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person:"Fourdrinier, Dominique"
type_genre:"Government document"
~person:"Gouriéroux, Christian"
~subject:"Theory"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Theory
Estimation theory
86
Schätztheorie
86
Theorie
49
Time series analysis
17
Zeitreihenanalyse
17
Estimation
9
Schätzung
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
Probability theory
5
Risikomaß
5
Risk measure
5
Wahrscheinlichkeitsrechnung
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
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25
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24
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Government document
Arbeitspapier
Aufsatz in Zeitschrift
Book section
Non-commercial literature
Graue Literatur
24
Working Paper
24
Article in journal
18
Amtsdruckschrift
17
Aufsatz im Buch
7
Collection of articles of several authors
2
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2
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1
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1
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English
37
French
12
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Fourdrinier, Dominique
Gouriéroux, Christian
Härdle, Wolfgang
66
Pesaran, M. Hashem
55
Phillips, Peter C. B.
53
Andrews, Donald W. K.
42
Franses, Philip Hans
42
Newey, Whitney K.
41
Imbens, Guido
35
McAleer, Michael
35
Swanson, Norman R.
35
Giles, David E. A.
34
Heckman, James J.
30
Robinson, Peter M.
29
Horowitz, Joel
27
Baltagi, Badi H.
26
King, Maxwell L.
26
Li, Qi
26
Brännäs, Kurt
25
Diebold, Francis X.
25
Kohn, Robert
25
Ohtani, Kazuhiro
25
Bera, Anil K.
24
Granger, C. W. J.
24
Maravall Herrero, Agustín
24
Stahlecker, Peter
24
Dufour, Jean-Marie
23
Zakoïan, Jean-Michel
23
Krämer, Walter
22
Robert, Christian P.
22
Hahn, Jinyong
21
Srivastava, Virendra K.
21
Steel, Mark F. J.
21
Kleibergen, Frank
20
Lütkepohl, Helmut
20
Spokojnyj, Vladimir G.
20
Ullah, Aman
20
Wooldridge, Jeffrey M.
20
Angrist, Joshua D.
19
Ghysels, Eric
19
Giles, Judith A.
19
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Série des documents de travail / Centre de Recherche en Économie et Statistique
18
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
12
Journal of econometrics
6
Annales d'économie et de statistique
5
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
4
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
3
Econometric theory
2
L' Actualité économique : revue trimest.
2
CORE discussion paper : DP
1
Discussion paper
1
Duration transition and count data models
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of empirical finance
1
L' économétrie appliquée
1
L'hétérogénéité en économétrie : numéro spécial
1
Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
1
Série des documents de travail du CREST (Centre de Recherche en Economie et Statistique) / Institut National de la Statistique et des Etudes Economiques / Institut National de la Statistique et des Etudes Economiques
1
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ECONIS (ZBW)
49
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1
The Wishart Autoregressive process of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 167-181
Persistent link: https://www.econbiz.de/10003858506
Saved in:
2
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
Saved in:
3
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
4
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
-
2001
Persistent link: https://www.econbiz.de/10001626924
Saved in:
5
Local likelihood density estimation and value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
-
Rev. version
Persistent link: https://www.econbiz.de/10001626927
Saved in:
6
Truncated dynamics and estimation of diffusion equations
Darolles, Serge
;
Gouriéroux, Christian
- In:
Journal of econometrics
102
(
2001
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001575282
Saved in:
7
Compound autoregressive models
Darolles, Serge
;
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
Persistent link: https://www.econbiz.de/10001596247
Saved in:
8
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001456589
Saved in:
9
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
Saved in:
10
Kernel m-estimators and functional residual plots
Gouriéroux, Christian
;
Monfort, Alain
;
Tenreiro, Carlos
- In:
Panel data econometrics : future directions : papers in …
,
(pp. 235-275)
.
2000
Persistent link: https://www.econbiz.de/10001488087
Saved in:
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