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subject:"Probability theory"
subject:"Time series analysis"
~person:"Gouriéroux, Christian"
~subject:"Nonparametric statistics"
~subject:"Statistical test"
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Probability theory
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Estimation theory
90
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90
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50
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50
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20
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9
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Gouriéroux, Christian
Phillips, Peter C. B.
152
Gao, Jiti
124
Linton, Oliver
95
Chen, Xiaohong
72
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59
Koopman, Siem Jan
55
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51
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49
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45
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44
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43
Lütkepohl, Helmut
43
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43
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43
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42
Li, Degui
42
Su, Liangjun
42
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42
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39
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38
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38
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38
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36
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36
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35
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35
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35
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35
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35
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34
Peng, Bin
34
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34
Sun, Yixiao
34
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33
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32
Koop, Gary
32
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32
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Ecole nationale de la statistique et de l'administration économique <Frankreich>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Série des documents de travail / Centre de Recherche en Économie et Statistique
11
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6
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5
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
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ECONIS (ZBW)
32
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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
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
Persistent link: https://www.econbiz.de/10012197831
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
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2017
Persistent link: https://www.econbiz.de/10012197835
Saved in:
5
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:
6
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:
7
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2016
Persistent link: https://www.econbiz.de/10012196271
Saved in:
8
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
9
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:
10
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
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