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~person:"Gouriéroux, Christian"
~subject:"Maximum likelihood estimation"
~type_genre:"Non-commercial literature"
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Maximum likelihood estimation
Estimation theory
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Schätztheorie
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Theorie
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Theory
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Time series analysis
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Zeitreihenanalyse
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Core
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Volatility
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Volatilität
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Estimation
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Identification
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Risikomanagement
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Risikomaß
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Risk management
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Risk measure
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Schätzung
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VAR model
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VAR-Modell
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Composite Likelihood
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Consistency
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Maximum-Likelihood-Schätzung
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Portfolio selection
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Portfolio-Management
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Pseudo Maximum Likelihood
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Schock
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Asymptotic Single Risk Factor
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Cayley Transform
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Composite Pseudo-Likelihood
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Independent Component Analysis
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Gouriéroux, Christian
Koopman, Siem Jan
10
Fiorentini, Gabriele
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Pesaran, M. Hashem
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Sentana, Enrique
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Zakoïan, Jean-Michel
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Blasques, Francisco
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Nielsen, Morten Ørregaard
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Baltagi, Badi H.
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Bresson, Georges
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Cavaliere, Giuseppe
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Chaturvedi, Anoop
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Christiano, Lawrence J.
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Francq, Christian
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Gorgi, Paolo
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Lacroix, Guy
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Monfort, Alain
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Oberhofer, Harald
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Pfaffermayr, Michael
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Rahbek, Anders
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Taylor, Robert
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Vigfusson, Robert J.
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Yun, Myeong-Su
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Andersen, Steffen
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Aquaro, Michele
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Bailey, Natalia
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Bohn Nielsen, Heino
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Galli, Fausto
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Gao, Jiti
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Gooijer, Jan G. de
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Hayakawa, Kazuhiko
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Jungbacker, Borus
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Kripfganz, Sebastian
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Kukacka, Jiri
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Lucas, André
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Parra-Alvarez, Juan Carlos
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Platen, Eckhard
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Posch, Olaf
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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
Saved in:
2
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2017
Persistent link: https://www.econbiz.de/10012197830
Saved in:
3
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2016
Persistent link: https://www.econbiz.de/10012196256
Saved in:
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