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person:"Gouriéroux, Christian"
~person:"Dong, Chaohua"
~subject:"Method of moments"
~subject:"Schätztheorie"
~type:"article"
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Method of moments
Schätztheorie
Theorie
102
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102
Estimation theory
25
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13
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13
Portfolio selection
9
Portfolio-Management
9
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7
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Gouriéroux, Christian
Dong, Chaohua
Phillips, Peter C. B.
37
Andrews, Donald W. K.
34
Newey, Whitney K.
31
Lee, Lung-fei
29
Baltagi, Badi H.
25
Li, Qi
25
Pesaran, M. Hashem
25
Schmidt, Peter
24
Ohtani, Kazuhiro
22
Hall, Alastair R.
20
Horowitz, Joel
20
King, Maxwell L.
20
Krämer, Walter
20
McAleer, Michael
20
Wooldridge, Jeffrey M.
20
Giles, David E. A.
19
Robinson, Peter M.
19
Smith, Richard J.
18
Ullah, Aman
18
Granger, C. W. J.
17
Hahn, Jinyong
16
Kelejian, Harry H.
16
Srivastava, Virendra K.
16
Hendry, David F.
15
Lütkepohl, Helmut
15
Maddala, Gangadharrao S.
15
Bai, Jushan
14
Bera, Anil K.
14
Franses, Philip Hans
14
Ghysels, Eric
14
Linton, Oliver
14
Windmeijer, Frank
14
Gallant, A. Ronald
13
Godfrey, L. G.
13
Heckman, James J.
13
Hill, Rufus Carter
13
Hsiao, Cheng
13
Imbens, Guido
13
Powell, James
13
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Journal of econometrics
8
Annales d'économie et de statistique
5
Econometric theory
3
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
L' Actualité économique : revue trimest.
2
Duration transition and count data models
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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
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1
High dimensional semiparametric moment restriction models
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 320-345
Persistent link: https://www.econbiz.de/10014339933
Saved in:
2
Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 613-637
Persistent link: https://www.econbiz.de/10012149372
Saved in:
3
The tradability premium on the S&P 500 Index
Gouriéroux, Christian
;
Jasiak, Joann
;
Xu, Peng
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 461-495
Persistent link: https://www.econbiz.de/10011623634
Saved in:
4
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
Saved in:
5
Efficient derivative pricing by the extended method of moments
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Renault, Eric
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
4
,
pp. 1181-1232
Persistent link: https://www.econbiz.de/10009267024
Saved in:
6
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:
7
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
Saved in:
8
Truncated dynamics and estimation of diffusion equations
Darolles, Serge
;
Gouriéroux, Christian
- In:
Journal of econometrics
102
(
2001
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001575282
Saved in:
9
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 225-245
Persistent link: https://www.econbiz.de/10001557715
Saved in:
10
Kernel m-estimators and functional residual plots
Gouriéroux, Christian
;
Monfort, Alain
;
Tenreiro, Carlos
- In:
Panel data econometrics : future directions : papers in …
,
(pp. 235-275)
.
2000
Persistent link: https://www.econbiz.de/10001488087
Saved in:
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