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subject:"Prognoseverfahren"
subject:"Regression analysis"
~person:"Gouriéroux, Christian"
~person:"Robin, Jean-Marc"
~subject:"Theory"
~subject:"Zeitreihenanalyse"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Rezension"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Regression analysis
Theory
Zeitreihenanalyse
Estimation theory
59
Schätztheorie
59
Theorie
42
Time series analysis
9
Estimation
8
Schätzung
8
Core
4
France
4
Frankreich
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Private consumption
4
Privater Konsum
4
Statistical theory
4
Statistische Methodenlehre
4
VAR model
4
VAR-Modell
4
Identification
3
Risikomanagement
3
Risikomaß
3
Risk management
3
Risk measure
3
Schock
3
Shock
3
Volatility
3
Volatilität
3
Aggregation
2
Credit risk
2
Econometrics
2
Financial market
2
Finanzmarkt
2
Generalized covariance estimator
2
Kreditrisiko
2
Markov chain
2
Markov-Kette
2
Method of moments
2
Momentenmethode
2
Portfolio selection
2
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Undetermined
4
Type of publication
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Article
27
Book / Working Paper
20
Type of publication (narrower categories)
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Amtsdruckschrift
Article in journal
Rezension
Arbeitspapier
38
Working Paper
38
Graue Literatur
37
Non-commercial literature
37
Aufsatz in Zeitschrift
26
Government document
20
Aufsatz im Buch
7
Book section
7
Collection of articles of several authors
2
Sammelwerk
2
Mehrbändiges Werk
1
Multi-volume publication
1
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Language
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English
38
French
9
Author
All
Gouriéroux, Christian
Robin, Jean-Marc
Phillips, Peter C. B.
65
Baltagi, Badi H.
42
Li, Qi
40
Linton, Oliver
36
Andrews, Donald W. K.
32
Newey, Whitney K.
32
Ullah, Aman
30
McAleer, Michael
27
Perron, Pierre
27
Robinson, Peter M.
27
Pesaran, M. Hashem
26
Leybourne, Stephen James
24
Lütkepohl, Helmut
23
Ohtani, Kazuhiro
23
Zakoïan, Jean-Michel
23
Horowitz, Joel
22
Krämer, Walter
22
Robert, Christian P.
22
Su, Liangjun
22
Wooldridge, Jeffrey M.
22
Baillie, Richard
21
Chen, Songnian
21
Giles, David E. A.
21
Ghysels, Eric
20
Hansen, Bruce E.
20
Bera, Anil K.
19
Gao, Jiti
19
Johansen, Søren
19
Kapetanios, George
19
King, Maxwell L.
19
Taylor, Robert
19
Teräsvirta, Timo
19
Cai, Zongwu
18
Francq, Christian
18
Granger, C. W. J.
18
Guégan, Dominique
18
Hahn, Jinyong
18
Hendry, David F.
18
Lee, Lung-fei
18
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Série des documents de travail / Centre de Recherche en Économie et Statistique
20
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
15
Journal of econometrics
7
Annales d'économie et de statistique
5
Econometric theory
4
L' Actualité économique : revue trimest.
2
Annals of economics and statistics
1
Contributions to economic analysis & policy
1
Duration transition and count data models
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of applied econometrics
1
Journal of empirical finance
1
L' économétrie appliquée
1
L'hétérogénéité en économétrie : numéro spécial
1
The economic journal : the journal of the Royal Economic Society
1
The review of economic studies
1
The review of economic studies : RES
1
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ECONIS (ZBW)
47
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47
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1
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:
2
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:
3
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:
4
The Wishart Autoregressive process of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 167-181
Persistent link: https://www.econbiz.de/10003858506
Saved in:
5
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
Saved in:
6
Aggregation of non stationary demand systems
Adda, Jérôme
(
contributor
);
Robin, Jean-Marc
(
contributor
)
- In:
Contributions to economic analysis & policy
2
(
2003
)
1
Persistent link: https://www.econbiz.de/10001781328
Saved in:
7
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
-
2001
Persistent link: https://www.econbiz.de/10001626924
Saved in:
8
Local likelihood density estimation and value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
-
Rev. version
Persistent link: https://www.econbiz.de/10001626927
Saved in:
9
Truncated dynamics and estimation of diffusion equations
Darolles, Serge
;
Gouriéroux, Christian
- In:
Journal of econometrics
102
(
2001
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001575282
Saved in:
10
Compound autoregressive models
Darolles, Serge
;
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
Persistent link: https://www.econbiz.de/10001596247
Saved in:
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