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subject:"Schätztheorie"
~language:"eng"
~language:"fra"
~language:"swe"
~person:"Gouriéroux, Christian"
~person:"Lee, Lung-fei"
~subject:"Zeitreihenanalyse"
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Schätztheorie
Zeitreihenanalyse
Theorie
270
Theory
270
Estimation theory
70
Time series analysis
28
Portfolio selection
25
Portfolio-Management
25
Method of moments
22
Momentenmethode
22
Ökonometrie
22
Autocorrelation
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Autokorrelation
21
CAPM
20
Credit risk
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Kreditrisiko
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Derivat
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17
Panel study
17
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16
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Räumliche Interaktion
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Spatial interaction
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Statistical theory
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14
Regionalökonomik
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Schätzung
13
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11
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9
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Gouriéroux, Christian
Lee, Lung-fei
Phillips, Peter C. B.
162
Franses, Philip Hans
157
Härdle, Wolfgang
122
Koopman, Siem Jan
117
Pesaran, M. Hashem
111
Gil-Alaña, Luis A.
109
Caporale, Guglielmo Maria
91
McAleer, Michael
88
Lütkepohl, Helmut
81
Koop, Gary
76
Swanson, Norman R.
70
Granger, C. W. J.
66
Teräsvirta, Timo
65
Robinson, Peter M.
60
Sibbertsen, Philipp
58
Lucas, André
57
Harvey, Andrew C.
56
Kunst, Robert M.
55
Ghysels, Eric
54
Maravall Herrero, Agustín
54
Marcellino, Massimiliano
54
Engle, Robert F.
53
Dijk, Herman K. van
52
Hyndman, Rob J.
52
Bauwens, Luc
51
Perron, Pierre
51
Andrews, Donald W. K.
48
Hallin, Marc
47
Hendry, David F.
47
Saikkonen, Pentti
47
Stock, James H.
47
Feng, Yuanhua
46
Hassler, Uwe
46
Diebold, Francis X.
45
Haldrup, Niels
45
Proietti, Tommaso
44
Dijk, Dick van
43
Johansen, Søren
43
Kapetanios, George
43
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Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
21
Journal of econometrics
16
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
12
Econometric theory
9
Annales d'économie et de statistique
7
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
7
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
3
L' Actualité économique : revue trimest.
2
Princeton series in finance
2
Spatial economic analysis : the journal of the Regional Studies Association
2
Themes in modern econometrics
2
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
1
Annals of economics and statistics
1
CORE discussion paper : DP
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Center for Research on Economic and Social Theory and Department of Economics working paper serie
1
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1
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1
Duration transition and count data models
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Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Journal de la Société de Statistique de Paris
1
Journal of empirical finance
1
L' économétrie appliquée
1
L'hétérogénéité en économétrie : numéro spécial
1
Marchés financiers et gestion de portefeuilles: une mise en perspective des nouveaux outils
1
Nonparametric dynamic modelling
1
Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The econometrics journal
1
The review of economics and statistics
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ECONIS (ZBW)
92
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1
Long run predictions
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Annals of economics and statistics
145
(
2022
),
pp. 75-90
Persistent link: https://www.econbiz.de/10013464960
Saved in:
2
Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 613-637
Persistent link: https://www.econbiz.de/10012149372
Saved in:
3
Near unit root in the spatial autoregressive model
Lee, Lung-fei
;
Yu, Jihai
- In:
Spatial economic analysis : the journal of the Regional …
8
(
2013
)
3
,
pp. 314-351
Persistent link: https://www.econbiz.de/10010202709
Saved in:
4
Spatial nonstationarity and spurious regression : the case with row-normalized spatial weights matrix
Lee, Lung-fei
;
Yu, Jihai
- In:
Spatial economic analysis : the journal of the Regional …
4
(
2009
)
3
,
pp. 301-327
Persistent link: https://www.econbiz.de/10003888736
Saved in:
5
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:
6
Diffusion processes with polynomial eigenfunctions
Gouriéroux, Christian
;
Renault, E.
;
Valéry, P.
- In:
Annales d'économie et de statistique
85
(
2007
),
pp. 115-130
Persistent link: https://www.econbiz.de/10003690229
Saved in:
7
The econometrics of individual risk : credit, insurance, and marketing
Gouriéroux, Christian
;
Jasiak, Joann
-
2007
Persistent link: https://www.econbiz.de/10003420329
Saved in:
8
Nonlinear innovations and impulse responses with application to VaR sensitivity
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Annales d'économie et de statistique
78
(
2005
),
pp. 1-31
Persistent link: https://www.econbiz.de/10003278419
Saved in:
9
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
10
Simulation estimation of dynamic discrete choice panel models with accelerated importance samplers
Zhang, Wei
;
Lee, Lung-fei
- In:
The econometrics journal
7
(
2004
)
1
,
pp. 120-142
Persistent link: https://www.econbiz.de/10002121982
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