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subject:"Germany"
~person:"Gouriéroux, Christian"
~subject:"Panel study"
~subject:"Risk management"
~subject:"Theorie"
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Search: subject_exact:"Estimation theory"
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Germany
Panel study
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Theorie
Estimation theory
90
Schätztheorie
90
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50
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20
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20
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9
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9
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8
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8
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Gouriéroux, Christian
Pesaran, M. Hashem
110
Baltagi, Badi H.
89
Phillips, Peter C. B.
76
Härdle, Wolfgang
74
Andrews, Donald W. K.
45
Newey, Whitney K.
43
Franses, Philip Hans
42
Lechner, Michael
42
Gao, Jiti
40
Hsiao, Cheng
39
Lee, Lung-fei
39
Hayakawa, Kazuhiko
38
Imbens, Guido
38
Robinson, Peter M.
37
Winkelmann, Rainer
37
Swanson, Norman R.
36
Giles, David E. A.
35
McAleer, Michael
35
Li, Qi
33
Hahn, Jinyong
31
Bai, Jushan
30
Heckman, James J.
30
Horowitz, Joel
29
Wooldridge, Jeffrey M.
29
Kao, Chihwa
28
Krämer, Walter
28
Bera, Anil K.
27
Diebold, Francis X.
27
Kiviet, J. F.
27
Su, Liangjun
27
Ullah, Aman
27
Weidner, Martin
27
Breitung, Jörg
26
Brännäs, Kurt
26
King, Maxwell L.
26
Linton, Oliver
26
Ohtani, Kazuhiro
26
Stahlecker, Peter
26
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26
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Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
16
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11
Journal of econometrics
6
Annales d'économie et de statistique
5
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
4
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
3
Econometric theory
2
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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
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
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1
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1
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1
L'hétérogénéité en économétrie : numéro spécial
1
Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
1
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ECONIS (ZBW)
53
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1
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2017
Persistent link: https://www.econbiz.de/10012197830
Saved in:
2
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2016
Persistent link: https://www.econbiz.de/10012196256
Saved in:
3
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:
4
The econometrics of individual risk : credit, insurance, and marketing
Gouriéroux, Christian
;
Jasiak, Joann
-
2007
Persistent link: https://www.econbiz.de/10003420329
Saved in:
5
[Rezension von: Gourieroux, Christian; Jasiak, Joann, The econometrics of individual risk, credit, insurance, and marketing]
Sherris, Michael
- In:
Journal of economic literature
45
(
2007
)
4
,
pp. 1049-1053
Persistent link: https://www.econbiz.de/10003632655
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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