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person:"Gouriéroux, Christian"
subject:"Theorie"
~language:"eng"
~subject:"Maximum likelihood estimation"
~subject:"Nichtparametrisches Verfahren"
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Theorie
Maximum likelihood estimation
Nichtparametrisches Verfahren
Estimation theory
76
Schätztheorie
76
Theory
37
Time series analysis
19
Zeitreihenanalyse
19
Estimation
8
Schätzung
8
VAR model
8
VAR-Modell
8
Identification
7
Nonparametric statistics
7
Risikomanagement
7
Risk management
7
Volatility
7
Volatilität
7
Core
6
Schock
6
Shock
6
Maximum-Likelihood-Schätzung
5
Risikomaß
5
Risk measure
5
Consistency
4
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4
Econometrics
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Portfolio selection
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Statistische Methodenlehre
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Big Data
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Composite Pseudo-Likelihood
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19
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28
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26
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13
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13
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4
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4
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1
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1
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French
13
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Gouriéroux, Christian
Härdle, Wolfgang
94
Linton, Oliver
92
Phillips, Peter C. B.
92
Gao, Jiti
77
Newey, Whitney K.
73
Pesaran, M. Hashem
71
Chen, Xiaohong
69
Li, Qi
63
Andrews, Donald W. K.
57
Horowitz, Joel
54
Robinson, Peter M.
51
Simar, Léopold
47
Ullah, Aman
43
Franses, Philip Hans
42
Imbens, Guido
41
Cai, Zongwu
39
Lee, Lung-fei
39
McAleer, Michael
39
Otsu, Taisuke
39
White, Halbert
39
Chernozhukov, Victor
38
Florens, Jean-Pierre
37
Giles, David E. A.
36
Lewbel, Arthur
36
Scaillet, Olivier
35
Swanson, Norman R.
35
Heckman, James J.
34
Hoderlein, Stefan
34
Racine, Jeffrey
34
Su, Liangjun
34
Baltagi, Badi H.
33
Kohn, Robert
33
Li, Degui
33
Mammen, Enno
33
Vella, Francis
33
Hsiao, Cheng
32
Ichimura, Hidehiko
32
Dufour, Jean-Marie
30
Hahn, Jinyong
30
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Série des documents de travail / Centre de Recherche en Économie et Statistique
19
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
10
Journal of econometrics
7
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
4
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Série des documents de travail
3
Econometric theory
2
Annals of economics and statistics
1
CORE discussion paper : DP
1
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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 business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
L'hétérogénéité en économétrie : numéro spécial
1
Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
1
The review of economic studies : RES
1
Themes in modern econometrics
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ECONIS (ZBW)
49
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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
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:
3
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2017
Persistent link: https://www.econbiz.de/10012197830
Saved in:
4
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:
5
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2016
Persistent link: https://www.econbiz.de/10012196256
Saved in:
6
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:
7
Semi-parametric estimation of noncausal vector autoregression
Gouriéroux, Christian
;
Jasiak, Joann
-
2015
Persistent link: https://www.econbiz.de/10011288580
Saved in:
8
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:
9
Pitfalls in the estimation of continuous time interest rate models : the case of the CIR model
Gouriéroux, Christian
;
Monfort, Alain
- In:
Annals of economics and statistics
109/110
(
2013
),
pp. 25-61
Persistent link: https://www.econbiz.de/10009779723
Saved in:
10
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:
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