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subject:"Germany"
~person:"Gouriéroux, Christian"
~subject:"Monte Carlo simulation"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Mikroform"
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Search: subject_exact:"Estimation theory"
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Germany
Monte Carlo simulation
Theorie
Estimation theory
32
Schätztheorie
32
Theory
18
Estimation
5
Schätzung
5
Time series analysis
4
VAR model
4
VAR-Modell
4
Zeitreihenanalyse
4
Identification
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Schock
3
Shock
3
Statistical theory
3
Statistische Methodenlehre
3
Credit risk
2
Econometrics
2
Generalized covariance estimator
2
Kreditrisiko
2
Method of moments
2
Momentenmethode
2
Rational expectations
2
Rationale Erwartung
2
Risikomanagement
2
Risk management
2
Volatility
2
Volatilität
2
Ökonometrie
2
(Expected) loss-given-default
1
ARCH Model
1
ARMA model
1
ARMA-Modell
1
Alternative investment
1
Basel Accord
1
Basel regulation
1
Basler Akkord
1
Beta regression
1
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1
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Article
18
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Aufsatz in Zeitschrift
Mikroform
Arbeitspapier
22
Graue Literatur
22
Non-commercial literature
22
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22
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18
Amtsdruckschrift
15
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15
Aufsatz im Buch
7
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English
11
French
7
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Gouriéroux, Christian
Andrews, Donald W. K.
30
Phillips, Peter C. B.
30
Newey, Whitney K.
27
Li, Qi
25
Baltagi, Badi H.
24
Pesaran, M. Hashem
23
Ohtani, Kazuhiro
21
Horowitz, Joel
20
Krämer, Walter
20
Giles, David E. A.
19
McAleer, Michael
19
King, Maxwell L.
18
Lee, Lung-fei
17
Robinson, Peter M.
17
Ullah, Aman
17
Granger, C. W. J.
16
Hahn, Jinyong
16
Lütkepohl, Helmut
16
Srivastava, Virendra K.
16
Wooldridge, Jeffrey M.
16
Dufour, Jean-Marie
15
Lechner, Michael
15
Schmidt, Peter
15
Bera, Anil K.
14
Kelejian, Harry H.
14
Bai, Jushan
13
Godfrey, L. G.
13
Hill, Rufus Carter
13
Rilstone, Paul
13
Simar, Léopold
13
Smith, Richard J.
13
Arellano, Manuel
12
Franses, Philip Hans
12
Ghysels, Eric
12
Hendry, David F.
12
Imbens, Guido
12
Linton, Oliver
12
Orme, Chris D.
12
Perron, Pierre
12
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Journal of econometrics
6
Annales d'économie et de statistique
5
Econometric theory
2
L' Actualité économique : revue trimest.
2
Duration transition and count data models
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of empirical finance
1
L' économétrie appliquée
1
L'hétérogénéité en économétrie : numéro spécial
1
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ECONIS (ZBW)
18
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1
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:
2
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:
3
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:
4
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:
5
Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators
Broze, Laurence
- In:
Journal of econometrics
85
(
1998
)
1
,
pp. 75-98
Persistent link: https://www.econbiz.de/10001240381
Saved in:
6
Instrumental models and indirect encompassing
Dhaene, Geert
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
3
,
pp. 673-688
Persistent link: https://www.econbiz.de/10001240756
Saved in:
7
A count data model with unobserved heterogeneity
Gouriéroux, Christian
- In:
Journal of econometrics
79
(
1997
)
2
,
pp. 247-268
Persistent link: https://www.econbiz.de/10001335930
Saved in:
8
D'une analyse de variabilités à un modèle d'investissement des firmes
Forest, Danielle
- In:
L' Actualité économique : revue trimest.
73
(
1997
)
1
,
pp. 331-350
Persistent link: https://www.econbiz.de/10001337580
Saved in:
9
L'économétrie appliquée
Gouriéroux, Christian
(
contributor
); …
- In:
L' Actualité économique : revue trimest.
73
(
1997
)
1
Persistent link: https://www.econbiz.de/10001238879
Saved in:
10
Duration transition and count data models
Gouriéroux, Christian
(
contributor
); …
- In:
Journal of econometrics
79
(
1997
)
2
,
pp. 195-402
Persistent link: https://www.econbiz.de/10001221414
Saved in:
1
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