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type_genre:"Congress report"
type_genre:"Working Paper"
~person:"Gouriéroux, Christian"
~subject:"Regressionsanalyse"
~subject:"Theorie"
~type_genre:"Amtsdruckschrift"
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Search: subject_exact:"Estimation theory"
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Regressionsanalyse
Theorie
Estimation theory
45
Schätztheorie
45
Theory
22
Time series analysis
13
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13
Core
5
Volatility
5
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5
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4
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4
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4
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4
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2
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2
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2
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2
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2
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2
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22
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22
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18
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15
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Gouriéroux, Christian
Härdle, Wolfgang
83
Phillips, Peter C. B.
53
Dette, Holger
41
Pesaran, M. Hashem
40
Franses, Philip Hans
31
Chernozhukov, Victor
27
Swanson, Norman R.
26
Imbens, Guido
25
Maravall Herrero, Agustín
23
Gao, Jiti
20
McAleer, Michael
20
Newey, Whitney K.
20
Kohn, Robert
19
Heckman, James J.
18
Kleibergen, Frank
18
Mammen, Enno
18
Robert, Christian P.
18
Stahlecker, Peter
18
Diebold, Francis X.
17
Čížek, Pavel
17
Angrist, Joshua D.
16
Kapetanios, George
16
Linton, Oliver
16
Spokojnyj, Vladimir G.
16
Giles, David E. A.
15
Sheather, Simon J.
15
Dufour, Jean-Marie
14
Feng, Yuanhua
14
Horowitz, Joel
14
Robinson, Peter M.
14
Scaillet, Olivier
14
Weidner, Martin
14
Zakoïan, Jean-Michel
14
Andrews, Donald W. K.
13
Cai, Zongwu
13
Fernández-Val, Iván
13
Giles, Judith A.
13
Marcellino, Massimiliano
13
Neumeyer, Natalie
13
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Série des documents de travail / Centre de Recherche en Économie et Statistique
16
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
CORE discussion paper : DP
1
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ECONIS (ZBW)
22
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1
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
2
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
-
2001
Persistent link: https://www.econbiz.de/10001626924
Saved in:
3
Local likelihood density estimation and value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
-
Rev. version
Persistent link: https://www.econbiz.de/10001626927
Saved in:
4
Compound autoregressive models
Darolles, Serge
;
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
Persistent link: https://www.econbiz.de/10001596247
Saved in:
5
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001456589
Saved in:
6
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
Saved in:
7
Truncated maximum likelihood, and nonparametric tail analysis
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000987029
Saved in:
8
Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996742
Saved in:
9
Dynamiques tronquées et estimation de modèles de diffusion
Darolles, Serge
;
Gouriéroux, Christian
-
1997
Persistent link: https://www.econbiz.de/10000956286
Saved in:
10
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
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