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subject:"Schätzung"
subject:"Statistical theory"
~person:"Gouriéroux, Christian"
~subject:"Stochastischer Prozess"
~subject:"United States"
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Schätzung
Statistical theory
Stochastischer Prozess
United States
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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20
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Gouriéroux, Christian
Pesaran, M. Hashem
51
Gao, Jiti
46
Phillips, Peter C. B.
42
Linton, Oliver
36
Kapetanios, George
31
Diebold, Francis X.
27
Angrist, Joshua D.
25
Cai, Zongwu
25
Koopman, Siem Jan
25
Marcellino, Massimiliano
24
Koop, Gary
23
McAleer, Michael
23
Heckman, James J.
22
Hsiao, Cheng
20
Härdle, Wolfgang
20
Baltagi, Badi H.
19
Hsu, Yu-Chin
19
White, Halbert
19
Winkelmann, Rainer
19
Dufour, Jean-Marie
18
Kumbhakar, Subal
18
Su, Liangjun
18
Tauchen, George Eugene
18
Bera, Anil K.
17
Ghysels, Eric
17
Hoderlein, Stefan
17
Lütkepohl, Helmut
17
Swanson, Norman R.
17
Todorov, Viktor
17
Chudik, Alexander
16
Davidson, Russell
16
Lechner, Michael
16
Schorfheide, Frank
15
Stock, James H.
15
Caporale, Guglielmo Maria
14
Escanciano, Juan Carlos
14
Jochmans, Koen
14
Kao, Chihwa
14
Kim, Donggyu
14
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Journal of econometrics
4
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4
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
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2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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1
Journal of banking & finance
1
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ECONIS (ZBW)
16
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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
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:
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
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:
5
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
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
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:
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
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:
1
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