach
12
Bootstrap-Verfahren
12
Maximum likelihood estimation
10
Maximum-Likelihood-Schätzung
10
Method of moments
10
Momentenmethode
10
VAR model
10
Identification
9
Regression analysis
9
Regressionsanalyse
9
Volatility
8
Volatilität
8
Multivariate Verteilung
7
Multivariate distribution
7
Schock
7
Shock
7
Statistical test
7
Statistischer Test
7
Core
6
IV-Schätzung
6
Instrumental variables
6
Multivariate Analyse
6
Multivariate analysis
6
Risikomanagement
6
Risk management
6
Semiparametric efficiency
6
Nichtlineare Regression
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Nonlinear regression
5
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Chen, Xiaohong
Gouriéroux, Christian
Lütkepohl, Helmut
46
Kilian, Lutz
26
Inoue, Atsushi
18
Staszewska-Bystrova, Anna
17
Winker, Peter
17
Vahid, Farshid
11
Athanasopoulos, George
10
Koop, Gary
10
Kurita, Takamitsu
9
Sentana, Enrique
9
Bruns, Martin
8
Johansen, Søren
8
Kapetanios, George
8
Benati, Luca
7
Brüggemann, Ralf
7
Chevillon, Guillaume
7
Croux, Christophe
7
Pesaran, M. Hashem
7
Saikkonen, Pentti
7
Theodoridis, Konstantinos
7
Amengual, Dante
6
Binder, Michael
6
Bohn Nielsen, Heino
6
Chan, Joshua
6
Cubadda, Gianluca
6
Fiorentini, Gabriele
6
Guillén, Osmani Teixeira de Carvalho
6
Hecq, Alain W. J.
6
Issler, João Victor
6
Jordà, Òscar
6
Marcellino, Massimiliano
6
Moneta, Alessio
6
Monfort, Alain
6
Nielsen, Bent
6
Peng, Bin
6
Schorfheide, Frank
6
Benkwitz, Alexander
5
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5
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5
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Série des documents de travail
3
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2
Cowles Foundation discussion paper
1
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1
Journal of banking & finance
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
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The review of economic studies : RES
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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
Heterogeneity and aggregate fluctuations
Chang, Minsu
;
Chen, Xiaohong
;
Schorfheide, Frank
-
2021
Persistent link: https://www.econbiz.de/10012515882
Saved in:
3
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:
4
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:
5
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
The review of economic studies : RES
87
(
2020
)
4
,
pp. 1915-1953
Persistent link: https://www.econbiz.de/10012259682
Saved in:
6
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:
7
Least impulse response estimator for stress test exercises
Gouriéroux, Christian
;
Lu, Yang
- In:
Journal of banking & finance
103
(
2019
),
pp. 62-77
Persistent link: https://www.econbiz.de/10012163773
Saved in:
8
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 111-126
Persistent link: https://www.econbiz.de/10011743785
Saved in:
9
Noncausal vector autoregressive process: representation, identification and semi-parametric estimation
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 118-134
Persistent link: https://www.econbiz.de/10011897706
Saved in:
10
Revisiting identification and estimation in structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
-
2014
-
rev. October 2014
Persistent link: https://www.econbiz.de/10010465167
Saved in:
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