//--> //--> //--> //-->
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
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
Consistent Pseudo-Maximum Like...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
238
Theory
238
Estimation theory
107
Schätztheorie
107
Yield curve
51
Zinsstruktur
51
Time series analysis
48
Zeitreihenanalyse
48
Credit risk
44
Kreditrisiko
44
Portfolio selection
38
Portfolio-Management
38
CAPM
33
Derivat
31
Derivative
31
Risikoprämie
25
Risk premium
25
Econometrics
24
Ökonometrie
24
Estimation
23
Schätzung
23
Volatility
22
Volatilität
22
France
21
Frankreich
21
Risikomaß
21
Risk measure
21
Schock
18
Shock
18
Statistical theory
17
Statistische Methodenlehre
17
Stochastic process
17
Stochastischer Prozess
17
Option pricing theory
16
Optionspreistheorie
16
Method of moments
14
Momentenmethode
14
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
Risikomanagement
14
more ...
less ...
Online availability
All
Free
74
Undetermined
51
Type of publication
All
Book / Working Paper
260
Article
222
Type of publication (narrower categories)
All
Arbeitspapier
189
Working Paper
189
Graue Literatur
178
Non-commercial literature
178
Article in journal
157
Aufsatz in Zeitschrift
157
Amtsdruckschrift
49
Government document
49
Aufsatz im Buch
20
Book section
20
Collection of articles of several authors
7
Sammelwerk
7
Lehrbuch
4
Textbook
4
Bibliografie enthalten
3
Bibliography included
3
Rezension
3
Interview
2
Festschrift
1
Konferenzschrift
1
Mehrbändiges Werk
1
Multi-volume publication
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
352
Undetermined
80
French
51
Author
All
Gouriéroux, Christian
331
Monfort, Alain
153
Monfort, A.
80
Jasiak, Joann
56
Gourieroux, C.
51
Renne, Jean-Paul
30
Gagliardini, Patrick
28
Pegoraro, Fulvio
25
Renault, Eric
20
Darolles, Serge
19
Gouriéroux, C.
11
Peaucelle, Irina
11
Scaillet, Olivier
11
Sufana, Razvan
11
Ghysels, Eric
10
Clément, Emmanuelle
9
LeFol, Gaëlle
9
Lu, Yang
9
Pegoraro, F.
9
Broze, Laurence
8
Roussellet, Guillaume
8
Laurent, Jean-Paul
7
Pradel, Jacqueline
7
Billio, M.
6
Dubecq, Simon
6
Fourgeaud, Claude
6
GOURIEROUX, C.
6
MONFORT, A.
6
Trognon, Alain
6
Bertholon, Henri
5
Billio, Monica
5
Clement, E.
5
Florens, Jean-Pierre
5
Holly, Alberto
5
Jardet, Caroline
5
Renault, E.
5
Renne, J-P.
5
Szafarz, Ariane
5
Allard, Marie
4
Bronsard, Camille
4
more ...
less ...
Institution
All
Banque de France
15
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
Econometric Society
1
Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE)
1
Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain
1
Institut für Schweizerisches Bankwesen <Zürich>
1
Institut national de la statistique et des études économiques <Frankreich>
1
National Bureau of Economic Research
1
National Centre of Competence in Research North South <Bern>
1
Théorie Économique, Modélisation, Application (THEMA), Université de Cergy-Pontoise
1
Université catholique de Louvain / Center for Operations Research and Econometrics
1
Université de Montréal / Département de sciences économiques
1
more ...
less ...
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
113
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
37
Journal of econometrics
30
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
22
Série des documents de travail
17
Annales d'économie et de statistique
15
Documents de travail / Banque de France
15
Working papers / Banque de France
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Econometric theory
11
Journal of banking & finance
9
Annals of economics and statistics
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Journal of empirical finance
8
Econometric reviews
5
L' Actualité économique : revue trimest.
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Research paper series / Swiss Finance Institute
5
Swiss Finance Institute Research Paper
5
Journal of Econometrics
4
Les notes d'études et de recherche : NER
4
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
4
Economics letters
3
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Insurance / Mathematics & economics
3
Journal de la Société de Statistique de Paris
3
Journal of Empirical Finance
3
Journal of economic dynamics & control
3
Themes in modern econometrics
3
CORE discussion paper : DP
2
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
2
Discussion paper
2
Discussion papers of interdisciplinary research project 373
2
Econometric Theory
2
Econometrics of risk
2
Economie appliquée : archives de l'Institut de Sciences Mathématiques et Economiques Appliquées ; an international journal of economic analysis
2
Finance : revue de l'Association Française de Finance
2
Journal of Financial Econometrics
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
more ...
less ...
Source
All
ECONIS (ZBW)
398
RePEc
68
OLC EcoSci
15
USB Cologne (business full texts)
1
Showing
81
-
90
of
482
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
81
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:
82
The doble default value-of-the-firm model
Gouriéroux, Christian
;
Monfort, Alain
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
2
,
pp. 47-76
Persistent link: https://www.econbiz.de/10011597891
Saved in:
83
Theoretical and financial econometrics : essays in honor of C. Gourieroux
Darolles, Serge
(
ed.
);
Renault, Eric
(
ed.
); …
-
2017
Persistent link: https://www.econbiz.de/10011918068
Saved in:
84
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:
85
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:
86
Stationary bubble equilibria in rational expectation models
Gouriéroux, Christian
;
Jasiak, Joann
;
Monfort, Alain
-
2016
Persistent link: https://www.econbiz.de/10012182001
Saved in:
87
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2016
Persistent link: https://www.econbiz.de/10012196256
Saved in:
88
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2016
Persistent link: https://www.econbiz.de/10012196271
Saved in:
89
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2017
Persistent link: https://www.econbiz.de/10012197830
Saved in:
90
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:
First
Prev
5
6
7
8
9
10
11
12
13
14
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->