//--> //--> //--> //-->
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:"Gouriéroux, Christian"
subject:"Theorie"
~person:"Zakoïan, Jean-Michel"
~subject:"Time series analysis"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Time series analysis
Estimation theory
139
Schätztheorie
139
Theory
73
Zeitreihenanalyse
34
ARCH model
24
ARCH-Modell
24
Estimation
18
Schätzung
18
Maximum likelihood estimation
15
Maximum-Likelihood-Schätzung
15
Risikomaß
13
Risk measure
13
Volatility
12
Volatilität
12
VAR model
11
VAR-Modell
11
Risikomanagement
8
Risk management
8
Stochastic process
8
Stochastischer Prozess
8
Börsenkurs
7
Identification
7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Portfolio selection
7
Portfolio-Management
7
Share price
7
Autocorrelation
6
Autokorrelation
6
Core
6
Risiko
6
Risk
6
Schock
6
Shock
6
Econometrics
5
France
5
Frankreich
5
Probability theory
5
more ...
less ...
Online availability
All
Free
10
Undetermined
6
Type of publication
All
Book / Working Paper
53
Article
44
Type of publication (narrower categories)
All
Arbeitspapier
48
Working Paper
48
Graue Literatur
45
Non-commercial literature
45
Article in journal
35
Aufsatz in Zeitschrift
35
Amtsdruckschrift
22
Government document
22
Aufsatz im Buch
8
Book section
8
Collection of articles of several authors
2
Sammelwerk
2
Forschungsbericht
1
Mehrbändiges Werk
1
Multi-volume publication
1
Rezension
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
82
French
15
Author
All
Gouriéroux, Christian
Zakoïan, Jean-Michel
Phillips, Peter C. B.
132
Pesaran, M. Hashem
75
Härdle, Wolfgang
74
Gao, Jiti
73
Franses, Philip Hans
61
Koopman, Siem Jan
55
Lütkepohl, Helmut
54
Johansen, Søren
50
McAleer, Michael
49
Andrews, Donald W. K.
48
Linton, Oliver
48
Swanson, Norman R.
47
Newey, Whitney K.
46
Robinson, Peter M.
44
Teräsvirta, Timo
44
Giles, David E. A.
41
Nielsen, Morten Ørregaard
39
Diebold, Francis X.
38
Kapetanios, George
38
Lucas, André
38
Baltagi, Badi H.
37
Koop, Gary
37
Granger, C. W. J.
35
Imbens, Guido
35
Engle, Robert F.
34
Perron, Pierre
34
Stock, James H.
34
Brännäs, Kurt
32
Haldrup, Niels
32
Krämer, Walter
32
Li, Qi
32
Bera, Anil K.
31
Harvey, Andrew C.
31
Heckman, James J.
30
Ullah, Aman
30
Horowitz, Joel
29
Monfort, Alain
29
Sibbertsen, Philipp
29
more ...
less ...
Institution
All
Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
30
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
19
Journal of econometrics
10
Annales d'économie et de statistique
6
Econometric theory
6
Série des documents de travail
6
CORE discussion paper : DP
4
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
4
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of empirical finance
2
L' Actualité économique : revue trimest.
2
Annals of economics and statistics
1
Collection "Economie et statistiques avancées"
1
Discussion paper
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers of interdisciplinary research project 373
1
Duration transition and count data models
1
Economics letters
1
Handbook of financial time series
1
Journal de la Société de Statistique de Paris
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
L' économétrie appliquée
1
L'hétérogénéité en économétrie : numéro spécial
1
Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
1
Springer series in statistics
1
The economic journal : the journal of the Royal Economic Society
1
The review of economic studies : RES
1
Themes in modern econometrics
1
Working paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
97
Showing
1
-
10
of
97
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013162003
Saved in:
2
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
39
(
2023
)
5
,
pp. 1067-1092
Persistent link: https://www.econbiz.de/10014436596
Saved in:
3
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
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
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:
8
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:
9
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2016
Persistent link: https://www.econbiz.de/10012196271
Saved in:
10
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->