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subject:"Theory"
subject:"Welt"
~person:"Gouriéroux, Christian"
~subject:"Nonparametric statistics"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Theory
Welt
Nonparametric statistics
Estimation theory
32
Schätztheorie
32
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18
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5
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5
Time series analysis
4
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4
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Gouriéroux, Christian
Li, Qi
50
Linton, Oliver
42
Phillips, Peter C. B.
41
Newey, Whitney K.
34
Andrews, Donald W. K.
32
Horowitz, Joel
27
Ullah, Aman
27
Simar, Léopold
25
Baltagi, Badi H.
24
Robinson, Peter M.
24
Chen, Songnian
22
Kumbhakar, Subal
22
Su, Liangjun
22
Florens, Jean-Pierre
21
Hahn, Jinyong
21
Ohtani, Kazuhiro
21
Pesaran, M. Hashem
21
Racine, Jeffrey
21
White, Halbert
21
Gao, Jiti
20
Chen, Xiaohong
19
Giles, David E. A.
19
Krämer, Walter
19
Lewbel, Arthur
19
McAleer, Michael
19
Fan, Yanqin
18
Hsiao, Cheng
18
King, Maxwell L.
18
Wooldridge, Jeffrey M.
18
Cai, Zongwu
17
Lee, Lung-fei
17
Parmeter, Christopher F.
17
Granger, C. W. J.
16
Imbens, Guido
16
Srivastava, Virendra K.
16
Rilstone, Paul
15
Schmidt, Peter
15
Bai, Jushan
14
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14
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Journal of econometrics
7
Annales d'économie et de statistique
5
Econometric theory
2
L' Actualité économique : revue trimest.
2
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
1
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Journal of empirical finance
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L' économétrie appliquée
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ECONIS (ZBW)
21
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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
- In:
The review of economic studies : RES
87
(
2020
)
4
,
pp. 1915-1953
Persistent link: https://www.econbiz.de/10012259682
Saved in:
3
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:
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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