//--> //--> //-->
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
subject:"Schätzung"
type_genre:"Arbeitspapier"
~person:"Gouriéroux, Christian"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Schätzung
Estimation theory
77
Schätztheorie
77
Theorie
40
Theory
40
Time series analysis
17
Zeitreihenanalyse
17
Estimation
9
VAR model
8
VAR-Modell
8
Identification
7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Volatility
7
Volatilität
7
Core
6
Risikomanagement
6
Risk management
6
Schock
6
Shock
6
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Risikomaß
5
Risk measure
5
Consistency
4
Portfolio selection
4
Portfolio-Management
4
Statistical theory
4
Statistische Methodenlehre
4
ARCH Model
3
Big Data
3
Composite Likelihood
3
Composite Pseudo-Likelihood
3
Credit risk
3
Econometrics
3
Induktive Statistik
3
Kreditrisiko
3
Lie Group
3
Normalized Data
3
Pseudo Maximum Likelihood
3
more ...
less ...
Online availability
All
Undetermined
4
Free
3
Type of publication
All
Article
5
Book / Working Paper
4
Type of publication (narrower categories)
All
Arbeitspapier
Article in journal
Collection of articles written by one author
Aufsatz in Zeitschrift
5
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Amtsdruckschrift
1
Government document
1
more ...
less ...
Language
All
English
8
French
1
Author
All
Gouriéroux, Christian
Gao, Jiti
35
Linton, Oliver
27
Kapetanios, George
25
Pesaran, M. Hashem
24
Cai, Zongwu
23
Marcellino, Massimiliano
19
Hsu, Yu-Chin
18
Kumbhakar, Subal
16
Härdle, Wolfgang
15
Koop, Gary
15
Lütkepohl, Helmut
15
Tauchen, George Eugene
15
Su, Liangjun
14
Phillips, Peter C. B.
13
Hoderlein, Stefan
12
Jochmans, Koen
12
Todorov, Viktor
12
Weidner, Martin
12
Baltagi, Badi H.
11
Berg, Gerard J. van den
11
Diebold, Francis X.
11
Fang, Ying
11
Kitagawa, Toru
11
Lechner, Michael
11
Card, David E.
10
Huber, Florian
10
Koopman, Siem Jan
10
Lee, David S.
10
Park, Joon Y.
10
Pei, Zhuan
10
Winkelmann, Rainer
10
Zakoïan, Jean-Michel
10
Hautsch, Nikolaus
9
Hsiao, Cheng
9
Kumar, Dilip
9
Li, Jia
9
Li, Qi
9
Nielsen, Morten Ørregaard
9
Racine, Jeffrey
9
more ...
less ...
Published in...
All
Série des documents de travail
3
Journal of econometrics
2
Journal of banking & finance
1
L' Actualité économique : revue trimest.
1
L' économétrie appliquée
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
The review of economic studies : RES
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
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
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
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:
4
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:
5
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:
6
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:
7
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:
8
Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996742
Saved in:
9
D'une analyse de variabilités à un modèle d'investissement des firmes
Forest, Danielle
- In:
L' Actualité économique : revue trimest.
73
(
1997
)
1
,
pp. 331-350
Persistent link: https://www.econbiz.de/10001337580
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->