//--> //--> //--> //-->
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"
~person:"Swanson, Norman R."
~subject:"Time series analysis"
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
Cycling on the extensive and i...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Schätztheorie
186
Estimation theory
174
Theorie
106
Theory
98
Zeitreihenanalyse
56
Prognoseverfahren
35
Forecasting model
31
IV-Schätzung
23
Instrumental variables
23
Schätzung
23
Estimation
22
Volatility
17
Volatilität
17
Heteroskedastizität
14
Modellierung
14
Bootstrap-Verfahren
12
Scientific modelling
12
Bootstrap approach
11
Heteroscedasticity
11
VAR model
11
VAR-Modell
11
USA
10
Correlation
9
Credit risk
9
Korrelation
9
Kreditrisiko
9
United States
9
Core
8
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Regression analysis
8
Regressionsanalyse
8
Identification
7
Panel
7
Panel study
7
Risikomanagement
7
Risk management
7
Schock
7
Shock
7
more ...
less ...
Online availability
All
Free
25
Undetermined
4
Type of publication
All
Book / Working Paper
40
Article
14
Type of publication (narrower categories)
All
Arbeitspapier
29
Working Paper
29
Graue Literatur
28
Non-commercial literature
28
Article in journal
12
Aufsatz in Zeitschrift
12
Amtsdruckschrift
6
Government document
6
Systematic review
2
Übersichtsarbeit
2
Aufsatz im Buch
1
Book section
1
Reprint
1
Rezension
1
more ...
less ...
Language
All
English
53
French
1
Author
All
Gouriéroux, Christian
Swanson, Norman R.
Phillips, Peter C. B.
108
Gao, Jiti
81
Koopman, Siem Jan
75
Franses, Philip Hans
49
Johansen, Søren
48
Lütkepohl, Helmut
48
Teräsvirta, Timo
44
Pesaran, M. Hashem
39
Lucas, André
38
Nielsen, Morten Ørregaard
38
Kapetanios, George
34
Linton, Oliver
34
Harvey, Andrew C.
30
Koop, Gary
30
Caporale, Guglielmo Maria
29
Hassler, Uwe
29
Härdle, Wolfgang
29
Robinson, Peter M.
28
Sibbertsen, Philipp
28
Taylor, Robert
28
Breitung, Jörg
26
Engle, Robert F.
26
Li, Degui
26
Nelson, Daniel B.
26
Peng, Bin
26
Stock, James H.
26
Blasques, Francisco
25
Leybourne, Stephen James
25
Maravall Herrero, Agustín
25
McAleer, Michael
25
Perron, Pierre
25
Watson, Mark W.
25
Dong, Chaohua
23
Haldrup, Niels
23
Nielsen, Bent
23
Chambers, Marcus J.
22
Westerlund, Joakim
22
Bauwens, Luc
21
more ...
less ...
Institution
All
Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Published in...
All
Working papers / Rutgers University, Department of Economics
9
Série des documents de travail / Centre de Recherche en Économie et Statistique
8
Série des documents de travail
6
Journal of econometrics
5
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
4
Working papers / Federal Reserve Bank of Philadelphia, Research Department
3
FRB of Philadelphia Working Paper
2
Annals of economics and statistics
1
Applied financial economics
1
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
Collection "Economie et statistiques avancées"
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion paper / Tinbergen Institute
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
Discussion papers of interdisciplinary research project 373
1
Econometric reviews
1
Econometric theory
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of macroeconomics
1
Springer series in statistics
1
The economic journal : the journal of the Royal Economic Society
1
The review of economic studies : RES
1
Time-series methods and applications
1
more ...
less ...
Source
All
ECONIS (ZBW)
54
Showing
1
-
10
of
54
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Kernel based nonlinear canonical analysis and time reversibility
Darolles, Serge
;
Florens, Jean-Pierre
;
Gouriéroux, …
-
2000
Persistent link: https://www.econbiz.de/10001487993
Saved in:
2
Kernel-based nonlinear canonical analysis and time reversibility
Darolles, Serge
;
Florens, Jean-Pierre
;
Gouriéroux, …
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 323-353
Persistent link: https://www.econbiz.de/10001956316
Saved in:
3
Nonlinear persistence and copersistence
Gouriéroux, Christian
;
Jasiak, Joann
-
1999
Persistent link: https://www.econbiz.de/10009758935
Saved in:
4
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:
5
Testing the adequacy of log versus level data transformations using macroeconomic time series
Franses, Philip Hans
;
Swanson, Norman R.
-
1996
Persistent link: https://www.econbiz.de/10000945706
Saved in:
6
Impulse response functions based on a causal approach to residual orthogonalization in vector autoregressions
Swanson, Norman R.
;
Granger, C. W. J.
-
1992
Persistent link: https://www.econbiz.de/10000853659
Saved in:
7
Calibration by simulation for small sample bias correction
Gouriéroux, Christian
;
Renault, Eric
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924119
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
A general approach to serial
correlation
Gouriéroux, Christian
- In:
Econometric theory
1
(
1985
)
3
,
pp. 315-340
Persistent link: https://www.econbiz.de/10001072756
Saved in:
10
An introduction to stochastic unit-root processes
Granger, C. W. J.
- In:
Journal of econometrics
80
(
1997
)
1
,
pp. 35-62
Persistent link: https://www.econbiz.de/10001223464
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->