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subject:"Seasonal variations"
subject:"Zeitreihenanalyse"
~person:"Gouriéroux, Christian"
~subject:"Theorie"
~subject:"VAR model"
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Search: subject_exact:"Estimation theory"
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Seasonal variations
Zeitreihenanalyse
Theorie
VAR model
Estimation theory
90
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90
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50
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20
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9
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9
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Gouriéroux, Christian
Phillips, Peter C. B.
133
Pesaran, M. Hashem
78
Härdle, Wolfgang
74
Gao, Jiti
73
Lütkepohl, Helmut
73
Franses, Philip Hans
62
Koopman, Siem Jan
56
Johansen, Søren
53
McAleer, Michael
49
Andrews, Donald W. K.
48
Linton, Oliver
48
Teräsvirta, Timo
48
Swanson, Norman R.
47
Newey, Whitney K.
46
Robinson, Peter M.
44
Kilian, Lutz
43
Giles, David E. A.
41
Kapetanios, George
40
Nielsen, Morten Ørregaard
40
Koop, Gary
39
Diebold, Francis X.
38
Lucas, André
38
Baltagi, Badi H.
37
Granger, C. W. J.
35
Imbens, Guido
35
Inoue, Atsushi
35
Stock, James H.
35
Zakoïan, Jean-Michel
35
Engle, Robert F.
34
Perron, Pierre
34
Harvey, Andrew C.
33
Sentana, Enrique
33
Bera, Anil K.
32
Brännäs, Kurt
32
Haldrup, Niels
32
Krämer, Walter
32
Li, Qi
32
Breitung, Jörg
30
Heckman, James J.
30
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Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Série des documents de travail / Centre de Recherche en Économie et Statistique
19
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8
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Annales d'économie et de statistique
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Econometric theory
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Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
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Mélanges économiques : essais en l'honneur de Edmond Malinvaud
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Duration transition and count data models
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Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
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Springer series in statistics
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ECONIS (ZBW)
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1
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:
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
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2017
Persistent link: https://www.econbiz.de/10012197835
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
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2016
Persistent link: https://www.econbiz.de/10012196271
Saved in:
7
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
8
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:
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
Saved in:
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