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
Information theoretic methods...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
90
Schätztheorie
90
Theorie
52
Theory
52
Time series analysis
20
Zeitreihenanalyse
20
Estimation
9
Schätzung
9
VAR model
8
VAR-Modell
8
Econometrics
7
Identification
7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Risikomanagement
7
Risk management
7
Volatility
7
Volatilität
7
Ökonometrie
7
Core
6
Schock
6
Shock
6
Statistical theory
6
Statistische Methodenlehre
6
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Portfolio selection
5
Portfolio-Management
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
Big Data
3
Composite Likelihood
3
more ...
less ...
Online availability
All
Free
13
Undetermined
8
Type of publication
All
Book / Working Paper
52
Article
40
Type of publication (narrower categories)
All
Arbeitspapier
45
Working Paper
45
Graue Literatur
43
Non-commercial literature
43
Article in journal
32
Aufsatz in Zeitschrift
32
Amtsdruckschrift
15
Government document
15
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
78
French
14
Author
All
Gouriéroux, Christian
Phillips, Peter C. B.
303
Pesaran, M. Hashem
192
Gao, Jiti
164
Härdle, Wolfgang
147
Linton, Oliver
145
McAleer, Michael
143
Andrews, Donald W. K.
137
Kleijnen, Jack P. C.
137
Newey, Whitney K.
130
Chernozhukov, Victor
114
Baltagi, Badi H.
111
Chen, Xiaohong
105
Swanson, Norman R.
101
Koopman, Siem Jan
98
Kapetanios, George
97
Heckman, James J.
93
Imbens, Guido
92
White, Halbert
89
Lütkepohl, Helmut
86
Lechner, Michael
85
Creedy, John
83
Otsu, Taisuke
83
Dette, Holger
81
Franses, Philip Hans
81
Lee, Lung-fei
80
Robinson, Peter M.
80
Sutherland, Holly
79
Wooldridge, Jeffrey M.
79
MacKinnon, James G.
77
Ullah, Aman
76
Li, Qi
75
Bera, Anil K.
74
Dufour, Jean-Marie
74
West, Kenneth D.
74
Stock, James H.
73
Horowitz, Joel
72
Simar, Léopold
72
Nielsen, Morten Ørregaard
71
Su, Liangjun
69
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
26
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
13
Journal of econometrics
11
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
4
Econometric theory
4
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
3
Annals of economics and statistics
2
Discussion papers of interdisciplinary research project 373
2
L' Actualité économique : revue trimest.
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
Econométrie non linéaire asymptotique
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
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)
92
Showing
41
-
50
of
92
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
41
Revisiting identification and estimation in structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
-
2014
-
rev. October 2014
Persistent link: https://www.econbiz.de/10010465167
Saved in:
42
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2017
Persistent link: https://www.econbiz.de/10012197830
Saved in:
43
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:
44
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:
45
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2017
Persistent link: https://www.econbiz.de/10012197835
Saved in:
46
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:
47
Least impulse response estimator for stress test exercises
Gouriéroux, Christian
;
Lu, Yang
- In:
Journal of banking & finance
103
(
2019
),
pp. 62-77
Persistent link: https://www.econbiz.de/10012163773
Saved in:
48
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
- In:
Annals of economics and statistics
125/126
(
2017
),
pp. 187-218
Persistent link: https://www.econbiz.de/10011744364
Saved in:
49
Robust analysis of the Martingale Hypothesis
Gouriéroux, Christian
;
Jasiak, Joann
-
2016
Persistent link: https://www.econbiz.de/10011855294
Saved in:
50
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:
First
Prev
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...
