//--> //--> //--> //-->
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
Diagnostic testing and exact m...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
90
Schätztheorie
90
Theorie
64
Theory
64
Time series analysis
25
Zeitreihenanalyse
25
Econometrics
19
Ökonometrie
19
Statistical theory
12
Statistische Methodenlehre
12
Estimation
10
Schätzung
10
VAR model
8
VAR-Modell
8
Identification
7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Portfolio selection
7
Portfolio-Management
7
Risikomanagement
7
Risk management
7
Volatility
7
Volatilität
7
Core
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Schock
6
Shock
6
Financial market
5
Finanzmarkt
5
Probability theory
5
Risikomaß
5
Risk measure
5
Wahrscheinlichkeitsrechnung
5
Consistency
4
Credit risk
4
Kreditrisiko
4
Risiko
4
Risk
4
ARCH Model
3
more ...
less ...
Online availability
All
Free
13
Undetermined
9
Type of publication
All
Book / Working Paper
62
Article
43
Type of publication (narrower categories)
All
Arbeitspapier
48
Working Paper
48
Graue Literatur
45
Non-commercial literature
45
Article in journal
36
Aufsatz in Zeitschrift
36
Amtsdruckschrift
17
Government document
17
Aufsatz im Buch
8
Book section
8
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
89
French
16
Author
All
Gouriéroux, Christian
Phillips, Peter C. B.
354
Pesaran, M. Hashem
217
Baltagi, Badi H.
174
Härdle, Wolfgang
168
Gao, Jiti
167
McAleer, Michael
154
Linton, Oliver
150
Andrews, Donald W. K.
143
Newey, Whitney K.
143
Heckman, James J.
141
Chernozhukov, Victor
128
Koopman, Siem Jan
123
Chen, Xiaohong
109
White, Halbert
105
Hendry, David F.
103
Imbens, Guido
102
Wooldridge, Jeffrey M.
102
Swanson, Norman R.
100
Kapetanios, George
99
Lütkepohl, Helmut
98
Lechner, Michael
92
Franses, Philip Hans
89
Lee, Lung-fei
87
Otsu, Taisuke
87
Ullah, Aman
86
Nielsen, Morten Ørregaard
85
Robinson, Peter M.
85
Sentana, Enrique
84
Hsiao, Cheng
83
Stock, James H.
83
Angrist, Joshua D.
82
Dette, Holger
80
Diebold, Francis X.
80
Horowitz, Joel
80
Li, Qi
80
MacKinnon, James G.
79
Johansen, Søren
78
Bera, Anil K.
76
Dufour, Jean-Marie
76
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
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
29
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
14
Journal of econometrics
12
Série des documents de travail
11
Annales d'économie et de statistique
5
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
5
Econometric theory
5
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
Annals of economics and statistics
2
Discussion papers of interdisciplinary research project 373
2
L' Actualité économique : revue trimest.
2
Princeton series in finance
2
CORE discussion paper : DP
1
CORE lecture series
1
CORE lectures
1
Collection "Economie et statistiques avancées"
1
Discussion paper
1
Duration transition and count data models
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics of risk
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 empirical finance
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
Springer series in statistics
1
Statistics and econometric models
1
The economic journal : the journal of the Royal Economic Society
1
The review of economic studies : RES
1
more ...
less ...
Source
All
ECONIS (ZBW)
105
Showing
1
-
10
of
105
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pseudo maximum likelihood method, adjusted pseudo maximum likelihood method and covariance estimators
Broze, Laurence
;
Gouriéroux, Christian
-
1995
Persistent link: https://www.econbiz.de/10000919516
Saved in:
2
Pitfalls in the estimation of continuous time interest rate models : the case of the CIR model
Gouriéroux, Christian
;
Monfort, Alain
- In:
Annals of economics and statistics
109/110
(
2013
),
pp. 25-61
Persistent link: https://www.econbiz.de/10009779723
Saved in:
3
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:
4
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2016
Persistent link: https://www.econbiz.de/10012196256
Saved in:
5
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2017
Persistent link: https://www.econbiz.de/10012197830
Saved in:
6
[Rezension von: Gourieroux, Christian; Jasiak, Joann, The econometrics of individual risk, credit, insurance, and marketing]
Sherris, Michael
- In:
Journal of economic literature
45
(
2007
)
4
,
pp. 1049-1053
Persistent link: https://www.econbiz.de/10003632655
Saved in:
7
The econometrics of individual risk : credit, insurance, and marketing
Gouriéroux, Christian
;
Jasiak, Joann
-
2007
Persistent link: https://www.econbiz.de/10003420329
Saved in:
8
L'économétrie appliquée
Gouriéroux, Christian
(
contributor
); …
- In:
L' Actualité économique : revue trimest.
73
(
1997
)
1
Persistent link: https://www.econbiz.de/10001238879
Saved in:
9
Statistics and econometric models
Gouriéroux, Christian
;
Monfort, Alain
-
1995
Persistent link: https://www.econbiz.de/10000912774
Saved in:
10
Covariance estimators and adjusted pseudo maximum likelihood method
Broze, Laurence
-
1993
Persistent link: https://www.econbiz.de/10013452779
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...
//-->