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person:"Gouriéroux, Christian"
subject:"Theorie"
~person:"King, Maxwell L."
~subject:"Estimation"
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Estimation theory
132
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132
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26
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26
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11
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Gouriéroux, Christian
King, Maxwell L.
Pesaran, M. Hashem
87
Härdle, Wolfgang
78
Phillips, Peter C. B.
69
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
McAleer, Michael
40
Swanson, Norman R.
40
Giles, David E. A.
36
Robinson, Peter M.
36
Imbens, Guido
35
Kapetanios, George
35
Hsiao, Cheng
34
Horowitz, Joel
33
Li, Qi
33
Winkelmann, Rainer
33
Koop, Gary
32
Lechner, Michael
32
Lütkepohl, Helmut
32
Ullah, Aman
32
Zakoïan, Jean-Michel
31
Angrist, Joshua D.
29
Kohn, Robert
28
Lee, Lung-fei
28
Marcellino, Massimiliano
28
Brännäs, Kurt
27
Wooldridge, Jeffrey M.
27
Bera, Anil K.
26
Cai, Zongwu
26
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26
Granger, C. W. J.
26
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26
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Ecole nationale de la statistique et de l'administration économique <Frankreich>
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Série des documents de travail / Centre de Recherche en Économie et Statistique
16
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12
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Econometric reviews
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Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
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Mélanges économiques : essais en l'honneur de Edmond Malinvaud
3
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
3
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2
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2
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Duration transition and count data models
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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
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of forecasting
1
L' économétrie appliquée
1
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1
Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
1
The review of economic studies
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ECONIS (ZBW)
84
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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
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density
Zhang, Xibin
;
King, Maxwell L.
;
Shang, Han Lin
-
2013
Persistent link: https://www.econbiz.de/10010189540
Saved in:
7
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:
8
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:
9
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:
10
The econometrics of individual risk : credit, insurance, and marketing
Gouriéroux, Christian
;
Jasiak, Joann
-
2007
Persistent link: https://www.econbiz.de/10003420329
Saved in:
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