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subject:"Probability theory"
subject:"Time series analysis"
~person:"Gouriéroux, Christian"
~subject:"Identification"
~subject:"Statistische Methodenlehre"
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Probability theory
Time series analysis
Identification
Statistische Methodenlehre
Estimation theory
90
Schätztheorie
90
Theorie
50
Theory
50
Zeitreihenanalyse
20
Estimation
9
Schätzung
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
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Econometrics
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
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Portfolio selection
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English
27
French
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Gouriéroux, Christian
Phillips, Peter C. B.
103
Gao, Jiti
76
Koopman, Siem Jan
54
Johansen, Søren
44
Lütkepohl, Helmut
42
Teräsvirta, Timo
42
Franses, Philip Hans
39
Nielsen, Morten Ørregaard
38
Pesaran, M. Hashem
35
Linton, Oliver
34
Kapetanios, George
33
McAleer, Michael
32
Koop, Gary
31
Nelson, Daniel B.
31
Stock, James H.
30
Harvey, Andrew C.
29
Swanson, Norman R.
29
Lucas, André
28
Engle, Robert F.
26
Perron, Pierre
26
Robinson, Peter M.
26
Sibbertsen, Philipp
26
Li, Degui
25
Nielsen, Bent
25
Peng, Bin
25
Taylor, Robert
25
Watson, Mark W.
25
Brännäs, Kurt
24
Diebold, Francis X.
24
Maravall Herrero, Agustín
24
Chambers, Marcus J.
23
Hendry, David F.
23
Bauwens, Luc
22
Bera, Anil K.
22
Ghysels, Eric
22
Haldrup, Niels
22
Leybourne, Stephen James
22
Xiao, Zhijie
22
Dong, Chaohua
21
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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
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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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Discussion papers of interdisciplinary research project 373
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
32
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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
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:
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
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