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subject:"Germany"
~person:"Gouriéroux, Christian"
~subject:"Panel study"
~subject:"Statistical theory"
~subject:"Theorie"
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Germany
Panel study
Statistical theory
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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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Gouriéroux, Christian
Pesaran, M. Hashem
115
Baltagi, Badi H.
90
Phillips, Peter C. B.
81
Härdle, Wolfgang
73
Andrews, Donald W. K.
47
Newey, Whitney K.
44
Gao, Jiti
43
Imbens, Guido
43
Franses, Philip Hans
42
Lechner, Michael
42
Hsiao, Cheng
39
Lee, Lung-fei
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McAleer, Michael
39
Hayakawa, Kazuhiko
38
Robinson, Peter M.
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Winkelmann, Rainer
37
Giles, David E. A.
36
Swanson, Norman R.
36
Bera, Anil K.
34
Hahn, Jinyong
33
Li, Qi
33
Heckman, James J.
31
Bai, Jushan
30
Horowitz, Joel
30
Kao, Chihwa
30
Breitung, Jörg
29
Su, Liangjun
29
Wooldridge, Jeffrey M.
29
Angrist, Joshua D.
28
Krämer, Walter
28
White, Halbert
28
Brännäs, Kurt
27
Diebold, Francis X.
27
Kiviet, J. F.
27
Linton, Oliver
27
Ohtani, Kazuhiro
27
Ullah, Aman
27
Weidner, Martin
27
Dufour, Jean-Marie
26
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1
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16
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11
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7
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
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2
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2
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1
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1
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Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
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ECONIS (ZBW)
52
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1
Misspecification of noncausal order in autoregressive processes
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 226-248
Persistent link: https://www.econbiz.de/10012110259
Saved in:
2
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:
3
The econometrics of individual risk : credit, insurance, and marketing
Gouriéroux, Christian
;
Jasiak, Joann
-
2007
Persistent link: https://www.econbiz.de/10003420329
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
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:
6
Compound autoregressive models
Darolles, Serge
;
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
Persistent link: https://www.econbiz.de/10001596247
Saved in:
7
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
-
2001
Persistent link: https://www.econbiz.de/10001626924
Saved in:
8
Local likelihood density estimation and value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
-
Rev. version
Persistent link: https://www.econbiz.de/10001626927
Saved in:
9
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:
10
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:
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