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subject:"Theory"
subject:"Welt"
~person:"Gouriéroux, Christian"
~subject:"Nonparametric statistics"
~type_genre:"Graue Literatur"
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Welt
Nonparametric statistics
Estimation theory
42
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Gouriéroux, Christian
Härdle, Wolfgang
71
Linton, Oliver
45
Gao, Jiti
38
Pesaran, M. Hashem
33
Newey, Whitney K.
31
Phillips, Peter C. B.
31
Franses, Philip Hans
29
Chen, Xiaohong
28
Dette, Holger
26
Imbens, Guido
24
Swanson, Norman R.
24
Maravall Herrero, Agustín
23
Otsu, Taisuke
23
Hoderlein, Stefan
22
Chernozhukov, Victor
21
Mammen, Enno
21
Horowitz, Joel
20
Cai, Zongwu
19
Kohn, Robert
19
Brännäs, Kurt
18
Heckman, James J.
18
Scaillet, Olivier
18
Simar, Léopold
18
Spokojnyj, Vladimir G.
18
Stahlecker, Peter
18
Lewbel, Arthur
17
Robert, Christian P.
17
Kleibergen, Frank
16
McAleer, Michael
16
Feng, Yuanhua
15
Giles, David E. A.
15
Robinson, Peter M.
15
Sheather, Simon J.
15
Vella, Francis
15
White, Halbert
15
Angrist, Joshua D.
14
Diebold, Francis X.
14
Hu, Yingyao
14
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Série des documents de travail / Centre de Recherche en Économie et Statistique
19
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11
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
4
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1
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ECONIS (ZBW)
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1
Semi-parametric estimation of noncausal vector autoregression
Gouriéroux, Christian
;
Jasiak, Joann
-
2015
Persistent link: https://www.econbiz.de/10011288580
Saved in:
2
Revisiting identification and estimation in structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
-
2014
-
rev. October 2014
Persistent link: https://www.econbiz.de/10010465167
Saved in:
3
(Non) consistency of the beta kernel estimator for recovery rate distribution
Gouriéroux, Christian
;
Monfort, Alain
-
2006
Persistent link: https://www.econbiz.de/10003468607
Saved in:
4
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
5
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
-
2001
Persistent link: https://www.econbiz.de/10001626924
Saved in:
6
Local likelihood density estimation and value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
-
Rev. version
Persistent link: https://www.econbiz.de/10001626927
Saved in:
7
Compound autoregressive models
Darolles, Serge
;
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
Persistent link: https://www.econbiz.de/10001596247
Saved in:
8
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001456589
Saved in:
9
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
Saved in:
10
Truncated maximum likelihood, and nonparametric tail analysis
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000987029
Saved in:
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