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subject:"Zeitreihenanalyse"
~isPartOf:"Série des documents de travail"
~person:"Engle, Robert F."
~person:"Gouriéroux, Christian"
~subject:"Kapitaleinkommen"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Kapitaleinkommen
Estimation theory
11
Schätztheorie
11
Time series analysis
6
Identification
4
Composite Likelihood
3
Consistency
3
Estimation
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Pseudo Maximum Likelihood
3
Schock
3
Schätzung
3
Shock
3
VAR model
3
VAR-Modell
3
ARCH Model
2
Asymptotic Single Risk Factor
2
Big Data
2
Cayley Transform
2
Composite Pseudo-Likelihood
2
Corporate Risk
2
Impulse Response Functions
2
Independent Component Analysis
2
Indirect Inference
2
Induktive Statistik
2
Instrumental Model
2
Lie Group
2
Normalized Data
2
Pseudo-Likelihood
2
Pseudo-Maximum Likelihood
2
Risiko
2
Risikomanagement
2
Risk
2
Risk management
2
Statistical inference
2
Stochastic process
2
Stochastischer Prozess
2
Structural Shocks
2
Structural VAR
2
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Free
6
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Book / Working Paper
6
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Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
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English
6
Author
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Engle, Robert F.
Gouriéroux, Christian
Monfort, Alain
5
Renne, Jean-Paul
3
Bec, Frédérique
2
Bellec, Pierre
2
Cybakov, Aleksandr B.
2
Lecué, Guillaume
2
Renault, Eric
2
Blondel, Mathieu
1
Bohn Nielsen, Heino
1
Cuturi, Marco
1
Guay, Alain
1
Lu, Yang
1
Royer, Julien
1
Sai͏̈di, Sarra
1
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Série des documents de travail
Discussion paper / Department of Economics, University of California San Diego
7
Série des documents de travail / Centre de Recherche en Économie et Statistique
6
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
4
Advanced texts in econometrics
2
Journal of econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
NBER working paper series
2
Working paper / National Bureau of Economic Research, Inc.
2
Annals of economics and statistics
1
Collection "Economie et statistiques avancées"
1
Discussion papers of interdisciplinary research project 373
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Handbook of econometrics : volume 4
1
Handbook of econometrics ; Vol. 4
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Model reliability
1
NBER Working Paper
1
NYU Stern School of Business
1
Springer series in statistics
1
The economic journal : the journal of the Royal Economic Society
1
The review of economic studies : RES
1
The review of financial studies
1
Working paper series economics and econometrics
1
Working papers
1
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ECONIS (ZBW)
6
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1
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:
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
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2017
Persistent link: https://www.econbiz.de/10012197835
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
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2016
Persistent link: https://www.econbiz.de/10012196271
Saved in:
6
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
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