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subject:"Estimation"
subject:"Public choice"
~person:"Gouriéroux, Christian"
~subject:"Schätztheorie"
~subject:"Wirtschaftspolitik"
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Estimation
Public choice
Schätztheorie
Wirtschaftspolitik
Theorie
212
Theory
212
Estimation theory
50
Portfolio selection
25
Portfolio-Management
25
Time series analysis
23
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23
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20
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20
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Gouriéroux, Christian
Pesaran, M. Hashem
116
Härdle, Wolfgang
111
Caporale, Guglielmo Maria
91
Heckman, James J.
88
Acemoglu, Daron
80
Phillips, Peter C. B.
77
Gil-Alaña, Luis A.
73
Buchanan, James M.
69
Alesina, Alberto
66
Gersbach, Hans
58
McAleer, Michael
57
Blundell, Richard W.
56
Tabellini, Guido Enrico
56
Franses, Philip Hans
55
Suzumura, Kōtarō
51
Kirchgässner, Gebhard
50
Marcellino, Massimiliano
49
Schneider, Friedrich
48
Bossert, Walter
47
Newey, Whitney K.
47
Timmermann, Allan
47
Swanson, Norman R.
46
Andrews, Donald W. K.
45
Diebold, Francis X.
45
Koopman, Siem Jan
44
Engle, Robert F.
43
Hautsch, Nikolaus
43
Wagner, Richard E.
43
Mueller, Dennis C.
42
Baltagi, Badi H.
41
Campbell, Donald E.
41
Kelly, Jerry S.
41
Kilian, Lutz
41
Lütkepohl, Helmut
41
Creedy, John
40
Frey, Bruno S.
40
Imbens, Guido
39
Robinson, Peter M.
39
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38
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Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
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18
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13
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7
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6
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4
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
3
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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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ECONIS (ZBW)
56
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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
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
Granularity adjustment for default risk factor model with cohorts
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of banking & finance
36
(
2012
)
5
,
pp. 1464-1477
Persistent link: https://www.econbiz.de/10009615800
Saved in:
4
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:
5
The econometrics of individual risk : credit, insurance, and marketing
Gouriéroux, Christian
;
Jasiak, Joann
-
2007
Persistent link: https://www.econbiz.de/10003420329
Saved in:
6
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:
7
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
8
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
-
2001
Persistent link: https://www.econbiz.de/10001626924
Saved in:
9
Local likelihood density estimation and value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
-
Rev. version
Persistent link: https://www.econbiz.de/10001626927
Saved in:
10
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:
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