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person:"Gouriéroux, Christian"
subject:"Theorie"
~person:"Krämer, Walter"
~subject:"Schock"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Theorie
Schock
Volatility
Estimation theory
146
Schätztheorie
146
Theory
74
Time series analysis
28
Zeitreihenanalyse
28
Probability theory
10
Wahrscheinlichkeitsrechnung
10
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68
French
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Gouriéroux, Christian
Krämer, Walter
Härdle, Wolfgang
71
Pesaran, M. Hashem
60
Phillips, Peter C. B.
59
Andrews, Donald W. K.
45
Franses, Philip Hans
43
Newey, Whitney K.
42
Swanson, Norman R.
42
McAleer, Michael
41
Giles, David E. A.
35
Imbens, Guido
35
Teräsvirta, Timo
32
Diebold, Francis X.
31
Lütkepohl, Helmut
31
Heckman, James J.
30
Robinson, Peter M.
30
Horowitz, Joel
29
Zakoïan, Jean-Michel
29
Baltagi, Badi H.
28
Kilian, Lutz
28
King, Maxwell L.
28
Monfort, Alain
28
Kohn, Robert
27
Brännäs, Kurt
26
Dufour, Jean-Marie
26
Granger, C. W. J.
26
Li, Qi
26
Linton, Oliver
26
Lucas, André
26
Ohtani, Kazuhiro
26
Koopman, Siem Jan
25
Bera, Anil K.
24
Ghysels, Eric
24
Maravall Herrero, Agustín
24
Stahlecker, Peter
24
Ullah, Aman
24
Engle, Robert F.
23
Koop, Gary
23
Robert, Christian P.
23
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Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
Universität Dortmund
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
17
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
11
Journal of econometrics
9
Annales d'économie et de statistique
5
Economics letters
5
Série des documents de travail
5
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
4
Econometric theory
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
3
L' Actualité économique : revue trimest.
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
CORE discussion paper : DP
1
Collection "Economie et statistiques avancées"
1
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1
Diskussionspapiere / Fachbereich Wirtschaftswissenschaften, Universität Hannover
1
Duration transition and count data models
1
Econometric analysis of financial markets
1
Econometric reviews
1
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
Forschungsbericht / Universität Dortmund, Fachbereich Statistik
1
Journal of banking & finance
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
RWI-Mitteilungen : Zeitschrift für Wirtschaftsforschung
1
Statistical methods in finance and capital market theory
1
Statistical papers
1
Studies in empirical economics
1
The review of economic studies : RES
1
The review of economics and statistics
1
Themes in modern econometrics
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Universität Dortmund / Research Paper
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ECONIS (ZBW)
84
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1
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
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
Persistent link: https://www.econbiz.de/10012197831
Saved in:
3
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
-
September 2016, revised version
Persistent link: https://www.econbiz.de/10012197832
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
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2016
-
March 2016, revised version
Persistent link: https://www.econbiz.de/10011855307
Saved in:
6
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
7
Least impulse response estimator for stress test exercises
Gouriéroux, Christian
;
Lu, Yang
- In:
Journal of banking & finance
103
(
2019
),
pp. 62-77
Persistent link: https://www.econbiz.de/10012163773
Saved in:
8
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 111-126
Persistent link: https://www.econbiz.de/10011743785
Saved in:
9
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:
10
The econometrics of individual risk : credit, insurance, and marketing
Gouriéroux, Christian
;
Jasiak, Joann
-
2007
Persistent link: https://www.econbiz.de/10003420329
Saved in:
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