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subject:"Estimation"
subject:"Theory"
~person:"Gouriéroux, Christian"
~type_genre:"Working Paper"
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Estimation
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Estimation theory
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13
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13
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Gouriéroux, Christian
Härdle, Wolfgang
63
Pesaran, M. Hashem
41
Franses, Philip Hans
31
Phillips, Peter C. B.
27
Swanson, Norman R.
25
Maravall Herrero, Agustín
24
Gao, Jiti
23
Imbens, Guido
22
Linton, Oliver
22
Kapetanios, George
21
Heckman, James J.
20
Marcellino, Massimiliano
20
Cai, Zongwu
19
Kohn, Robert
19
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18
McAleer, Michael
18
Stahlecker, Peter
18
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17
Robert, Christian P.
17
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16
Kleibergen, Frank
16
Spokojnyj, Vladimir G.
16
Zakoïan, Jean-Michel
16
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15
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15
Sheather, Simon J.
15
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14
Koop, Gary
14
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14
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13
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13
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13
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13
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13
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12
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Série des documents de travail / Centre de Recherche en Économie et Statistique
16
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11
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4
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3
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ECONIS (ZBW)
25
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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
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:
4
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
5
Compound autoregressive models
Darolles, Serge
;
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
Persistent link: https://www.econbiz.de/10001596247
Saved in:
6
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
-
2001
Persistent link: https://www.econbiz.de/10001626924
Saved in:
7
Local likelihood density estimation and value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
-
Rev. version
Persistent link: https://www.econbiz.de/10001626927
Saved in:
8
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001456589
Saved in:
9
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
Saved in:
10
Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996742
Saved in:
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