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subject:"Wahrscheinlichkeitsrechnung"
~person:"Gouriéroux, Christian"
~person:"Paolella, Marc S."
~subject:"Nichtparametrisches Verfahren"
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Wahrscheinlichkeitsrechnung
Nichtparametrisches Verfahren
Estimation theory
103
Schätztheorie
103
Theorie
55
Theory
55
Zeitreihenanalyse
24
Time series analysis
23
Estimation
13
Schätzung
13
Probability theory
9
Volatility
9
Volatilität
9
Statistical distribution
8
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VAR-Modell
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Identification
7
Nonparametric statistics
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Portfolio selection
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Risk management
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ARCH model
6
ARCH-Modell
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Core
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Risk measure
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Schock
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Shock
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Econometrics
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
5
Statistical theory
5
Statistische Methodenlehre
5
Ökonometrie
5
Consistency
4
Credit risk
4
Kreditrisiko
4
Multivariate Analyse
4
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English
13
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Gouriéroux, Christian
Paolella, Marc S.
Linton, Oliver
86
Gao, Jiti
74
Chen, Xiaohong
65
Newey, Whitney K.
43
Härdle, Wolfgang
41
Li, Qi
40
Otsu, Taisuke
39
Cai, Zongwu
36
Horowitz, Joel
36
Simar, Léopold
36
Florens, Jean-Pierre
34
Hoderlein, Stefan
34
Li, Degui
33
Phillips, Peter C. B.
33
Su, Liangjun
32
Racine, Jeffrey
30
Ichimura, Hidehiko
27
Lewbel, Arthur
27
Mammen, Enno
26
Dette, Holger
25
Van Keilegom, Ingrid
25
Escanciano, Juan Carlos
24
Kristensen, Dennis
24
Sun, Yiguo
23
Henderson, Daniel J.
22
Lee, Sokbae
22
Parmeter, Christopher F.
22
Ullah, Aman
22
Breunig, Christoph
21
Chernozhukov, Victor
21
White, Halbert
21
Hu, Yingyao
20
Kumbhakar, Subal
20
Rothe, Christoph
20
Xiao, Zhijie
20
Klein, Roger W.
19
Linton, Oliver B.
19
Robinson, Peter M.
19
Scaillet, Olivier
19
Fang, Ying
18
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Série des documents de travail / Centre de Recherche en Économie et Statistique
5
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
4
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
2
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
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
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ECONIS (ZBW)
16
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1
Generalized covariance estimator
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1315-1327
Persistent link: https://www.econbiz.de/10014448640
Saved in:
2
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:
3
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:
4
Semi-parametric estimation of noncausal vector autoregression
Gouriéroux, Christian
;
Jasiak, Joann
-
2015
Persistent link: https://www.econbiz.de/10011288580
Saved in:
5
Revisiting identification and estimation in structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
-
2014
-
rev. October 2014
Persistent link: https://www.econbiz.de/10010465167
Saved in:
6
(Non) consistency of the beta kernel estimator for recovery rate distribution
Gouriéroux, Christian
;
Monfort, Alain
-
2006
Persistent link: https://www.econbiz.de/10003468607
Saved in:
7
Constrained nonparametric copulas
Gagliardini, Patrick
;
Gouriéroux, Christian
-
2002
Persistent link: https://www.econbiz.de/10001714340
Saved in:
8
Modèles de comptage sémi-paramétriques
Gouriéroux, Christian
;
Monfort, Alain
-
1997
Persistent link: https://www.econbiz.de/10000974838
Saved in:
9
Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000984425
Saved in:
10
Using flexible GARCH models with asymmetric distributions
Paolella, Marc S.
-
1997
Persistent link: https://www.econbiz.de/10000984446
Saved in:
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