//--> //--> //--> //-->
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"
~subject:"Time series analysis"
~type_genre:"Arbeitspapier"
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
Estimation theory
45
Schätztheorie
45
Theorie
27
Theory
27
Zeitreihenanalyse
16
Core
6
Volatility
5
Volatilität
5
Estimation
4
Identification
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Risikomanagement
4
Risikomaß
4
Risk management
4
Risk measure
4
Schätzung
4
VAR model
4
VAR-Modell
4
Composite Likelihood
3
Consistency
3
Correlation
3
Einheitswurzeltest
3
Induktive Statistik
3
Korrelation
3
Portfolio selection
3
Portfolio-Management
3
Pseudo Maximum Likelihood
3
Risiko
3
Risk
3
Schock
3
Shock
3
Statistical inference
3
Unit root test
3
ARCH Model
2
Asymptotic Single Risk Factor
2
Autocorrelation
2
more ...
less ...
Online availability
All
Free
7
Type of publication
All
Book / Working Paper
16
Type of publication (narrower categories)
All
Arbeitspapier
Working Paper
16
Graue Literatur
15
Non-commercial literature
15
Amtsdruckschrift
6
Article in journal
6
Aufsatz in Zeitschrift
6
Government document
6
Rezension
1
more ...
less ...
Language
All
English
16
Author
All
Gouriéroux, Christian
Koopman, Siem Jan
42
Gao, Jiti
41
Phillips, Peter C. B.
29
Johansen, Søren
26
Lucas, André
26
Nielsen, Morten Ørregaard
24
Lütkepohl, Helmut
23
Maravall Herrero, Agustín
23
Franses, Philip Hans
22
Teräsvirta, Timo
21
Pesaran, M. Hashem
20
Härdle, Wolfgang
18
Sibbertsen, Philipp
18
Kapetanios, George
15
Peng, Bin
15
Hyndman, Rob J.
14
Caporale, Guglielmo Maria
13
Ooms, Marius
13
Swanson, Norman R.
13
Weihs, Claus
13
Blasques, Francisco
12
Breitung, Jörg
12
Gómez, Víctor
12
Bauwens, Luc
11
Gil-Alaña, Luis A.
11
Koop, Gary
11
Linton, Oliver
11
Croux, Christophe
10
Dong, Chaohua
10
Fried, Roland
10
Hallin, Marc
10
McAleer, Michael
10
Nielsen, Bent
10
Taylor, Robert
10
Bailey, Natalia
9
Beran, Jan
9
Brännäs, Kurt
9
Hecq, Alain W. J.
9
Li, Degui
9
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
8
Série des documents de travail
6
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
4
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
Discussion papers of interdisciplinary research project 373
1
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
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
Nonlinear persistence and copersistence
Gouriéroux, Christian
;
Jasiak, Joann
-
1999
Persistent link: https://www.econbiz.de/10009758935
Saved in:
3
Calibration by simulation for small sample bias correction
Gouriéroux, Christian
;
Renault, Eric
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924119
Saved in:
4
Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996742
Saved in:
5
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:
6
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:
7
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2017
Persistent link: https://www.econbiz.de/10012197835
Saved in:
8
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2016
-
March 2016, revised version
Persistent link: https://www.econbiz.de/10011855307
Saved in:
9
Kernel autocorrelogram for time deformed processes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1996
Persistent link: https://www.econbiz.de/10000950447
Saved in:
10
Rank tests for unit roots
Breitung, Jörg
;
Gouriéroux, Christian
-
1996
Persistent link: https://www.econbiz.de/10000950453
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->