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
The effects of chance correlat...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
90
Schätztheorie
90
Theorie
56
Theory
56
Time series analysis
23
Zeitreihenanalyse
23
Correlation
9
Credit risk
9
Estimation
9
Korrelation
9
Kreditrisiko
9
Schätzung
9
Core
8
VAR model
8
VAR-Modell
8
Identification
7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Risikomanagement
7
Risk management
7
Schock
7
Shock
7
Volatility
7
Volatilität
7
Risiko
6
Risk
6
Econometrics
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Portfolio selection
5
Portfolio-Management
5
Probability theory
5
Risikomaß
5
Risk measure
5
Statistical theory
5
Statistische Methodenlehre
5
Wahrscheinlichkeitsrechnung
5
Ökonometrie
5
Consistency
4
Markov chain
4
more ...
less ...
Online availability
All
Free
14
Undetermined
8
Type of publication
All
Book / Working Paper
53
Article
45
Type of publication (narrower categories)
All
Arbeitspapier
48
Working Paper
48
Graue Literatur
45
Non-commercial literature
45
Article in journal
37
Aufsatz in Zeitschrift
37
Amtsdruckschrift
17
Government document
17
Aufsatz im Buch
7
Book section
7
Collection of articles of several authors
2
Rezension
2
Sammelwerk
2
Mehrbändiges Werk
1
Multi-volume publication
1
more ...
less ...
Language
All
English
83
French
15
Author
All
Gouriéroux, Christian
Phillips, Peter C. B.
312
Pesaran, M. Hashem
235
Gao, Jiti
175
McAleer, Michael
166
Härdle, Wolfgang
154
Linton, Oliver
147
Kapetanios, George
145
Koopman, Siem Jan
142
Andrews, Donald W. K.
138
Newey, Whitney K.
137
Chernozhukov, Victor
126
Baltagi, Badi H.
116
Chen, Xiaohong
112
Ringle, Christian M.
104
Swanson, Norman R.
102
Heckman, James J.
99
Imbens, Guido
94
Robinson, Peter M.
93
White, Halbert
90
Franses, Philip Hans
89
Lechner, Michael
88
Lütkepohl, Helmut
87
Otsu, Taisuke
86
Dette, Holger
85
Sarstedt, Marko
85
Tsionas, Efthymios G.
85
Lee, Lung-fei
83
Nielsen, Morten Ørregaard
83
Teräsvirta, Timo
82
Wooldridge, Jeffrey M.
82
Dufour, Jean-Marie
81
Engle, Robert F.
80
Horowitz, Joel
80
Bera, Anil K.
79
Croux, Christophe
79
Li, Qi
78
Ullah, Aman
78
Lucas, André
77
Diebold, Francis X.
76
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Ecole nationale de la statistique et de l'administration économique <Frankreich>
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
13
Journal of econometrics
12
Série des documents de travail
11
Annales d'économie et de statistique
6
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
4
Econometric theory
4
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
Discussion papers of interdisciplinary research project 373
2
Journal of banking & finance
2
L' Actualité économique : revue trimest.
2
CORE discussion paper : DP
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
Econométrie non linéaire asymptotique
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of economic literature
1
Journal of empirical finance
1
L' économétrie appliquée
1
L'hétérogénéité en économétrie : numéro spécial
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
Themes in modern econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
98
Showing
1
-
10
of
98
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
Spread term structure and default
correlation
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 175-223
Persistent link: https://www.econbiz.de/10011592744
Saved in:
3
Kernel based nonlinear canonical analysis and time reversibility
Darolles, Serge
;
Florens, Jean-Pierre
;
Gouriéroux, …
-
2000
Persistent link: https://www.econbiz.de/10001487993
Saved in:
4
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:
5
Migration
correlation
: definition and efficient estimation
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of banking & finance
29
(
2005
)
4
,
pp. 865-894
Persistent link: https://www.econbiz.de/10002600307
Saved in:
6
Correlated risks vs contagion in stochastic transition models
Gagliardini, Patrick
;
Gouriéroux, Christian
-
2012
Persistent link: https://www.econbiz.de/10009553161
Saved in:
7
Nonlinear persistence and copersistence
Gouriéroux, Christian
;
Jasiak, Joann
-
1999
Persistent link: https://www.econbiz.de/10009758935
Saved in:
8
Correlated risks vs contagion in stochastic transition models
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of economic dynamics & control
37
(
2013
)
11
,
pp. 2241-2269
Persistent link: https://www.econbiz.de/10010196887
Saved in:
9
La
corrélation
de migration : méthode d'estimation et application aux historiques de notation des entreprises françaises
Foulcher, S.
;
Gouriéroux, Christian
;
Tiomo, André
- In:
Annales d'économie et de statistique
82
(
2006
),
pp. 71-101
Persistent link: https://www.econbiz.de/10003510993
Saved in:
10
Statistics and econometric models
Gouriéroux, Christian
;
Monfort, Alain
-
1995
Persistent link: https://www.econbiz.de/10000912774
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...
