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person:"Dufour, Jean-Marie"
subject:"Theory"
~person:"Gouriéroux, Christian"
~person:"Newey, Whitney K."
~type_genre:"Article in journal"
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Theory
Estimation theory
104
Schätztheorie
104
Theorie
55
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Method of moments
10
Momentenmethode
10
Regression analysis
9
Regressionsanalyse
9
Statistical test
9
Statistical theory
9
Statistische Methodenlehre
9
Statistischer Test
9
Estimation
8
IV-Schätzung
8
Instrumental variables
8
Schätzung
8
Time series analysis
7
Zeitreihenanalyse
7
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Identification
5
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5
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4
Heteroskedastizität
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4
VAR-Modell
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3
Econometrics
3
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3
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3
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3
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3
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3
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Article
55
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Article in journal
Aufsatz in Zeitschrift
55
Arbeitspapier
46
Graue Literatur
46
Non-commercial literature
46
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Amtsdruckschrift
15
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15
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10
Book section
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English
47
French
8
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Dufour, Jean-Marie
Gouriéroux, Christian
Newey, Whitney K.
Andrews, Donald W. K.
30
Phillips, Peter C. B.
29
Li, Qi
25
Baltagi, Badi H.
23
Ohtani, Kazuhiro
21
Pesaran, M. Hashem
21
Giles, David E. A.
19
McAleer, Michael
19
Horowitz, Joel
18
Krämer, Walter
18
King, Maxwell L.
17
Lee, Lung-fei
17
Ullah, Aman
17
Granger, C. W. J.
16
Robinson, Peter M.
16
Srivastava, Virendra K.
16
Wooldridge, Jeffrey M.
16
Hahn, Jinyong
15
Schmidt, Peter
15
Kelejian, Harry H.
14
Bai, Jushan
13
Bera, Anil K.
13
Godfrey, L. G.
13
Lütkepohl, Helmut
13
Rilstone, Paul
13
Smith, Richard J.
13
Franses, Philip Hans
12
Ghysels, Eric
12
Hendry, David F.
12
Hill, Rufus Carter
12
Imbens, Guido
12
Linton, Oliver
12
Perron, Pierre
12
Simar, Léopold
12
Arellano, Manuel
11
Fan, Yanqin
11
Hsiao, Cheng
11
Kuan, Chung-ming
11
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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
18
Journal of econometrics
9
Econometric theory
7
Annales d'économie et de statistique
6
The review of economics and statistics
3
Economics letters
2
International economic review
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
L' Actualité économique : revue trimest.
2
Duration transition and count data models
1
Journal of applied econometrics
1
Journal of empirical finance
1
L' économétrie appliquée
1
L'hétérogénéité en économétrie : numéro spécial
1
The review of economic studies
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ECONIS (ZBW)
55
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1
Instrumental variables estimation with flexible distributions
Hansen, Christian Bailey
;
McDonald, James B.
;
Newey, …
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
1
,
pp. 13-25
Persistent link: https://www.econbiz.de/10003992787
Saved in:
2
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:
3
Identification and estimation of triangular simultaneous equations models without additivity
Imbens, Guido
;
Newey, Whitney K.
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
5
,
pp. 1481-1512
Persistent link: https://www.econbiz.de/10003914924
Saved in:
4
Estimation with many instrumental variables
Hansen, Christian Bailey
;
Hausman, Jerry A.
;
Newey, …
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
4
,
pp. 398-422
Persistent link: https://www.econbiz.de/10003772265
Saved in:
5
Higher order properties of GMM and generalized empirical likelihood estimators
Newey, Whitney K.
;
Smith, Richard J.
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
1
,
pp. 219-255
Persistent link: https://www.econbiz.de/10001920373
Saved in:
6
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:
7
Jacknife and analytical bias reduction for nonlinear panel models
Hahn, Jinyong
;
Newey, Whitney K.
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
4
,
pp. 1295-1319
Persistent link: https://www.econbiz.de/10002132596
Saved in:
8
Nonparametric estimation with nonlinear budget sets
Blomquist, Nils Sören
;
Newey, Whitney K.
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
6
,
pp. 2455-2480
Persistent link: https://www.econbiz.de/10001713904
Saved in:
9
Flexible simulated moment estimation of nonlinear errors-in-variables models
Newey, Whitney K.
- In:
The review of economics and statistics
83
(
2001
)
4
,
pp. 616-627
Persistent link: https://www.econbiz.de/10001627239
Saved in:
10
Truncated dynamics and estimation of diffusion equations
Darolles, Serge
;
Gouriéroux, Christian
- In:
Journal of econometrics
102
(
2001
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001575282
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