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~person:"Gouriéroux, Christian"
~person:"Hahn, Jinyong"
~person:"Hall, Alastair R."
~person:"Imbens, Guido W."
~subject:"Noncausal process"
~subject:"Schätztheorie"
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Noncausal process
Schätztheorie
Statistical theory
35
Statistische Methodenlehre
35
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22
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22
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22
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8
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1996
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21
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Gouriéroux, Christian
Hahn, Jinyong
Hall, Alastair R.
Imbens, Guido W.
MacKinnon, James G.
18
Bera, Anil K.
14
Angrist, Joshua D.
13
Davidson, Russell
13
McAleer, Michael
13
White, Halbert
11
Godfrey, L. G.
10
Pesaran, M. Hashem
10
Magnus, Jan R.
9
Ploberger, Werner
9
Robert, Christian P.
9
Andrews, Donald W. K.
8
Dufour, Jean-Marie
8
Imbens, Guido
8
King, Maxwell L.
8
Lee, Lung-Fei
8
Dastoor, Naorayex K.
7
Phillips, Peter C. B.
7
Bauwens, Luc
6
Bekaert, Geert
6
Diebold, Francis X.
6
Ericsson, Neil R.
6
Ghysels, Eric
6
Hodrick, Robert J.
6
Hong, Yongmiao
6
Krueger, Alan B.
6
Lee, Cheng F.
6
Lee, John C.
6
Silvapulle, Paramsothy
6
Startz, Richard
6
Urbain, Jean-Pierre
6
Zellner, Arnold
6
Bierens, Herman J.
5
Fisher, Gordon
5
Foster, Dean P.
5
Hansen, Bruce E.
5
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ECONIS (ZBW)
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1
Statistics and econometric models
Gouriéroux, Christian
;
Monfort, Alain
-
1995
Persistent link: https://www.econbiz.de/10000912774
Saved in:
2
Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.
;
Hahn, Jinyong
;
Tay, Anthony S. A.
-
1998
Persistent link: https://www.econbiz.de/10000998139
Saved in:
3
Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.
;
Hahn, Jinyong
;
Tay, Anthony S.
-
1998
Persistent link: https://www.econbiz.de/10000682409
Saved in:
4
Résidus généralisés, résidus simulés et leur utilisation dans les modèles non linéaires
Gouriéroux, Christian
(
contributor
)
Persistent link: https://www.econbiz.de/10001266396
Saved in:
5
A test for structural stability of Euler conditions parameters estimated via the generalized method of moments estimator
Ghysels, Eric
- In:
International economic review
31
(
1990
)
2
,
pp. 355-364
Persistent link: https://www.econbiz.de/10001087269
Saved in:
6
A simplified method of calculating the score test for serial correlation in multivariate models
Hall, Alastair R.
- In:
Economics letters
21
(
1986
)
2
,
pp. 159-161
Persistent link: https://www.econbiz.de/10001016549
Saved in:
7
Generalized predictive tests and structural change analysis in econometrics
Dufour, Jean-Marie
- In:
International economic review
35
(
1994
)
1
,
pp. 199-229
Persistent link: https://www.econbiz.de/10001160467
Saved in:
8
Predictive tests for structural change with unknown breakpoint
Ghysels, Eric
- In:
Journal of econometrics
82
(
1998
)
2
,
pp. 209-233
Persistent link: https://www.econbiz.de/10001234579
Saved in:
9
Instrumental models and indirect encompassing
Dhaene, Geert
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
3
,
pp. 673-688
Persistent link: https://www.econbiz.de/10001240756
Saved in:
10
Non-nested hypotheses and instrumental models
Dhaene, Geert
;
Gouriéroux, Christian
;
Scaillet, Olivier
-
1996
Persistent link: https://www.econbiz.de/10000927795
Saved in:
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