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person:"Gouriéroux, Christian"
subject:"Theorie"
~person:"Robert, Christian P."
~subject:"Nonparametric statistics"
~subject:"VAR-Modell"
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Search: subject_exact:"Estimation theory"
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Theorie
Nonparametric statistics
VAR-Modell
Estimation theory
124
Schätztheorie
124
Theory
72
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22
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22
Statistical theory
14
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14
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10
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Gouriéroux, Christian
Robert, Christian P.
Härdle, Wolfgang
93
Linton, Oliver
92
Phillips, Peter C. B.
87
Gao, Jiti
79
Newey, Whitney K.
74
Chen, Xiaohong
69
Lütkepohl, Helmut
67
Li, Qi
61
Pesaran, M. Hashem
61
Horowitz, Joel
53
Andrews, Donald W. K.
52
Simar, Léopold
48
Robinson, Peter M.
46
Franses, Philip Hans
42
Ullah, Aman
42
Imbens, Guido
41
Kilian, Lutz
40
White, Halbert
40
Otsu, Taisuke
39
Cai, Zongwu
38
Florens, Jean-Pierre
38
Swanson, Norman R.
38
Lewbel, Arthur
36
Chernozhukov, Victor
35
Giles, David E. A.
35
Li, Degui
35
McAleer, Michael
35
Scaillet, Olivier
35
Heckman, James J.
34
Hoderlein, Stefan
34
Racine, Jeffrey
34
Mammen, Enno
33
Hsiao, Cheng
32
Ichimura, Hidehiko
32
Kohn, Robert
32
Su, Liangjun
32
Vella, Francis
32
Winker, Peter
32
Dufour, Jean-Marie
31
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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
37
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
23
Annales d'économie et de statistique
9
Journal of econometrics
8
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
4
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
3
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3
Econometric theory
2
L' Actualité économique : revue trimest.
2
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1
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Duration transition and count data models
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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1
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1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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
The review of economic studies : RES
1
Themes in modern econometrics
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ECONIS (ZBW)
84
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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
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
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:
7
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:
8
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:
9
Semi-parametric estimation of noncausal vector autoregression
Gouriéroux, Christian
;
Jasiak, Joann
-
2015
Persistent link: https://www.econbiz.de/10011288580
Saved in:
10
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:
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