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subject:"Schätzung"
subject:"Statistical theory"
~isPartOf:"Journal of econometrics"
~person:"Gouriéroux, Christian"
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Schätzung
Statistical theory
Estimation theory
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Schätztheorie
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Factor analysis
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Markov chain
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Method of moments
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Gouriéroux, Christian
Todorov, Viktor
8
Tauchen, George Eugene
7
Phillips, Peter C. B.
6
Gao, Jiti
5
Kim, Donggyu
5
Li, Jia
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Linton, Oliver
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Su, Liangjun
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Francq, Christian
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Lu, Xun
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Zakoïan, Jean-Michel
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Ai, Chunrong
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Bollerslev, Tim
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Chen, Heng
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Fernández-Val, Iván
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Ghysels, Eric
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Journal of econometrics
Série des documents de travail
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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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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Econométrie non linéaire asymptotique
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Journal of banking & finance
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L' Actualité économique : revue trimest.
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ECONIS (ZBW)
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1
Misspecification of noncausal order in autoregressive processes
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 226-248
Persistent link: https://www.econbiz.de/10012110259
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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
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
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