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subject:"Panel"
~person:"Gouriéroux, Christian"
~subject:"Monte-Carlo-Simulation"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Estimation theory
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9
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Gouriéroux, Christian
Phillips, Peter C. B.
122
Gao, Jiti
109
Pesaran, M. Hashem
99
Baltagi, Badi H.
80
Koopman, Siem Jan
63
Kapetanios, George
45
Johansen, Søren
43
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43
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42
Linton, Oliver
41
Lütkepohl, Helmut
41
Nielsen, Morten Ørregaard
40
Peng, Bin
38
Hayakawa, Kazuhiko
36
Swanson, Norman R.
36
Su, Liangjun
35
Hsiao, Cheng
32
Nelson, Daniel B.
32
Harvey, Andrew C.
31
Westerlund, Joakim
31
Kao, Chihwa
30
Sibbertsen, Philipp
30
Koop, Gary
29
Moon, Hyungsik Roger
29
Robinson, Peter M.
29
Stock, James H.
29
Chudik, Alexander
28
Engle, Robert F.
28
Li, Degui
28
Schorfheide, Frank
28
Watson, Mark W.
28
Weidner, Martin
28
Lucas, André
27
Taylor, Robert
26
Diebold, Francis X.
25
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24
Härdle, Wolfgang
24
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24
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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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ECONIS (ZBW)
25
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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
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:
10
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
- In:
Annals of economics and statistics
125/126
(
2017
),
pp. 187-218
Persistent link: https://www.econbiz.de/10011744364
Saved in:
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