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person:"Gouriéroux, Christian"
subject:"Theorie"
~subject:"Core"
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Search: subject_exact:"Estimation theory"
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Theorie
Core
Estimation theory
90
Schätztheorie
90
Theory
50
Time series analysis
20
Zeitreihenanalyse
20
Estimation
9
Schätzung
9
VAR model
8
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8
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7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
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Volatilität
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English
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French
13
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Gouriéroux, Christian
Härdle, Wolfgang
70
Phillips, Peter C. B.
62
Pesaran, M. Hashem
57
Andrews, Donald W. K.
44
Franses, Philip Hans
42
Newey, Whitney K.
42
Imbens, Guido
37
Giles, David E. A.
35
McAleer, Michael
35
Swanson, Norman R.
35
Heckman, James J.
30
Robinson, Peter M.
30
Horowitz, Joel
29
Baltagi, Badi H.
28
Li, Qi
28
King, Maxwell L.
27
Ohtani, Kazuhiro
26
Brännäs, Kurt
25
Diebold, Francis X.
25
Granger, C. W. J.
25
Kohn, Robert
25
Bera, Anil K.
24
Krämer, Walter
24
Maravall Herrero, Agustín
24
Scaillet, Olivier
24
Stahlecker, Peter
24
Ullah, Aman
24
Dufour, Jean-Marie
23
Linton, Oliver
23
Monfort, Alain
23
Winkelmann, Rainer
23
Wooldridge, Jeffrey M.
23
Zakoïan, Jean-Michel
23
Robert, Christian P.
22
Srivastava, Virendra K.
22
Angrist, Joshua D.
21
Hahn, Jinyong
21
Hsiao, Cheng
21
Smith, Richard J.
21
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Institution
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Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
17
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
11
Journal of econometrics
6
Annales d'économie et de statistique
5
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
4
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
3
Econometric theory
2
L' Actualité économique : revue trimest.
2
CORE discussion paper : DP
1
Collection "Economie et statistiques avancées"
1
Discussion paper
1
Duration transition and count data models
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of empirical finance
1
L' économétrie appliquée
1
L'hétérogénéité en économétrie : numéro spécial
1
Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
1
Themes in modern econometrics
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ECONIS (ZBW)
51
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1
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:
2
The econometrics of individual risk : credit, insurance, and marketing
Gouriéroux, Christian
;
Jasiak, Joann
-
2007
Persistent link: https://www.econbiz.de/10003420329
Saved in:
3
(Non) consistency of the beta kernel estimator for recovery rate distribution
Gouriéroux, Christian
;
Monfort, Alain
-
2006
Persistent link: https://www.econbiz.de/10003468607
Saved in:
4
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:
5
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
6
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
-
2001
Persistent link: https://www.econbiz.de/10001626924
Saved in:
7
Local likelihood density estimation and value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
-
Rev. version
Persistent link: https://www.econbiz.de/10001626927
Saved in:
8
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
Saved in:
9
Compound autoregressive models
Darolles, Serge
;
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
Persistent link: https://www.econbiz.de/10001596247
Saved in:
10
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001456589
Saved in:
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