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subject:"Deutschland"
subject:"Panel study"
~person:"Gouriéroux, Christian"
~subject:"Theory"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Deutschland
Panel study
Theory
Volatilität
Estimation theory
90
Schätztheorie
90
Theorie
50
Time series analysis
20
Zeitreihenanalyse
20
Estimation
9
Schätzung
9
VAR model
8
VAR-Modell
8
Identification
7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Risikomanagement
7
Risk management
7
Volatility
7
Core
6
Schock
6
Shock
6
Econometrics
5
Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
5
Portfolio selection
5
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Probability theory
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Risk measure
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Statistical theory
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Risiko
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Risk
4
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English
40
French
13
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Gouriéroux, Christian
Pesaran, M. Hashem
110
Baltagi, Badi H.
88
Phillips, Peter C. B.
79
Härdle, Wolfgang
75
Andrews, Donald W. K.
45
Franses, Philip Hans
43
Newey, Whitney K.
43
Swanson, Norman R.
43
Gao, Jiti
42
Lechner, Michael
42
McAleer, Michael
41
Hsiao, Cheng
39
Lee, Lung-fei
39
Hayakawa, Kazuhiko
38
Imbens, Guido
38
Robinson, Peter M.
37
Winkelmann, Rainer
36
Giles, David E. A.
35
Teräsvirta, Timo
35
Linton, Oliver
34
Diebold, Francis X.
33
Li, Qi
33
Hahn, Jinyong
31
Bai, Jushan
30
Heckman, James J.
30
Horowitz, Joel
29
Wooldridge, Jeffrey M.
29
Zakoïan, Jean-Michel
29
Kao, Chihwa
28
King, Maxwell L.
28
Krämer, Walter
28
Ullah, Aman
28
Bera, Anil K.
27
Brännäs, Kurt
27
Kiviet, J. F.
27
Kohn, Robert
27
Su, Liangjun
27
Weidner, Martin
27
Breitung, Jörg
26
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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
Série des documents de travail
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
1
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ECONIS (ZBW)
53
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1
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:
2
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
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
The econometrics of individual risk : credit, insurance, and marketing
Gouriéroux, Christian
;
Jasiak, Joann
-
2007
Persistent link: https://www.econbiz.de/10003420329
Saved in:
5
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
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
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
8
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
-
2001
Persistent link: https://www.econbiz.de/10001626924
Saved in:
9
Local likelihood density estimation and value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
-
Rev. version
Persistent link: https://www.econbiz.de/10001626927
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
Saved in:
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