//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Schätzung"
subject:"Theory"
~person:"Gouriéroux, Christian"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Schätzung
Theory
Estimation theory
90
Schätztheorie
90
Theorie
50
Time series analysis
20
Zeitreihenanalyse
20
Estimation
9
VAR model
8
VAR-Modell
8
Identification
7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Risikomanagement
7
Risk management
7
Volatility
7
Volatilität
7
Core
6
Schock
6
Shock
6
Econometrics
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Portfolio selection
5
Portfolio-Management
5
Probability theory
5
Risikomaß
5
Risk measure
5
Statistical theory
5
Statistische Methodenlehre
5
Wahrscheinlichkeitsrechnung
5
Ökonometrie
5
Consistency
4
Credit risk
4
Kreditrisiko
4
Risiko
4
Risk
4
ARCH Model
3
Big Data
3
Composite Likelihood
3
more ...
less ...
Online availability
All
Undetermined
4
Free
3
Type of publication
All
Article
29
Book / Working Paper
28
Type of publication (narrower categories)
All
Arbeitspapier
25
Graue Literatur
25
Non-commercial literature
25
Working Paper
25
Article in journal
22
Aufsatz in Zeitschrift
22
Amtsdruckschrift
15
Government document
15
Aufsatz im Buch
7
Book section
7
Collection of articles of several authors
2
Sammelwerk
2
Mehrbändiges Werk
1
Multi-volume publication
1
more ...
less ...
Language
All
English
44
French
13
Author
All
Gouriéroux, Christian
Pesaran, M. Hashem
87
Härdle, Wolfgang
78
Phillips, Peter C. B.
67
Linton, Oliver
50
Franses, Philip Hans
46
Andrews, Donald W. K.
45
Newey, Whitney K.
45
Heckman, James J.
44
Baltagi, Badi H.
43
Gao, Jiti
42
Diebold, Francis X.
41
Swanson, Norman R.
40
McAleer, Michael
39
Giles, David E. A.
36
Imbens, Guido
35
Kapetanios, George
35
Robinson, Peter M.
35
Hsiao, Cheng
34
Horowitz, Joel
33
Li, Qi
33
Winkelmann, Rainer
33
Koop, Gary
32
Lechner, Michael
32
Ullah, Aman
32
Lütkepohl, Helmut
31
Zakoïan, Jean-Michel
31
Angrist, Joshua D.
29
Kohn, Robert
28
Lee, Lung-fei
28
Marcellino, Massimiliano
28
Brännäs, Kurt
27
King, Maxwell L.
27
Dufour, Jean-Marie
26
Granger, C. W. J.
26
Hahn, Jinyong
26
Ohtani, Kazuhiro
26
Teräsvirta, Timo
26
White, Halbert
26
Wooldridge, Jeffrey M.
26
more ...
less ...
Institution
All
Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
16
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
11
Journal of econometrics
8
Annales d'économie et de statistique
5
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
4
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
3
Série des documents de travail
3
Econometric theory
2
L' Actualité économique : revue trimest.
2
CORE discussion paper : DP
1
Collection "Economie et statistiques avancées"
1
Discussion paper
1
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
Journal of banking & finance
1
Journal of empirical finance
1
L' économétrie appliquée
1
L'hétérogénéité en économétrie : numéro spécial
1
Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
1
The review of economic studies : RES
1
Themes in modern econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
57
Showing
1
-
50
of
57
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian
;
Monfort, Alain
;
Zakoïan, …
-
2018
-
Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
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
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:
4
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:
5
Least impulse response estimator for stress test exercises
Gouriéroux, Christian
;
Lu, Yang
- In:
Journal of banking & finance
103
(
2019
),
pp. 62-77
Persistent link: https://www.econbiz.de/10012163773
Saved in:
6
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:
7
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:
8
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:
9
The econometrics of individual risk : credit, insurance, and marketing
Gouriéroux, Christian
;
Jasiak, Joann
-
2007
Persistent link: https://www.econbiz.de/10003420329
Saved in:
10
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:
11
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
12
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
-
2001
Persistent link: https://www.econbiz.de/10001626924
Saved in:
13
Local likelihood density estimation and value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
-
Rev. version
Persistent link: https://www.econbiz.de/10001626927
Saved in:
14
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:
15
Compound autoregressive models
Darolles, Serge
;
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
Persistent link: https://www.econbiz.de/10001596247
Saved in:
16
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001456589
Saved in:
17
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
Saved in:
18
Kernel m-estimators and functional residual plots
Gouriéroux, Christian
;
Monfort, Alain
;
Tenreiro, Carlos
- In:
Panel data econometrics : future directions : papers in …
,
(pp. 235-275)
.
