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person:"Gouriéroux, Christian"
subject:"Theorie"
~person:"Ohtani, Kazuhiro"
~person:"Ullah, Aman"
~subject:"Volatility"
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Volatility
Estimation theory
214
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214
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Gouriéroux, Christian
Ohtani, Kazuhiro
Ullah, Aman
Härdle, Wolfgang
71
Phillips, Peter C. B.
59
Pesaran, M. Hashem
57
Andrews, Donald W. K.
44
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
Heckman, James J.
30
Robinson, Peter M.
30
Horowitz, Joel
29
Zakoïan, Jean-Michel
29
Baltagi, Badi H.
28
King, Maxwell L.
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
Koopman, Siem Jan
25
Krämer, Walter
25
Bera, Anil K.
24
Ghysels, Eric
24
Maravall Herrero, Agustín
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Stahlecker, Peter
24
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23
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23
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23
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23
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22
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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12
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Annales d'économie et de statistique
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
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Econometric reviews
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Kobe University economic review
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Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
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Mélanges économiques : essais en l'honneur de Edmond Malinvaud
3
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Discussion paper / Department of Economics, University of Canterbury
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L' Actualité économique : revue trimest.
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Anvesak : journal of the Sardar Patel Institute of Economic and Social Research
1
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1
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1
Discussion paper / Center for Economic Research, Tilburg University
1
Duration transition and count data models
1
Econometric advances in spatial modelling and methodology : essays in honour of Jean Paelinck
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic modelling
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Journal of applied econometrics
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Journal of econometric methods
1
Journal of empirical finance
1
L' économétrie appliquée
1
L'hétérogénéité en économétrie : numéro spécial
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Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
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ECONIS (ZBW)
103
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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
Maximum entropy analysis of consumption-based capital asset pricing model and volatility
Lee, Tae-hwy
;
Mao, Millie Yi
;
Ullah, Aman
- In:
Journal of econometric methods
10
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012437809
Saved in:
3
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
4
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:
5
More efficient estimation of nonparametric panel data models with random effects
Su, Liangjun
;
Ullah, Aman
- In:
Economics letters
96
(
2007
)
3
,
pp. 375-380
Persistent link: https://www.econbiz.de/10003504680
Saved in:
6
The econometrics of individual risk : credit, insurance, and marketing
Gouriéroux, Christian
;
Jasiak, Joann
-
2007
Persistent link: https://www.econbiz.de/10003420329
Saved in:
7
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
Saved in:
8
Finite sample properties of FGLS estimator for random-effects model under non-normality
Ullah, Aman
;
Huang, Xiao
- In:
Panel data econometrics : theoretical contributions and …
,
(pp. 67-89)
.
2006
Persistent link: https://www.econbiz.de/10003331427
Saved in:
9
A nonparametric random effects estimator
Henderson, Daniel J.
;
Ullah, Aman
- In:
Economics letters
88
(
2005
)
3
,
pp. 403-407
Persistent link: https://www.econbiz.de/10003035733
Saved in:
10
Sampling properties of the inequality constrained least squares estimator when the use of a proxy variable is inevitable
Ohtani, Kazuhiro
- In:
Kobe University economic review
51
(
2005
),
pp. 11-19
Persistent link: https://www.econbiz.de/10003387378
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