//--> //--> //--> //-->
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
~person:"Gouriéroux, Christian"
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: subject:"method"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
90
Schätztheorie
90
Theorie
79
Theory
79
Time series analysis
26
Zeitreihenanalyse
26
Econometrics
19
Ökonometrie
19
Method of moments
14
Momentenmethode
14
Estimation
12
Schätzung
12
Statistical theory
12
Statistische Methodenlehre
12
Risikoprämie
11
Risk premium
11
Derivat
10
Derivative
10
CAPM
9
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Portfolio selection
8
Portfolio-Management
8
VAR model
8
VAR-Modell
8
Identification
7
Risikomanagement
7
Risk management
7
Volatility
7
Volatilität
7
Core
6
Schock
6
Shock
6
Credit risk
5
Financial market
5
Finanzmarkt
5
Kreditrisiko
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Probability theory
5
more ...
less ...
Online availability
All
Free
18
Undetermined
11
Type of publication
All
Book / Working Paper
74
Article
51
Type of publication (narrower categories)
All
Arbeitspapier
59
Working Paper
59
Graue Literatur
56
Non-commercial literature
56
Article in journal
45
Aufsatz in Zeitschrift
45
Amtsdruckschrift
17
Government document
17
Aufsatz im Buch
7
Book section
7
Collection of articles of several authors
4
Sammelwerk
4
Bibliografie enthalten
3
Bibliography included
3
Lehrbuch
3
Textbook
3
Rezension
2
Festschrift
1
Mehrbändiges Werk
1
Multi-volume publication
1
more ...
less ...
Language
All
English
106
French
18
Undetermined
1
Author
All
Gouriéroux, Christian
Phillips, Peter C. B.
411
Pesaran, M. Hashem
351
McAleer, Michael
343
Gupta, Rangan
317
Franses, Philip Hans
279
Härdle, Wolfgang
247
Kapetanios, George
242
Diebold, Francis X.
238
Marcellino, Massimiliano
235
Linton, Oliver
221
Koopman, Siem Jan
214
Gao, Jiti
207
Hendry, David F.
199
Timmermann, Allan
199
Baltagi, Badi H.
185
Swanson, Norman R.
184
Chernozhukov, Victor
167
Heckman, James J.
165
Kilian, Lutz
159
Andrews, Donald W. K.
157
Ravazzolo, Francesco
156
Clark, Todd E.
153
Koop, Gary
151
Newey, Whitney K.
151
Stock, James H.
146
Clements, Michael P.
144
Ghysels, Eric
144
Schorfheide, Frank
142
Dijk, Herman K. van
141
Pierdzioch, Christian
141
Hyndman, Rob J.
134
Lütkepohl, Helmut
134
Chen, Xiaohong
132
Croux, Christophe
131
White, Halbert
128
Imbens, Guido
120
Watson, Mark W.
120
McCracken, Michael W.
119
Rossi, Barbara
119
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
1
Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
Université catholique de Louvain / Center for Operations Research and Econometrics
1
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
35
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
14
Journal of econometrics
13
Série des documents de travail
11
Econometric theory
6
Annales d'économie et de statistique
5
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
5
Annals of economics and statistics
3
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
3
Themes in modern econometrics
3
CORE discussion paper : DP
2
Discussion papers of interdisciplinary research project 373
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of empirical finance
2
L' Actualité économique : revue trimest.
2
Princeton series in finance
2
Research paper series / Swiss Finance Institute
2
Swiss Finance Institute Research Paper
2
CEA_372Cass working paper series
1
CORE lecture series
1
CORE lectures
1
Collection "Economie et statistiques avancées"
1
Discussion paper
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Duration transition and count data models
1
Economie publique : revue de l'Institut d'Economie Publique
1
Econométrie non linéaire asymptotique
1
Finance : revue de l'Association Française de Finance
1
Journal de la Société de Statistique de Paris
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic literature
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
L' économétrie appliquée
1
L'hétérogénéité en économétrie : numéro spécial
1
Marchés financiers et gestion de portefeuilles: une mise en perspective des nouveaux outils
1
Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
1
Recherches économiques de Louvain
1
Springer series in statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
124
RePEc
1
Showing
1
-
10
of
125
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Generalized covariance estimator
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1315-1327
Persistent link: https://www.econbiz.de/10014448640
Saved in:
2
Long run predictions
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Annals of economics and statistics
145
(
2022
),
pp. 75-90
Persistent link: https://www.econbiz.de/10013464960
Saved in:
3
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:
4
Time varying Markov process with partially observed aggregate data : an application to coronavirus
Gouriéroux, Christian
;
Jasiak, Joann
-
2020
-
Revised: May 8, 2020
Persistent link: https://www.econbiz.de/10012286438
Saved in:
5
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:
6
The tradability premium on the S&P 500 Index
Gouriéroux, Christian
;
Jasiak, Joann
;
Xu, Peng
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 461-495
Persistent link: https://www.econbiz.de/10011623634
Saved in:
7
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:
8
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2017
Persistent link: https://www.econbiz.de/10012197830
Saved in:
9
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:
10
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->