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subject:"Estimation theory"
subject:"Share price"
~person:"Gouriéroux, Christian"
~person:"Van Biesebroeck, Johannes"
~type_genre:"Article in journal"
~type_genre:"Übersichtsarbeit"
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Search: subject_exact:"Estimation theory"
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Estimation theory
Share price
Schätztheorie
36
Theorie
21
Theory
21
Estimation
5
Schätzung
5
Productivity
4
Produktivität
4
Time series analysis
4
VAR model
4
VAR-Modell
4
Zeitreihenanalyse
4
Identification
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Schock
3
Shock
3
Statistical theory
3
Statistische Methodenlehre
3
Credit risk
2
Econometrics
2
Firm performance
2
Generalized covariance estimator
2
International competition
2
Internationaler Wettbewerb
2
Kreditrisiko
2
Market power
2
Marktmacht
2
Method of moments
2
Momentenmethode
2
Rational expectations
2
Rationale Erwartung
2
Risikomanagement
2
Risk management
2
Unternehmenserfolg
2
Volatility
2
Volatilität
2
Ökonometrie
2
(Expected) loss-given-default
1
ARCH Model
1
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Undetermined
10
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Article
34
Book / Working Paper
2
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Article in journal
Übersichtsarbeit
Arbeitspapier
48
Working Paper
48
Graue Literatur
45
Non-commercial literature
45
Aufsatz in Zeitschrift
34
Amtsdruckschrift
15
Government document
15
Aufsatz im Buch
7
Book section
7
Collection of articles of several authors
2
Rezension
2
Sammelwerk
2
Systematic review
2
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1
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1
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1
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Language
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English
28
French
8
Author
All
Gouriéroux, Christian
Van Biesebroeck, Johannes
Phillips, Peter C. B.
90
Lee, Lung-fei
65
Linton, Oliver
63
Baltagi, Badi H.
62
Li, Qi
59
Andrews, Donald W. K.
50
Newey, Whitney K.
48
Tsionas, Efthymios G.
47
Ullah, Aman
46
Su, Liangjun
44
Kumbhakar, Subal
39
Robinson, Peter M.
39
Gao, Jiti
38
Ohtani, Kazuhiro
38
Wooldridge, Jeffrey M.
38
Pesaran, M. Hashem
37
McAleer, Michael
36
Chen, Songnian
35
Simar, Léopold
35
White, Halbert
34
Bera, Anil K.
33
Horowitz, Joel
33
Parmeter, Christopher F.
33
Hahn, Jinyong
32
Perron, Pierre
32
Cai, Zongwu
31
Hsiao, Cheng
31
Lütkepohl, Helmut
31
Bai, Jushan
30
Fan, Yanqin
30
Krämer, Walter
30
Chen, Xiaohong
28
Giles, David E. A.
28
Westerlund, Joakim
28
Zhang, Xinyu
27
Florens, Jean-Pierre
26
Hansen, Bruce E.
26
Leybourne, Stephen James
26
Racine, Jeffrey
26
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Journal of econometrics
11
Annales d'économie et de statistique
5
Econometric theory
4
Annals of economics and statistics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
L' Actualité économique : revue trimest.
2
Discussion paper / Centre for Economic Policy Research
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
Econométrie non linéaire asymptotique
1
Journal of banking & finance
1
Journal of economic literature
1
Journal of empirical finance
1
L' économétrie appliquée
1
L'hétérogénéité en économétrie : numéro spécial
1
The journal of industrial economics
1
The review of economic studies : RES
1
Working paper / National Bureau of Economic Research, Inc.
1
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ECONIS (ZBW)
36
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1
Generalized covariance estimator
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1315-1327
Persistent link: https://www.econbiz.de/10014448640
Saved in:
2
Time varying Markov process with partially observed aggregate data : an application to coronavirus
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013472828
Saved in:
3
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
The review of economic studies : RES
87
(
2020
)
4
,
pp. 1915-1953
Persistent link: https://www.econbiz.de/10012259682
Saved in:
4
Least impulse response estimator for stress test exercises
Gouriéroux, Christian
;
Lu, Yang
- In:
Journal of banking & finance
103
(
2019
),
pp. 62-77
Persistent link: https://www.econbiz.de/10012163773
Saved in:
5
Misspecification of noncausal order in autoregressive processes
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 226-248
Persistent link: https://www.econbiz.de/10012110259
Saved in:
6
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 111-126
Persistent link: https://www.econbiz.de/10011743785
Saved in:
7
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
- In:
Annals of economics and statistics
125/126
(
2017
),
pp. 187-218
Persistent link: https://www.econbiz.de/10011744364
Saved in:
8
Noncausal vector autoregressive process: representation, identification and semi-parametric estimation
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 118-134
Persistent link: https://www.econbiz.de/10011897706
Saved in:
9
Effect of international competition on firm productivity and market power
De Loecker, Jan
;
Van Biesebroeck, Johannes
-
2016
Persistent link: https://www.econbiz.de/10011449849
Saved in:
10
The effect of international competition on firm productivity and market power
De Loecker, Jan
;
Van Biesebroeck, Johannes
-
2016
Persistent link: https://www.econbiz.de/10011447878
Saved in:
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