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~person:"Gouriéroux, Christian"
~person:"Simar, Léopold"
~subject:"Identification"
~subject:"Wahrscheinlichkeitsrechnung"
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Identification
Wahrscheinlichkeitsrechnung
Estimation theory
160
Schätztheorie
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Theorie
69
Theory
69
Nichtparametrisches Verfahren
40
Nonparametric statistics
40
Technical efficiency
37
Technische Effizienz
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24
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Production function
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Maximum likelihood estimation
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Gouriéroux, Christian
Simar, Léopold
Haan, Laurens de
9
Monfort, Alain
9
Newey, Whitney K.
9
Einmahl, John H. J.
8
Stock, James H.
8
Hsu, Yu-Chin
6
West, Kenneth D.
6
Wilcox, David W.
6
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5
Arnold, Bernhard
5
Balakrishnan, Narayanaswamy
5
Krämer, Walter
5
Magnus, Jan R.
5
Renault, Eric
5
Renne, Jean-Paul
5
Spanos, Aris
5
Stahlecker, Peter
5
Vries, Casper G. de
5
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5
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4
Bai, Jun
4
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4
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4
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4
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4
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4
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4
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4
Journal of econometrics
3
CORE discussion paper : DP
2
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
2
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
2
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ECONIS (ZBW)
16
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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
A mollifier approach to the deconvolution of probability densities
Maréchal, P.
;
Simar, Léopold
;
Vanhems, A.
-
2018
Persistent link: https://www.econbiz.de/10013498904
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Stochastic panel frontiers : a semiparametric approach
Park, Byeong U.
- In:
Journal of econometrics
84
(
1998
)
2
,
pp. 273-301
Persistent link: https://www.econbiz.de/10001241546
Saved in:
10
Modèles de comptage sémi-paramétriques
Gouriéroux, Christian
;
Monfort, Alain
-
1997
Persistent link: https://www.econbiz.de/10000974838
Saved in:
1
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