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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~person:"Gouriéroux, Christian"
~subject:"Panel"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Probability theory
Statistische Methodenlehre
Panel
Zeitreihenanalyse
Estimation theory
90
Schätztheorie
90
Theorie
50
Theory
50
Time series analysis
20
Estimation
9
Schätzung
9
VAR model
8
VAR-Modell
8
Identification
7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Risikomanagement
7
Risk management
7
Volatility
7
Volatilität
7
Core
6
Schock
6
Shock
6
Econometrics
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Portfolio selection
5
Portfolio-Management
5
Risikomaß
5
Risk measure
5
Statistical theory
5
Wahrscheinlichkeitsrechnung
5
Ökonometrie
5
Consistency
4
Credit risk
4
Kreditrisiko
4
Risiko
4
Risk
4
ARCH Model
3
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3
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18
Article
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English
25
French
5
Author
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Gouriéroux, Christian
Phillips, Peter C. B.
126
Gao, Jiti
109
Pesaran, M. Hashem
102
Baltagi, Badi H.
78
Koopman, Siem Jan
55
Johansen, Søren
44
Lütkepohl, Helmut
43
Kapetanios, George
42
Teräsvirta, Timo
42
Peng, Bin
41
Linton, Oliver
40
Franses, Philip Hans
39
Nielsen, Morten Ørregaard
38
Su, Liangjun
38
Hayakawa, Kazuhiko
36
Hsiao, Cheng
32
McAleer, Michael
32
Robinson, Peter M.
32
Stock, James H.
32
Koop, Gary
31
Nelson, Daniel B.
31
Li, Degui
30
Swanson, Norman R.
30
Westerlund, Joakim
30
Harvey, Andrew C.
29
Kao, Chihwa
29
Moon, Hyungsik Roger
29
Chudik, Alexander
28
Lucas, André
28
Watson, Mark W.
28
Weidner, Martin
28
Sibbertsen, Philipp
27
Engle, Robert F.
26
Perron, Pierre
26
Bera, Anil K.
25
Breitung, Jörg
25
Maravall Herrero, Agustín
25
Taylor, Robert
25
Zhou, Qiankun
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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Série des documents de travail / Centre de Recherche en Économie et Statistique
8
Série des documents de travail
6
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
6
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
2
Journal of econometrics
2
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
2
Annals of economics and statistics
1
Collection "Economie et statistiques avancées"
1
Discussion papers of interdisciplinary research project 373
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econométrie non linéaire asymptotique
1
Springer series in statistics
1
The economic journal : the journal of the Royal Economic Society
1
The review of economic studies : RES
1
Themes in modern econometrics
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ECONIS (ZBW)
30
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1
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:
2
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:
3
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2017
Persistent link: https://www.econbiz.de/10012197835
Saved in:
4
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:
5
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:
6
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2016
Persistent link: https://www.econbiz.de/10012196271
Saved in:
7
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
8
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:
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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