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subject:"Time series analysis"
~person:"Gouriéroux, Christian"
~subject:"ARCH model"
~subject:"Theorie"
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Search: subject_exact:"Estimation theory"
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Time series analysis
ARCH model
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Estimation theory
90
Schätztheorie
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.
132
Härdle, Wolfgang
75
Pesaran, M. Hashem
75
Gao, Jiti
74
Franses, Philip Hans
61
Koopman, Siem Jan
57
Linton, Oliver
57
Lütkepohl, Helmut
55
McAleer, Michael
52
Andrews, Donald W. K.
51
Johansen, Søren
50
Teräsvirta, Timo
48
Swanson, Norman R.
47
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46
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44
Zakoïan, Jean-Michel
44
Giles, David E. A.
41
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40
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39
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38
Francq, Christian
38
Kapetanios, George
38
Lucas, André
38
Baltagi, Badi H.
37
Koop, Gary
37
Granger, C. W. J.
35
Imbens, Guido
35
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34
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34
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33
Krämer, Walter
33
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32
Li, Qi
32
Monfort, Alain
32
Bauwens, Luc
31
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31
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31
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30
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30
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1
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18
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Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
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ECONIS (ZBW)
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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
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
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:
10
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:
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