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subject:"Indien"
subject:"Sparen"
~person:"Gouriéroux, Christian"
~subject:"ARCH-Modell"
~subject:"Credit risk"
~subject:"Stochastic process"
~subject:"Theory"
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Indien
Sparen
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Estimation theory
90
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90
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50
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20
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Gouriéroux, Christian
Härdle, Wolfgang
71
Phillips, Peter C. B.
70
Pesaran, M. Hashem
57
Andrews, Donald W. K.
51
McAleer, Michael
50
Franses, Philip Hans
44
Zakoïan, Jean-Michel
43
Newey, Whitney K.
42
Swanson, Norman R.
38
Francq, Christian
36
Teräsvirta, Timo
36
Giles, David E. A.
35
Imbens, Guido
35
Heckman, James J.
33
Lucas, André
32
Linton, Oliver
31
Robinson, Peter M.
31
Engle, Robert F.
30
Horowitz, Joel
29
Krämer, Walter
29
Baltagi, Badi H.
28
King, Maxwell L.
28
Kohn, Robert
28
Lütkepohl, Helmut
28
Dufour, Jean-Marie
27
Koopman, Siem Jan
27
Ullah, Aman
27
Brännäs, Kurt
26
Diebold, Francis X.
26
Li, Qi
26
Ohtani, Kazuhiro
26
Bauwens, Luc
25
Bera, Anil K.
25
Granger, C. W. J.
25
Spokojnyj, Vladimir G.
25
Maravall Herrero, Agustín
24
Monfort, Alain
24
Stahlecker, Peter
24
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23
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1
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17
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11
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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
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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
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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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Themes in modern econometrics
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ECONIS (ZBW)
56
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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
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
3
Least impulse response estimator for stress test exercises
Gouriéroux, Christian
;
Lu, Yang
- In:
Journal of banking & finance
103
(
2019
),
pp. 62-77
Persistent link: https://www.econbiz.de/10012163773
Saved in:
4
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:
5
The econometrics of individual risk : credit, insurance, and marketing
Gouriéroux, Christian
;
Jasiak, Joann
-
2007
Persistent link: https://www.econbiz.de/10003420329
Saved in:
6
[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:
7
(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:
8
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:
9
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
10
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
-
2001
Persistent link: https://www.econbiz.de/10001626924
Saved in:
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