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type:"book"
type_genre:"Working Paper"
~person:"Gouriéroux, Christian"
~subject:"Nichtparametrisches Verfahren"
~subject:"Theory"
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Nichtparametrisches Verfahren
Theory
Estimation theory
45
Schätztheorie
45
Theorie
22
Time series analysis
13
Zeitreihenanalyse
13
Core
5
Volatility
5
Volatilität
5
Estimation
4
Identification
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Nonparametric statistics
4
Risikomanagement
4
Risikomaß
4
Risk management
4
Risk measure
4
Schätzung
4
VAR model
4
VAR-Modell
4
Composite Likelihood
3
Consistency
3
Portfolio selection
3
Portfolio-Management
3
Pseudo Maximum Likelihood
3
Schock
3
Shock
3
ARCH Model
2
Asymptotic Single Risk Factor
2
Big Data
2
Cayley Transform
2
Composite Pseudo-Likelihood
2
Corporate Risk
2
Einheitswurzeltest
2
Impulse Response Functions
2
Independent Component Analysis
2
Indirect Inference
2
Induktive Statistik
2
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Working Paper
Arbeitspapier
26
Graue Literatur
25
Non-commercial literature
25
Amtsdruckschrift
15
Government document
15
Mehrbändiges Werk
1
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English
24
French
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Gouriéroux, Christian
Härdle, Wolfgang
76
Linton, Oliver
40
Gao, Jiti
37
Pesaran, M. Hashem
32
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
Scaillet, Olivier
22
Chernozhukov, Victor
21
Hoderlein, Stefan
21
Horowitz, Joel
21
Mammen, Enno
21
Simar, Léopold
20
Cai, Zongwu
19
Kohn, Robert
19
Heckman, James J.
18
Stahlecker, Peter
18
Robert, Christian P.
17
Spokojnyj, Vladimir G.
17
Kleibergen, Frank
16
Lewbel, Arthur
16
McAleer, Michael
16
Vella, Francis
16
Diebold, Francis X.
15
Feng, Yuanhua
15
Giles, David E. A.
15
Lee, Sokbae
15
Robinson, Peter M.
15
Sheather, Simon J.
15
Andrews, Donald W. K.
14
Angrist, Joshua D.
14
Hu, Yingyao
14
Kapetanios, George
14
Neumeyer, Natalie
14
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Série des documents de travail / Centre de Recherche en Économie et Statistique
20
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
11
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
4
CORE discussion paper : DP
1
Discussion paper
1
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ECONIS (ZBW)
26
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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
Constrained nonparametric copulas
Gagliardini, Patrick
;
Gouriéroux, Christian
-
2002
Persistent link: https://www.econbiz.de/10001714340
Saved in:
6
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
-
2001
Persistent link: https://www.econbiz.de/10001626924
Saved in:
7
Local likelihood density estimation and value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
-
Rev. version
Persistent link: https://www.econbiz.de/10001626927
Saved in:
8
Compound autoregressive models
Darolles, Serge
;
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
Persistent link: https://www.econbiz.de/10001596247
Saved in:
9
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001456589
Saved in:
10
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
Saved in:
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