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subject:"Probability theory"
subject:"Time series analysis"
~person:"Gouriéroux, Christian"
~subject:"Cointegration"
~subject:"Identification"
~subject:"Schätzung"
~subject:"Statistische Methodenlehre"
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Probability theory
Time series analysis
Cointegration
Identification
Schätzung
Statistische Methodenlehre
Estimation theory
90
Schätztheorie
90
Theorie
50
Theory
50
Zeitreihenanalyse
20
Estimation
9
VAR model
8
VAR-Modell
8
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Risikomanagement
7
Risk management
7
Volatility
7
Volatilität
7
Core
6
Schock
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Shock
6
Econometrics
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Portfolio selection
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English
28
French
6
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Gouriéroux, Christian
Phillips, Peter C. B.
140
Gao, Jiti
101
Pesaran, M. Hashem
71
Koopman, Siem Jan
61
Linton, Oliver
56
Lütkepohl, Helmut
54
Johansen, Søren
53
Kapetanios, George
49
Teräsvirta, Timo
46
Franses, Philip Hans
43
Nielsen, Morten Ørregaard
43
Koop, Gary
37
Stock, James H.
37
Diebold, Francis X.
36
McAleer, Michael
36
Robinson, Peter M.
34
Cai, Zongwu
31
Härdle, Wolfgang
31
Nelson, Daniel B.
31
Swanson, Norman R.
31
Harvey, Andrew C.
30
Haldrup, Niels
29
Kristensen, Dennis
29
Lucas, André
29
Rahbek, Anders
29
Taylor, Robert
29
Watson, Mark W.
29
Perron, Pierre
28
Engle, Robert F.
27
Li, Degui
27
Marcellino, Massimiliano
27
Nielsen, Bent
27
Sibbertsen, Philipp
27
Brännäs, Kurt
26
Cavaliere, Giuseppe
26
Ghysels, Eric
26
Hsiao, Cheng
26
Peng, Bin
26
White, Halbert
26
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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
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
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1
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1
Discussion papers of interdisciplinary research project 373
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1
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ECONIS (ZBW)
34
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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
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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