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person:"Gouriéroux, Christian"
subject:"Volatilität"
~subject:"Core"
~subject:"Schätzung"
~subject:"Wahrscheinlichkeitsrechnung"
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Estimation theory
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Gouriéroux, Christian
Linton, Oliver
44
Gao, Jiti
42
Pesaran, M. Hashem
42
Kapetanios, George
31
Diebold, Francis X.
29
Phillips, Peter C. B.
27
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26
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25
Cai, Zongwu
24
Koop, Gary
23
Marcellino, Massimiliano
22
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21
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19
Hsu, Yu-Chin
19
Tauchen, George Eugene
19
Teräsvirta, Timo
19
Todorov, Viktor
19
Winkelmann, Rainer
19
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18
Li, Jia
18
Kumbhakar, Subal
17
Lütkepohl, Helmut
17
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16
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16
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16
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16
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16
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16
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16
Stock, James H.
16
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15
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15
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15
Lechner, Michael
15
Maheswaran, S.
15
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15
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14
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14
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Série des documents de travail / Centre de Recherche en Économie et Statistique
9
Journal of econometrics
4
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4
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
2
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
2
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ECONIS (ZBW)
26
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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
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
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:
4
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:
5
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
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
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
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
Saved in:
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