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person:"Gouriéroux, Christian"
subject:"Theorie"
~person:"Robert, Christian P."
~subject:"VAR-Modell"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Estimation theory"
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Theorie
VAR-Modell
Estimation theory
67
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13
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9
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Gouriéroux, Christian
Robert, Christian P.
Härdle, Wolfgang
55
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36
Pesaran, M. Hashem
34
Franses, Philip Hans
29
Kilian, Lutz
24
Swanson, Norman R.
24
Imbens, Guido
23
Maravall Herrero, Agustín
23
Phillips, Peter C. B.
22
Winker, Peter
21
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19
Brännäs, Kurt
18
Heckman, James J.
18
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18
Spokojnyj, Vladimir G.
17
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16
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16
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15
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15
Staszewska-Bystrova, Anna
15
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15
Zakoïan, Jean-Michel
15
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14
Diebold, Francis X.
14
Kapetanios, George
14
Sentana, Enrique
14
Francq, Christian
13
Giles, Judith A.
13
Koop, Gary
13
Monfort, Alain
13
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13
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12
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12
Breitung, Jörg
12
Dufour, Jean-Marie
12
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12
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12
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Série des documents de travail / Centre de Recherche en Économie et Statistique
34
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23
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4
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3
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
6
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
-
2001
Persistent link: https://www.econbiz.de/10001626924
Saved in:
7
Local likelihood density estimation and value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
-
Rev. version
Persistent link: https://www.econbiz.de/10001626927
Saved in:
8
Compound autoregressive models
Darolles, Serge
;
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
Persistent link: https://www.econbiz.de/10001596247
Saved in:
9
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001456589
Saved in:
10
Mixture models, latent variables and partitioned importance sampling
Casella, George
;
Robert, Christian P.
;
Wells, Martin T.
-
2000
Persistent link: https://www.econbiz.de/10001470588
Saved in:
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