//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Croux, Christophe"
subject:"Volatility"
~person:"Gouriéroux, Christian"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Zeitreihenanalyse
Estimation theory
118
Schätztheorie
118
Theorie
48
Theory
48
Time series analysis
28
Robust statistics
24
Robustes Verfahren
24
Regression analysis
16
Regressionsanalyse
16
VAR model
16
VAR-Modell
16
Estimation
13
Schätzung
13
Volatilität
12
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Schock
8
Shock
8
Correlation
7
Identification
7
Korrelation
7
Core
6
Forecasting model
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Prognoseverfahren
6
Risikomanagement
6
Risk management
6
Econometrics
5
Multivariate Analyse
5
Multivariate analysis
5
Risikomaß
5
Risk measure
5
Sparse estimation
5
Ökonometrie
5
Consistency
4
Portfolio selection
4
Portfolio-Management
4
more ...
less ...
Online availability
All
Free
19
Undetermined
6
Type of publication
All
Book / Working Paper
26
Article
10
Type of publication (narrower categories)
All
Article in journal
Non-commercial literature
Arbeitspapier
27
Working Paper
27
Graue Literatur
26
Aufsatz in Zeitschrift
10
Amtsdruckschrift
5
Government document
5
Rezension
1
more ...
less ...
Language
All
English
36
Author
All
Croux, Christophe
Gouriéroux, Christian
Phillips, Peter C. B.
55
Gao, Jiti
49
Koopman, Siem Jan
42
Teräsvirta, Timo
37
Johansen, Søren
36
Lütkepohl, Helmut
35
Linton, Oliver
33
Nielsen, Morten Ørregaard
33
Franses, Philip Hans
27
Lucas, André
26
Taylor, Robert
25
Sibbertsen, Philipp
24
Kapetanios, George
23
Koop, Gary
22
Maravall Herrero, Agustín
22
Swanson, Norman R.
22
Chambers, Marcus J.
20
Harvey, Andrew C.
20
Härdle, Wolfgang
20
Bauwens, Luc
19
Leybourne, Stephen James
18
Ghysels, Eric
17
Li, Degui
17
McAleer, Michael
17
Nielsen, Bent
17
Peng, Bin
17
Pesaran, M. Hashem
17
Tauchen, George Eugene
17
Brännäs, Kurt
16
Cavaliere, Giuseppe
16
Kumar, Dilip
16
Perron, Pierre
16
Todorov, Viktor
16
Andersen, Torben
15
Blasques, Francisco
15
Dong, Chaohua
15
Hassler, Uwe
15
Hyndman, Rob J.
15
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Published in...
All
KBI
9
Série des documents de travail
7
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
4
Journal of econometrics
3
Annals of economics and statistics
1
Discussion paper / Tinbergen Institute
1
Discussion papers of interdisciplinary research project 373
1
Econometric theory
1
International journal of forecasting
1
Journal of econometric methods
1
Journal of forecasting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
1
The review of economic studies : RES
1
more ...
less ...
Source
All
ECONIS (ZBW)
36
Showing
1
-
10
of
36
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->