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~subject:"Time series analysis"
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Time series analysis
Theorie
251
Theory
251
Estimation theory
113
Schätztheorie
113
Yield curve
61
Zinsstruktur
61
Credit risk
51
Kreditrisiko
51
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48
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Gouriéroux, Christian
42
Monfort, Alain
21
Jasiak, Joann
13
Renne, Jean-Paul
9
Renault, Eric
4
Roussellet, Guillaume
4
Breitung, Jörg
3
Brown, Bryan W.
2
Darolles, Serge
2
Dijk, Herman K. van
2
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2
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2
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2
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1
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1
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Ecole nationale de la statistique et de l'administration économique <Frankreich>
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Série des documents de travail / Centre de Recherche en Économie et Statistique
12
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7
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1
Marchés financiers et gestion de portefeuilles: une mise en perspective des nouveaux outils
1
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Time series and dynamic models
Gouriéroux, Christian
;
Monfort, Alain
-
1997
Persistent link: https://www.econbiz.de/10000923232
Saved in:
2
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:
3
Stationary bubble equilibria in rational expectation models
Gouriéroux, Christian
;
Jasiak, Joann
;
Monfort, Alain
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 714-735
Persistent link: https://www.econbiz.de/10012483178
Saved in:
4
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
The review of economic studies : RES
87
(
2020
)
4
,
pp. 1915-1953
Persistent link: https://www.econbiz.de/10012259682
Saved in:
5
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:
6
Stationary bubble equilibria in rational expectation models
Gouriéroux, Christian
;
Jasiak, Joann
;
Monfort, Alain
-
2016
Persistent link: https://www.econbiz.de/10012182001
Saved in:
7
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2016
Persistent link: https://www.econbiz.de/10012196271
Saved in:
8
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:
9
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:
10
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2017
Persistent link: https://www.econbiz.de/10012197835
Saved in:
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