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subject:"Seasonal variations"
subject:"Zeitreihenanalyse"
~person:"Gouriéroux, Christian"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
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Seasonal variations
Zeitreihenanalyse
Theory
Estimation theory
32
Schätztheorie
32
Theorie
18
Estimation
5
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5
Time series analysis
4
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Gouriéroux, Christian
Phillips, Peter C. B.
48
Andrews, Donald W. K.
30
Baltagi, Badi H.
30
Li, Qi
30
Linton, Oliver
27
Newey, Whitney K.
27
McAleer, Michael
26
Pesaran, M. Hashem
24
Lütkepohl, Helmut
23
Leybourne, Stephen James
22
Ohtani, Kazuhiro
22
Perron, Pierre
22
Robinson, Peter M.
22
Ullah, Aman
21
Giles, David E. A.
20
Krämer, Walter
20
Teräsvirta, Timo
19
Granger, C. W. J.
18
Horowitz, Joel
18
Johansen, Søren
18
King, Maxwell L.
18
Hassler, Uwe
17
Lee, Lung-fei
17
Baillie, Richard
16
Chambers, Marcus J.
16
Hahn, Jinyong
16
Harvey, Andrew C.
16
Hendry, David F.
16
Schmidt, Peter
16
Srivastava, Virendra K.
16
Taylor, Robert
16
Wooldridge, Jeffrey M.
16
Bera, Anil K.
15
Ghysels, Eric
15
Hsiao, Cheng
15
Tauchen, George Eugene
15
Bai, Jushan
14
Kelejian, Harry H.
14
Koop, Gary
14
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Journal of econometrics
7
Annales d'économie et de statistique
5
Econometric theory
3
L' Actualité économique : revue trimest.
2
Annals of economics and statistics
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
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ECONIS (ZBW)
22
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1
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:
2
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:
3
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:
4
The Wishart Autoregressive process of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 167-181
Persistent link: https://www.econbiz.de/10003858506
Saved in:
5
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:
6
Truncated dynamics and estimation of diffusion equations
Darolles, Serge
;
Gouriéroux, Christian
- In:
Journal of econometrics
102
(
2001
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001575282
Saved in:
7
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 225-245
Persistent link: https://www.econbiz.de/10001557715
Saved in:
8
Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators
Broze, Laurence
- In:
Journal of econometrics
85
(
1998
)
1
,
pp. 75-98
Persistent link: https://www.econbiz.de/10001240381
Saved in:
9
Instrumental models and indirect encompassing
Dhaene, Geert
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
3
,
pp. 673-688
Persistent link: https://www.econbiz.de/10001240756
Saved in:
10
A count data model with unobserved heterogeneity
Gouriéroux, Christian
- In:
Journal of econometrics
79
(
1997
)
2
,
pp. 247-268
Persistent link: https://www.econbiz.de/10001335930
Saved in:
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