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type_genre:"Bibliography included"
type_genre:"Publication in honor of a person"
~person:"Gouriéroux, Christian"
~subject:"Risk management"
~subject:"Theorie"
~subject:"VAR-Modell"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Estimation theory
42
Schätztheorie
42
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22
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12
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12
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5
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Gouriéroux, Christian
Härdle, Wolfgang
56
Lütkepohl, Helmut
36
Pesaran, M. Hashem
34
Franses, Philip Hans
29
Kilian, Lutz
24
Swanson, Norman R.
24
Imbens, Guido
23
Maravall Herrero, Agustín
23
Phillips, Peter C. B.
22
Winker, Peter
21
Kohn, Robert
19
Brännäs, Kurt
18
Heckman, James J.
18
Stahlecker, Peter
18
Robert, Christian P.
17
Spokojnyj, Vladimir G.
17
Giles, David E. A.
16
Kleibergen, Frank
16
McAleer, Michael
16
Monfort, Alain
15
Sheather, Simon J.
15
Staszewska-Bystrova, Anna
15
Teräsvirta, Timo
15
Zakoïan, Jean-Michel
15
Angrist, Joshua D.
14
Diebold, Francis X.
14
Kapetanios, George
14
Sentana, Enrique
14
Breitung, Jörg
13
Francq, Christian
13
Giles, Judith A.
13
Koop, Gary
13
Newey, Whitney K.
13
Andrews, Donald W. K.
12
Arnold, Bernhard
12
Dufour, Jean-Marie
12
Fiorentini, Gabriele
12
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12
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12
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Série des documents de travail / Centre de Recherche en Économie et Statistique
17
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11
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5
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
4
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1
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ECONIS (ZBW)
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1
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2017
Persistent link: https://www.econbiz.de/10012197830
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
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:
5
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2016
Persistent link: https://www.econbiz.de/10012196256
Saved in:
6
Revisiting identification and estimation in structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
-
2014
-
rev. October 2014
Persistent link: https://www.econbiz.de/10010465167
Saved in:
7
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
8
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
-
2001
Persistent link: https://www.econbiz.de/10001626924
Saved in:
9
Local likelihood density estimation and value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
-
Rev. version
Persistent link: https://www.econbiz.de/10001626927
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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