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person:"Gouriéroux, Christian"
~person:"Dong, Chaohua"
~subject:"Method of moments"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Method of moments
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Theorie
90
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13
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9
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Gouriéroux, Christian
Dong, Chaohua
Phillips, Peter C. B.
60
Franses, Philip Hans
52
Gil-Alaña, Luis A.
45
Perron, Pierre
29
Taylor, Robert
28
Koop, Gary
24
Koopman, Siem Jan
24
Leybourne, Stephen James
24
Caporale, Guglielmo Maria
23
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22
Hecq, Alain W. J.
22
Lütkepohl, Helmut
22
Ghysels, Eric
21
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20
Hong, Yongmiao
20
Newbold, Paul
20
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19
Teräsvirta, Timo
19
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18
Hendry, David F.
18
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18
Petropoulos, Fotios
18
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18
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17
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16
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16
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15
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15
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15
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15
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15
Lee, Lung-fei
15
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15
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15
Saikkonen, Pentti
15
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15
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14
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14
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14
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14
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4
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2
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2
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1
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1
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1
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Marchés financiers et gestion de portefeuilles: une mise en perspective des nouveaux outils
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ECONIS (ZBW)
14
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1
Long run predictions
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Annals of economics and statistics
145
(
2022
),
pp. 75-90
Persistent link: https://www.econbiz.de/10013464960
Saved in:
2
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:
3
High dimensional semiparametric moment restriction models
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
-
2018
Persistent link: https://www.econbiz.de/10012672269
Saved in:
4
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:
5
Specification testing driven by orthogonal series for nonlinear cointegration with endogeneity
Dong, Chaohua
;
Gao, Jiti
- In:
Econometric theory
34
(
2018
)
4
,
pp. 754-789
Persistent link: https://www.econbiz.de/10011951426
Saved in:
6
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:
7
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:
8
Solving replication problems in a complete market by orthogonal series expansion
Dong, Chaohua
;
Gao, Jiti
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 306-317
Persistent link: https://www.econbiz.de/10009779212
Saved in:
9
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:
10
Diffusion processes with polynomial eigenfunctions
Gouriéroux, Christian
;
Renault, E.
;
Valéry, P.
- In:
Annales d'économie et de statistique
85
(
2007
),
pp. 115-130
Persistent link: https://www.econbiz.de/10003690229
Saved in:
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