//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Gouriéroux, Christian"
~person:"Paolella, Marc S."
~type_genre:"Article in journal"
~type_genre:"Government document"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Theorie
18
Theory
18
Estimation theory
11
Schätztheorie
11
Volatility
8
Volatilität
8
Estimation
6
Schätzung
6
Time series analysis
5
Zeitreihenanalyse
5
ARCH model
4
ARCH-Modell
4
Derivat
4
Derivative
4
Option pricing theory
4
Optionspreistheorie
4
Stochastic process
4
Stochastischer Prozess
4
Identification
3
Markov chain
3
Markov-Kette
3
Multivariate Analyse
3
Multivariate analysis
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Statistical distribution
3
Statistische Verteilung
3
Bubbles
2
Capital income
2
Correlation
2
Credit risk
2
Factor analysis
2
Faktorenanalyse
2
Financial market
2
Finanzmarkt
2
GARCH
2
Induktive Statistik
2
Kapitaleinkommen
2
Korrelation
2
Kreditrisiko
2
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
28
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
Government document
Aufsatz in Zeitschrift
30
Collection of articles of several authors
3
Sammelwerk
3
Festschrift
1
Language
All
English
Author
All
Gouriéroux, Christian
Paolella, Marc S.
Phillips, Peter C. B.
66
Linton, Oliver
46
Lee, Lung-fei
35
Taylor, Robert
32
Li, Qi
30
Ghysels, Eric
29
Robinson, Peter M.
29
Su, Liangjun
28
Pesaran, M. Hashem
27
Hsiao, Cheng
26
Park, Joon Y.
26
Gao, Jiti
25
Aït-Sahalia, Yacine
24
White, Halbert
24
Yu, Jun
24
Bollerslev, Tim
23
Chen, Songnian
23
Chen, Xiaohong
23
Koop, Gary
23
Swanson, Norman R.
23
Renault, Eric
22
Timmermann, Allan
22
McAleer, Michael
21
Schmidt, Peter
21
Todorov, Viktor
21
Xiao, Zhijie
21
Baltagi, Badi H.
20
Dufour, Jean-Marie
20
Lewbel, Arthur
20
Tauchen, George Eugene
20
Bai, Jushan
19
Andrews, Donald W. K.
18
Corradi, Valentina
18
Diebold, Francis X.
18
Horowitz, Joel
18
Ng, Serena
18
Slottje, Daniel Jonathan
18
Cai, Zongwu
17
Dijk, Herman K. van
17
more ...
less ...
Published in...
All
Journal of econometrics
Série des documents de travail / Centre de Recherche en Économie et Statistique
38
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Econometric theory
9
Annals of economics and statistics
7
Journal of banking & finance
7
Journal of empirical finance
7
Annales d'économie et de statistique
6
Econometrics : open access journal
5
Econometric reviews
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of economic dynamics & control
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Annals of financial economics
2
Economics letters
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics
2
Journal of forecasting
2
The Geneva papers on risk and insurance theory
2
The journal of credit risk : published quarterly by Incisive Media
2
Applied economics quarterly
1
Applied financial economics
1
Asia-Pacific financial markets
1
Covid economics : vetted and real-time papers
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Duration transition and count data models
1
Dynamique des marchés financiers et prévisions
1
European economic review : EER
1
Finance : revue de l'Association Française de Finance
1
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance
1
International review of economics & finance : IREF
1
Journal of economic literature
1
Journal of financial markets
1
Journal of housing economics
1
Journal of international money and finance
1
Journal of political economy
1
L'hétérogénéité en économétrie : numéro spécial
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
30
Showing
1
-
10
of
30
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time varying Markov process with partially observed aggregate data : an application to coronavirus
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013472828
Saved in:
2
Stationary bubble equilibria in rational expectation models
Gouriéroux, Christian
;
Jasiak, Joann
;
Monfort, Alain
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 714-735
Persistent link: https://www.econbiz.de/10012483178
Saved in:
3
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:
4
Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 493-515
Persistent link: https://www.econbiz.de/10012304579
Saved in:
5
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:
6
Double instrumental variable estimation of interaction models with big data
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 176-197
Persistent link: https://www.econbiz.de/10011918688
Saved in:
7
Noncausal vector autoregressive process: representation, identification and semi-parametric estimation
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 118-134
Persistent link: https://www.econbiz.de/10011897706
Saved in:
8
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:
9
Theoretical and financial econometrics : essays in honor of C. Gourieroux
Darolles, Serge
(
ed.
);
Renault, Eric
(
ed.
); …
-
2017
Persistent link: https://www.econbiz.de/10011918068
Saved in:
10
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->