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subject:"Estimation theory"
~person:"Gouriéroux, Christian"
~subject:"Theory"
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Estimation theory
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Gouriéroux, Christian
Pesaran, M. Hashem
101
Caporale, Guglielmo Maria
85
Gil-Alaña, Luis A.
73
Heckman, James J.
62
Härdle, Wolfgang
59
Gao, Jiti
56
Marcellino, Massimiliano
56
Koopman, Siem Jan
52
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46
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44
Herwartz, Helmut
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Kumbhakar, Subal
44
Diebold, Francis X.
42
Kapetanios, George
42
Timmermann, Allan
41
Koop, Gary
37
Lütkepohl, Helmut
37
Belzil, Christian
36
Phillips, Peter C. B.
35
Acemoglu, Daron
34
Kilian, Lutz
34
Egger, Peter
33
Pierdzioch, Christian
33
Schorfheide, Frank
33
Gupta, Rangan
32
Serletis, Apostolos
32
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31
Basu, Susanto
30
Clark, Todd E.
30
Engle, Robert F.
30
Rubio-Ramírez, Juan Francisco
30
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29
Jordà, Òscar
29
Liesenfeld, Roman
29
Semmler, Willi
29
Attanasio, Orazio P.
28
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28
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28
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2
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ECONIS (ZBW)
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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
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:
3
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
-
September 2016, revised version
Persistent link: https://www.econbiz.de/10012197832
Saved in:
4
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:
5
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2016
-
March 2016, revised version
Persistent link: https://www.econbiz.de/10011855307
Saved in:
6
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:
7
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:
8
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:
9
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:
10
Granularity adjustment for default risk factor model with cohorts
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of banking & finance
36
(
2012
)
5
,
pp. 1464-1477
Persistent link: https://www.econbiz.de/10009615800
Saved in:
1
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