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subject:"Germany"
type_genre:"Collection of articles written by one author"
~person:"Gouriéroux, Christian"
~subject:"Nonparametric statistics"
~subject:"Simulation"
~subject:"Time series analysis"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Germany
Nonparametric statistics
Simulation
Time series analysis
Estimation theory
45
Schätztheorie
45
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22
Theory
22
Zeitreihenanalyse
13
Core
5
Volatility
5
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5
Estimation
4
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4
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4
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4
Nichtparametrisches Verfahren
4
Risikomanagement
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Risikomaß
4
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Schock
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Shock
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Cayley Transform
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2
Corporate Risk
2
Einheitswurzeltest
2
Impulse Response Functions
2
Independent Component Analysis
2
Indirect Inference
2
Induktive Statistik
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Collection of articles written by one author
Arbeitspapier
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17
Graue Literatur
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17
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Gouriéroux, Christian
Gao, Jiti
61
Härdle, Wolfgang
49
Linton, Oliver
39
Phillips, Peter C. B.
36
Koopman, Siem Jan
30
Chen, Xiaohong
29
Lütkepohl, Helmut
26
Newey, Whitney K.
25
Nielsen, Morten Ørregaard
25
Dette, Holger
23
Sibbertsen, Philipp
23
Cai, Zongwu
22
Johansen, Søren
22
Maravall Herrero, Agustín
22
Hoderlein, Stefan
21
Franses, Philip Hans
20
Horowitz, Joel
19
Kapetanios, George
19
Peng, Bin
19
Teräsvirta, Timo
19
Lechner, Michael
18
Scaillet, Olivier
18
Lucas, André
17
Chernozhukov, Victor
16
Feng, Yuanhua
16
Lewbel, Arthur
15
Mammen, Enno
15
Gooijer, Jan G. de
14
Hyndman, Rob J.
14
Pesaran, M. Hashem
14
Simar, Léopold
14
Van Keilegom, Ingrid
14
Berg, Gerard J. van den
13
Florens, Jean-Pierre
13
Koop, Gary
13
Lee, Sokbae
13
Li, Degui
13
Neumeyer, Natalie
13
Racine, Jeffrey
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
10
Série des documents de travail
6
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
4
Discussion papers of interdisciplinary research project 373
1
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ECONIS (ZBW)
17
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1
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
Persistent link: https://www.econbiz.de/10012197831
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
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2017
Persistent link: https://www.econbiz.de/10012197835
Saved in:
4
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:
5
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2016
Persistent link: https://www.econbiz.de/10012196271
Saved in:
6
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
7
Semi-parametric estimation of noncausal vector autoregression
Gouriéroux, Christian
;
Jasiak, Joann
-
2015
Persistent link: https://www.econbiz.de/10011288580
Saved in:
8
Revisiting identification and estimation in structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
-
2014
-
rev. October 2014
Persistent link: https://www.econbiz.de/10010465167
Saved in:
9
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
Saved in:
10
(Non) consistency of the beta kernel estimator for recovery rate distribution
Gouriéroux, Christian
;
Monfort, Alain
-
2006
Persistent link: https://www.econbiz.de/10003468607
Saved in:
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