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person:"Bera, Anil K."
subject:"Estimation theory"
~person:"Gouriéroux, Christian"
~person:"Kohn, Robert"
~subject:"Korrelation"
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Estimation theory
Korrelation
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Bera, Anil K.
Gouriéroux, Christian
Kohn, Robert
Härdle, Wolfgang
71
Pesaran, M. Hashem
67
Phillips, Peter C. B.
55
McAleer, Michael
48
Franses, Philip Hans
45
Andrews, Donald W. K.
44
Newey, Whitney K.
43
Heckman, James J.
38
Giles, David E. A.
35
Imbens, Guido
35
Swanson, Norman R.
35
Robinson, Peter M.
32
Baltagi, Badi H.
31
Engle, Robert F.
31
Lucas, André
31
Horowitz, Joel
30
Diebold, Francis X.
28
King, Maxwell L.
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Li, Qi
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Ohtani, Kazuhiro
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Bauwens, Luc
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Brännäs, Kurt
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Dufour, Jean-Marie
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Granger, C. W. J.
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Hahn, Jinyong
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Krämer, Walter
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Maravall Herrero, Agustín
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Stahlecker, Peter
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Ullah, Aman
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Wooldridge, Jeffrey M.
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23
Zakoïan, Jean-Michel
23
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22
Srivastava, Virendra K.
22
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21
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18
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13
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4
Econometric reviews
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Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
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Mélanges économiques : essais en l'honneur de Edmond Malinvaud
3
Discussion paper / Center for Economic Research, Tilburg University
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Duration transition and count data models
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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1
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ECONIS (ZBW)
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1
Bayesian covariance matrix estimation using a mixture of decomposable graphical models
Armstrong, Helen
;
Carter, Chris K.
;
Wong, Kevin
;
Kohn, …
-
2007
Persistent link: https://www.econbiz.de/10003431594
Saved in:
2
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:
3
Parsimonious estimation of the covariance matrix in multinomial probit models
Cripps, Edward
;
Fiebig, Denzil G.
;
Kohn, Robert
- In:
Econometric reviews
29
(
2010
)
2
,
pp. 146-157
Persistent link: https://www.econbiz.de/10003960494
Saved in:
4
The Wishart Autoregressive process of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 167-181
Persistent link: https://www.econbiz.de/10003858506
Saved in:
5
The econometrics of individual risk : credit, insurance, and marketing
Gouriéroux, Christian
;
Jasiak, Joann
-
2007
Persistent link: https://www.econbiz.de/10003420329
Saved in:
6
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:
7
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:
8
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:
9
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
Saved in:
10
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
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