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person:"Bera, Anil K."
subject:"Estimation theory"
~person:"Gouriéroux, Christian"
~subject:"France"
~subject:"Time series analysis"
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Estimation theory
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Bera, Anil K.
Gouriéroux, Christian
Phillips, Peter C. B.
164
Franses, Philip Hans
157
Härdle, Wolfgang
125
Koopman, Siem Jan
120
Pesaran, M. Hashem
120
Gil-Alaña, Luis A.
106
Caporale, Guglielmo Maria
91
McAleer, Michael
88
Lütkepohl, Helmut
85
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75
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54
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48
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Feng, Yuanhua
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45
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45
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44
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43
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Duration transition and count data models
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Marchés financiers et gestion de portefeuilles: une mise en perspective des nouveaux outils
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1
Long run predictions
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Annals of economics and statistics
145
(
2022
),
pp. 75-90
Persistent link: https://www.econbiz.de/10013464960
Saved in:
2
Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 613-637
Persistent link: https://www.econbiz.de/10012149372
Saved in:
3
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:
4
Diffusion processes with polynomial eigenfunctions
Gouriéroux, Christian
;
Renault, E.
;
Valéry, P.
- In:
Annales d'économie et de statistique
85
(
2007
),
pp. 115-130
Persistent link: https://www.econbiz.de/10003690229
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
Nonlinear innovations and impulse responses with application to VaR sensitivity
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Annales d'économie et de statistique
78
(
2005
),
pp. 1-31
Persistent link: https://www.econbiz.de/10003278419
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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