2000
Persistent link: https://www.econbiz.de/10001488087
Saved in:
19
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:
20
Truncated maximum likelihood, and nonparametric tail analysis
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000987029
Saved in:
21
Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996742
Saved in:
22
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:
23
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:
24
Dynamiques tronquées et estimation de modèles de diffusion
Darolles, Serge
;
Gouriéroux, Christian
-
1997
Persistent link: https://www.econbiz.de/10000956286
Saved in:
25
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
26
Modèles de comptage sémi-paramétriques
Gouriéroux, Christian
;
Monfort, Alain
-
1997
Persistent link: https://www.econbiz.de/10000974838
Saved in:
27
Truncated dynamics and estimation of diffusion equations
Darolles, Serge
;
Gouriéroux, Christian
-
1997
Persistent link: https://www.econbiz.de/10000975628
Saved in:
28
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:
29
D'une analyse de variabilités à un modèle d'investissement des firmes
Forest, Danielle
- In:
L' Actualité économique : revue trimest.
73
(
1997
)
1
,
pp. 331-350
Persistent link: https://www.econbiz.de/10001337580
Saved in:
30
L'économétrie appliquée
Gouriéroux, Christian
(
contributor
); …
- In:
L' Actualité économique : revue trimest.
73
(
1997
)
1
Persistent link: https://www.econbiz.de/10001238879
Saved in:
31
Duration transition and count data models
Gouriéroux, Christian
(
contributor
); …
- In:
Journal of econometrics
79
(
1997
)
2
,
pp. 195-402
Persistent link: https://www.econbiz.de/10001221414
Saved in:
32
Non-nested hypotheses and instrumental models
Dhaene, Geert
;
Gouriéroux, Christian
;
Scaillet, Olivier
-
1996
Persistent link: https://www.econbiz.de/10000927795
Saved in:
33
Kernel autocorrelogram for time deformed processes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1996
Persistent link: https://www.econbiz.de/10000950447
Saved in:
34
Estimation of a dynamic hedge
Gouriéroux, Christian
;
Laurent, Jean-Paul
-
1996
Persistent link: https://www.econbiz.de/10000950710
Saved in:
35
Statistics and econometric models
Gouriéroux, Christian
;
Monfort, Alain
-
1995
Persistent link: https://www.econbiz.de/10000912774
Saved in:
36
Kernel M-estimators and functional residuals plots
Gouriéroux, Christian
;
Monfort, Alain
;
Tenreiro, Carlos
-
1995
Persistent link: https://www.econbiz.de/10000921091
Saved in:
37
A comparison of kernel estimator based goodness of fit tests
Gouriéroux, Christian
;
Tenreiro, Carlos
-
1995
Persistent link: https://www.econbiz.de/10000921433
Saved in:
38
Calibration by simulation for small sample bias correction
Gouriéroux, Christian
;
Renault, Eric
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924119
Saved in:
39
Solutions of multivariate rational expectations models
Broze, Laurence
- In:
Econometric theory
11
(
1995
)
2
,
pp. 229-257
Persistent link: https://www.econbiz.de/10001185254
Saved in:
40
Kernel M-estimators : non-parametric diagnostics for structural models
Gouriéroux, Christian
;
Monfort, Alain
;
Tenreiro, Carlos
-
1994
Persistent link: https://www.econbiz.de/10000888983
Saved in:
41
Covariance estimators and adjusted pseudo maximum likelihood method
Broze, Laurence
-
1993
Persistent link: https://www.econbiz.de/10013452779
Saved in:
42
Modèles arch et applications financières
Gouriéroux, Christian
-
1992
Persistent link: https://www.econbiz.de/10013556272
Saved in:
43
Two stage generalized moment method : with applications to regressions with heteroscedasticity of unknown form
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
1990
Persistent link: https://www.econbiz.de/10000816420
Saved in:
44
Qualitavie [Qualitative] threshold ARCH models
Gouriéroux, Christian
;
Monfort, Alain
-
1990
-
Rev.
Persistent link: https://www.econbiz.de/10000816423
Saved in:
45
Hétérogénéité
Gouriéroux, Christian
- In:
Annales d'économie et de statistique
(
1990
)
17
,
pp. 163-183
Persistent link: https://www.econbiz.de/10001278701
Saved in:
46
A note on the efficiency of two-step estimation methods
Trognon, Alain
-
1990
Persistent link: https://www.econbiz.de/10001326574
Saved in:
47
Bilinear constraints : estimation and test
Gouriéroux, Christian
-
1990
Persistent link: https://www.econbiz.de/10001326576
Saved in:
48
Estimating short-run and long-run parameters in a homogeneous Markovian process
Fourgeaud, Claude
-
1990
Persistent link: https://www.econbiz.de/10001326577
Saved in:
49
Hétérogénéité
Gouriéroux, Christian
- In:
Annales d'économie et de statistique
(
1990
)
17
,
pp. 185-204
Persistent link: https://www.econbiz.de/10001114015
Saved in:
50
Hétérogénéité et hasard dans les modèles de durée
Fourgeaud, Claude
- In:
Annales d'économie et de statistique
(
1990
),
pp. 1-23
Persistent link: https://www.econbiz.de/10001113060
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->