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subject:"Probability theory"
subject:"Time series analysis"
~person:"Gouriéroux, Christian"
~subject:"Cointegration"
~subject:"Identification"
~subject:"Nichtparametrisches Verfahren"
~subject:"Statistische Methodenlehre"
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Probability theory
Time series analysis
Cointegration
Identification
Nichtparametrisches Verfahren
Statistische Methodenlehre
Estimation theory
90
Schätztheorie
90
Theorie
50
Theory
50
Zeitreihenanalyse
20
Estimation
9
Schätzung
9
VAR model
8
VAR-Modell
8
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
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Portfolio-Management
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Statistical theory
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4
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4
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3
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3
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14
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English
32
French
5
Author
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Gouriéroux, Christian
Phillips, Peter C. B.
157
Gao, Jiti
128
Linton, Oliver
93
Chen, Xiaohong
70
Härdle, Wolfgang
55
Koopman, Siem Jan
55
Johansen, Søren
53
Newey, Whitney K.
51
Li, Qi
49
Lütkepohl, Helmut
47
Li, Degui
45
Nielsen, Morten Ørregaard
45
Robinson, Peter M.
45
Teräsvirta, Timo
44
Franses, Philip Hans
43
Pesaran, M. Hashem
43
Cai, Zongwu
42
Kapetanios, George
42
Horowitz, Joel
41
Otsu, Taisuke
40
Florens, Jean-Pierre
38
Su, Liangjun
38
Koop, Gary
36
Kristensen, Dennis
35
Peng, Bin
35
Racine, Jeffrey
35
Simar, Léopold
35
Xiao, Zhijie
35
Hoderlein, Stefan
34
White, Halbert
33
McAleer, Michael
32
Escanciano, Juan Carlos
31
Mammen, Enno
31
Nelson, Daniel B.
31
Lewbel, Arthur
30
Stock, James H.
30
Swanson, Norman R.
30
Dette, Holger
29
Haldrup, Niels
29
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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
12
Série des documents de travail
7
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
6
Journal of econometrics
3
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
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
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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
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Springer series in statistics
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The economic journal : the journal of the Royal Economic Society
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ECONIS (ZBW)
37
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1
Generalized covariance estimator
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1315-1327
Persistent link: https://www.econbiz.de/10014448640
Saved in:
2
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:
3
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:
4
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:
5
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2017
Persistent link: https://www.econbiz.de/10012197835
Saved in:
6
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:
7
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:
8
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2016
Persistent link: https://www.econbiz.de/10012196271
Saved in:
9
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
10
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
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