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subject:"Panel"
~person:"Gouriéroux, Christian"
~subject:"Monte-Carlo-Simulation"
~subject:"Shock"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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Gouriéroux, Christian
Phillips, Peter C. B.
123
Gao, Jiti
110
Pesaran, M. Hashem
105
Baltagi, Badi H.
82
Koopman, Siem Jan
63
Kapetanios, George
47
Lütkepohl, Helmut
46
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43
Teräsvirta, Timo
43
Franses, Philip Hans
42
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41
Peng, Bin
41
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40
Su, Liangjun
37
Hayakawa, Kazuhiko
36
Swanson, Norman R.
36
Hsiao, Cheng
32
Nelson, Daniel B.
32
Engle, Robert F.
31
Harvey, Andrew C.
31
Koop, Gary
31
Westerlund, Joakim
31
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30
Kilian, Lutz
30
Li, Degui
30
Schorfheide, Frank
30
Sibbertsen, Philipp
30
Stock, James H.
30
Moon, Hyungsik Roger
29
Robinson, Peter M.
29
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29
Chudik, Alexander
28
Weidner, Martin
28
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27
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26
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26
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25
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25
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Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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8
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ECONIS (ZBW)
26
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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
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:
3
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:
4
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2017
Persistent link: https://www.econbiz.de/10012197835
Saved in:
5
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
The review of economic studies : RES
87
(
2020
)
4
,
pp. 1915-1953
Persistent link: https://www.econbiz.de/10012259682
Saved in:
6
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:
7
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2016
Persistent link: https://www.econbiz.de/10012196271
Saved in:
8
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
9
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:
10
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 111-126
Persistent link: https://www.econbiz.de/10011743785
Saved in:
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