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type_genre:"Congress report"
type_genre:"Working Paper"
~person:"Gouriéroux, Christian"
~subject:"Identification"
~subject:"Theory"
~subject:"VAR-Modell"
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Search: subject_exact:"Estimation theory"
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Identification
Theory
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Estimation theory
45
Schätztheorie
45
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22
Time series analysis
13
Zeitreihenanalyse
13
Core
5
Volatility
5
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Estimation
4
Maximum likelihood estimation
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Impulse Response Functions
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Gouriéroux, Christian
Härdle, Wolfgang
56
Lütkepohl, Helmut
36
Pesaran, M. Hashem
35
Franses, Philip Hans
29
Kilian, Lutz
26
Maravall Herrero, Agustín
24
Swanson, Norman R.
24
Imbens, Guido
22
Phillips, Peter C. B.
22
Winker, Peter
20
Kohn, Robert
19
Heckman, James J.
18
Stahlecker, Peter
18
Newey, Whitney K.
17
Robert, Christian P.
17
Kleibergen, Frank
16
McAleer, Michael
16
Zakoïan, Jean-Michel
16
Diebold, Francis X.
15
Giles, David E. A.
15
Sentana, Enrique
15
Sheather, Simon J.
15
Spokojnyj, Vladimir G.
15
Angrist, Joshua D.
14
Monfort, Alain
14
Staszewska-Bystrova, Anna
14
Teräsvirta, Timo
14
Fiorentini, Gabriele
13
Francq, Christian
13
Giles, Judith A.
13
Inoue, Atsushi
13
Kapetanios, George
13
Andrews, Donald W. K.
12
Arnold, Bernhard
12
Breitung, Jörg
12
Dufour, Jean-Marie
12
Guégan, Dominique
12
Huschens, Stefan
12
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Série des documents de travail / Centre de Recherche en Économie et Statistique
17
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
11
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
4
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4
CORE discussion paper : DP
1
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ECONIS (ZBW)
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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
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
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:
6
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
7
Compound autoregressive models
Darolles, Serge
;
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
Persistent link: https://www.econbiz.de/10001596247
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
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001456589
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