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person:"Gouriéroux, Christian"
subject:"Theorie"
~language:"eng"
~subject:"Nichtparametrisches Verfahren"
~subject:"Volatility"
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Theorie
Nichtparametrisches Verfahren
Volatility
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
Volatilität
7
Core
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Schock
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Shock
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Gouriéroux, Christian
Härdle, Wolfgang
96
Linton, Oliver
95
Phillips, Peter C. B.
87
Gao, Jiti
75
Newey, Whitney K.
73
Chen, Xiaohong
68
Li, Qi
61
Pesaran, M. Hashem
57
Horowitz, Joel
53
Andrews, Donald W. K.
52
Simar, Léopold
47
Robinson, Peter M.
46
Franses, Philip Hans
43
Ullah, Aman
43
Swanson, Norman R.
42
Imbens, Guido
41
McAleer, Michael
40
Cai, Zongwu
39
Otsu, Taisuke
39
White, Halbert
38
Florens, Jean-Pierre
37
Lewbel, Arthur
36
Chernozhukov, Victor
35
Giles, David E. A.
35
Scaillet, Olivier
35
Heckman, James J.
34
Hoderlein, Stefan
34
Kohn, Robert
34
Racine, Jeffrey
34
Li, Degui
33
Mammen, Enno
33
Dufour, Jean-Marie
32
Ichimura, Hidehiko
32
Su, Liangjun
32
Teräsvirta, Timo
32
Vella, Francis
32
Diebold, Francis X.
31
King, Maxwell L.
31
Hsiao, Cheng
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
9
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
Econometric theory
2
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2
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)
47
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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
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:
4
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
5
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:
6
Semi-parametric estimation of noncausal vector autoregression
Gouriéroux, Christian
;
Jasiak, Joann
-
2015
Persistent link: https://www.econbiz.de/10011288580
Saved in:
7
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:
8
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:
9
The econometrics of individual risk : credit, insurance, and marketing
Gouriéroux, Christian
;
Jasiak, Joann
-
2007
Persistent link: https://www.econbiz.de/10003420329
Saved in:
10
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
Saved in:
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