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subject:"Statistical theory"
type_genre:"Amtsdruckschrift"
~person:"Gouriéroux, Christian"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Aufsatzsammlung"
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Search: subject_exact:"Estimation theory"
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Statistical theory
Time series analysis
Estimation theory
47
Schätztheorie
47
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33
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33
Zeitreihenanalyse
8
Estimation
6
Schätzung
6
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4
Statistische Methodenlehre
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Gouriéroux, Christian
Phillips, Peter C. B.
30
Leybourne, Stephen James
18
Linton, Oliver
16
Lütkepohl, Helmut
16
Taylor, Robert
16
Teräsvirta, Timo
16
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15
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15
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14
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13
Gao, Jiti
13
Hassler, Uwe
13
Ghysels, Eric
12
Hendry, David F.
12
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12
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11
Xiao, Zhijie
11
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10
Baillie, Richard
10
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10
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10
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10
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10
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10
Koop, Gary
10
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10
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10
Tauchen, George Eugene
10
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10
Baltagi, Badi H.
9
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9
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9
Li, Jia
9
Westerlund, Joakim
9
White, Halbert
9
Zakoïan, Jean-Michel
9
Boswijk, Herman Peter
8
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8
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8
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Série des documents de travail / Centre de Recherche en Économie et Statistique
5
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
4
Journal of econometrics
2
Annals of economics and statistics
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
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ECONIS (ZBW)
12
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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
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:
3
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:
4
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:
5
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
-
2001
Persistent link: https://www.econbiz.de/10001626924
Saved in:
6
Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996742
Saved in:
7
Instrumental models and indirect encompassing
Dhaene, Geert
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
3
,
pp. 673-688
Persistent link: https://www.econbiz.de/10001240756
Saved in:
8
Non-nested hypotheses and instrumental models
Dhaene, Geert
;
Gouriéroux, Christian
;
Scaillet, Olivier
-
1996
Persistent link: https://www.econbiz.de/10000927795
Saved in:
9
Kernel autocorrelogram for time deformed processes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1996
Persistent link: https://www.econbiz.de/10000950447
Saved in:
10
Calibration by simulation for small sample bias correction
Gouriéroux, Christian
;
Renault, Eric
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924119
Saved in:
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