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person:"Gouriéroux, Christian"
~isPartOf:"Econometric theory"
~person:"Dong, Chaohua"
~subject:"Method of moments"
~subject:"Risk measure"
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Method of moments
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Theorie
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Gouriéroux, Christian
Dong, Chaohua
Carrasco, Marine
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Florens, Jean-Pierre
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Han, Chirok
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Econometric theory
Série des documents de travail / Centre de Recherche en Économie et Statistique
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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
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Efficiency in large dynamic panel models with common factors
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Econometric theory
30
(
2014
)
5
,
pp. 961-1020
Persistent link: https://www.econbiz.de/10010502133
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2
Estimation-adjusted VAR
Gouriéroux, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
29
(
2013
)
4
,
pp. 735-770
Persistent link: https://www.econbiz.de/10010210164
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