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person:"Gouriéroux, Christian"
subject:"Theorie"
~person:"Granger, C. W. J."
~person:"Lee, Lung-fei"
~person:"Zakoïan, Jean-Michel"
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Theorie
Estimation theory
257
Schätztheorie
257
Theory
118
Time series analysis
52
Zeitreihenanalyse
52
Autocorrelation
37
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37
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102
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15
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Gouriéroux, Christian
Granger, C. W. J.
Lee, Lung-fei
Zakoïan, Jean-Michel
Härdle, Wolfgang
68
Pesaran, M. Hashem
57
Phillips, Peter C. B.
54
Andrews, Donald W. K.
44
Franses, Philip Hans
42
Newey, Whitney K.
42
Giles, David E. A.
35
Imbens, Guido
35
McAleer, Michael
35
Swanson, Norman R.
35
Heckman, James J.
30
Robinson, Peter M.
30
Horowitz, Joel
29
Baltagi, Badi H.
28
King, Maxwell L.
26
Li, Qi
26
Ohtani, Kazuhiro
26
Brännäs, Kurt
25
Diebold, Francis X.
25
Kohn, Robert
25
Maravall Herrero, Agustín
25
Bera, Anil K.
24
Krämer, Walter
24
Stahlecker, Peter
24
Dufour, Jean-Marie
23
Ullah, Aman
23
Winkelmann, Rainer
23
Robert, Christian P.
22
Srivastava, Virendra K.
22
Wooldridge, Jeffrey M.
22
Angrist, Joshua D.
21
Hahn, Jinyong
21
Hsiao, Cheng
21
Steel, Mark F. J.
21
Kleibergen, Frank
20
Lütkepohl, Helmut
20
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Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
27
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
17
Journal of econometrics
16
Econometric theory
11
Annales d'économie et de statistique
6
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
4
CORE discussion paper : DP
3
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Journal of empirical finance
3
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
3
Discussion paper / Department of Economics, University of California San Diego
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economics letters
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
L' Actualité économique : revue trimest.
2
Oxford bulletin of economics and statistics
2
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
1
Annals of economics and finance
1
Cahier / Département de Sciences Économiques, Université de Montréal
1
Center for Research on Economic and Social Theory and Department of Economics working paper serie
1
Collection "Economie et statistiques avancées"
1
Contributions to econometric methodology in honor of T. W. Anderson
1
Discussion paper
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion paper / Institute for Empirical Macroeconomics
1
Duration transition and count data models
1
Econometric reviews
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Finance and economics discussion series
1
Handbook of econometrics ; Vol. 2
1
Información comercial española / Cuadernos económicos
1
International journal of forecasting
1
Journal de la Société de Statistique de Paris
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
L' économétrie appliquée
1
L'hétérogénéité en économétrie : numéro spécial
1
Nonparametric dynamic modelling
1
Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
1
Proceedings of a Conference on New Approaches to Empirical Macroeconomics : Ebeltoft, Denmark, May 1990
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ECONIS (ZBW)
118
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1
Occasional structural breaks and long memory
Granger, C. W. J.
;
Hyung, Namwon
- In:
Annals of economics and finance
14
(
2013
)
2
,
pp. 721-746
Persistent link: https://www.econbiz.de/10010237888
Saved in:
2
Strict stationarity testing and estimation of explosive and stationary generalized autoregressive conditional heteroscedasticity models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
2
,
pp. 821-861
Persistent link: https://www.econbiz.de/10009534937
Saved in:
3
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:
4
Non redundancy of high order moment conditions for efficient GMM estimation of weak ar processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001514932
Saved in:
5
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
6
Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755835
Saved in:
7
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
8
Estimating ARCH models when the coefficients are allowed to be equal to zero
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755838
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
Introduction to m-m processes
Granger, C. W. J.
;
Hyung, Namwon
- In:
Journal of econometrics
130
(
2006
)
1
,
pp. 143-164
Persistent link: https://www.econbiz.de/10003228633
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