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subject:"Estimation theory"
~isPartOf:"Série des documents de travail"
~person:"Gouriéroux, Christian"
~subject:"Portfolio-Management"
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Estimation theory
Portfolio-Management
Estimation
3
Identification
3
Schätztheorie
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Schätzung
3
Cayley Transform
2
Impulse Response Functions
2
Independent Component Analysis
2
Induktive Statistik
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Pseudo-Maximum Likelihood
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Schock
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Shock
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Statistical inference
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Structural Shocks
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Structural VAR
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Time series analysis
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VAR model
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VAR-Modell
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Zeitreihenanalyse
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Conditional Heteroskedasticity
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Consistency
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Heteroscedasticity
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Heteroskedastizität
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Pseudo Maximum Likelihood
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Räumliche Interaktion
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Spatial Interactions
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Spatial interaction
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Stochastic Volatility
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Stochastic process
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Stochastischer Prozess
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Transformation Model
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Gouriéroux, Christian
Monfort, Alain
3
Renne, Jean-Paul
2
Aeberhardt, Romain
1
Givord, Pauline
1
Klopp, Olga
1
Marbot, Claire
1
Royer, Julien
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Verzelen, Nicolas
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Zakoïan, Jean-Michel
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Série des documents de travail
Journal of banking & finance
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L' Actualité économique : revue trimest.
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L' économétrie appliquée
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Rotman School of Management working paper / University of Toronto Rotman School of Management
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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The review of economic studies : RES
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ECONIS (ZBW)
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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
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2
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:
3
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
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