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person:"Croux, Christophe"
subject:"Volatility"
~person:"Gouriéroux, Christian"
~subject:"Core"
~subject:"Multivariate analysis"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Volatility
Core
Multivariate analysis
Zeitreihenanalyse
Estimation theory
155
Schätztheorie
155
Theorie
58
Theory
58
Robust statistics
37
Robustes Verfahren
37
Time series analysis
34
Regression analysis
24
Regressionsanalyse
24
VAR model
16
VAR-Modell
16
Estimation
15
Schätzung
15
Volatilität
14
Correlation
11
Korrelation
11
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Schock
8
Shock
8
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7
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7
Maximum likelihood estimation
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7
Multivariate Analyse
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Ökonometrie
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English
51
French
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Author
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Croux, Christophe
Gouriéroux, Christian
Phillips, Peter C. B.
108
Gao, Jiti
75
Koopman, Siem Jan
59
Teräsvirta, Timo
45
Johansen, Søren
43
Franses, Philip Hans
42
Lütkepohl, Helmut
41
Linton, Oliver
39
Nielsen, Morten Ørregaard
39
Swanson, Norman R.
35
Härdle, Wolfgang
32
Kapetanios, George
32
Nelson, Daniel B.
32
Harvey, Andrew C.
31
Sibbertsen, Philipp
30
Koop, Gary
29
Engle, Robert F.
28
Pesaran, M. Hashem
28
Lucas, André
27
Stock, James H.
27
Sun, Yixiao
26
Diebold, Francis X.
25
Taylor, Robert
25
Watson, Mark W.
25
Li, Degui
24
Maravall Herrero, Agustín
24
Perron, Pierre
24
Sentana, Enrique
24
Cavaliere, Giuseppe
23
McAleer, Michael
23
Nielsen, Bent
23
Robinson, Peter M.
23
Chambers, Marcus J.
22
Dong, Chaohua
22
Ghysels, Eric
22
Hafner, Christian M.
22
Haldrup, Niels
22
Leybourne, Stephen James
22
Peng, Bin
22
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Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
12
KBI
9
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7
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5
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3
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1
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1
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1
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1
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1
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1
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
1
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ECONIS (ZBW)
52
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1
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:
2
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:
3
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:
4
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2017
Persistent link: https://www.econbiz.de/10012197835
Saved in:
5
Robust estimation of linear state space models
Crevits, Ruben
;
Croux, Christophe
-
2017
Persistent link: https://www.econbiz.de/10011799036
Saved in:
6
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:
7
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:
8
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2016
Persistent link: https://www.econbiz.de/10012196271
Saved in:
9
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
10
An algorithm for the multivariate group lasso with covariance estimation
Wilms, I.
;
Croux, Christophe
-
2015
Persistent link: https://www.econbiz.de/10011658494
Saved in:
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