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person:"Gouriéroux, Christian"
subject:"Theorie"
~person:"Ohtani, Kazuhiro"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Theorie
Estimation theory
70
Schätztheorie
70
Theory
39
Estimation
5
Schätzung
5
Time series analysis
5
Zeitreihenanalyse
5
Regression analysis
4
Regressionsanalyse
4
Statistical theory
4
Statistische Methodenlehre
4
VAR model
4
VAR-Modell
4
Econometrics
3
Identification
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Schock
3
Shock
3
Ökonometrie
3
Bootstrap approach
2
Bootstrap-Verfahren
2
Credit risk
2
Generalized covariance estimator
2
Kleinste-Quadrate-Methode
2
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2
Least squares method
2
Method of moments
2
Momentenmethode
2
Rational expectations
2
Rationale Erwartung
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Risikomanagement
2
Risk management
2
Volatility
2
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(Expected) loss-given-default
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1
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Article
39
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Aufsatz in Zeitschrift
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39
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25
Graue Literatur
25
Non-commercial literature
25
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25
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15
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15
Aufsatz im Buch
8
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English
32
French
7
Author
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Gouriéroux, Christian
Ohtani, Kazuhiro
Andrews, Donald W. K.
30
Phillips, Peter C. B.
29
Newey, Whitney K.
27
Li, Qi
25
Baltagi, Badi H.
23
Pesaran, M. Hashem
21
Giles, David E. A.
19
McAleer, Michael
19
Horowitz, Joel
18
Krämer, Walter
18
King, Maxwell L.
17
Lee, Lung-fei
17
Ullah, Aman
17
Granger, C. W. J.
16
Robinson, Peter M.
16
Srivastava, Virendra K.
16
Wooldridge, Jeffrey M.
16
Hahn, Jinyong
15
Schmidt, Peter
15
Kelejian, Harry H.
14
Bai, Jushan
13
Bera, Anil K.
13
Godfrey, L. G.
13
Lütkepohl, Helmut
13
Rilstone, Paul
13
Smith, Richard J.
13
Franses, Philip Hans
12
Ghysels, Eric
12
Hendry, David F.
12
Hill, Rufus Carter
12
Imbens, Guido
12
Linton, Oliver
12
Perron, Pierre
12
Simar, Léopold
12
Arellano, Manuel
11
Fan, Yanqin
11
Hsiao, Cheng
11
Kuan, Chung-ming
11
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Journal of econometrics
9
Annales d'économie et de statistique
5
Kobe University economic review
4
Economics letters
3
Statistical papers
3
Econometric reviews
2
Econometric theory
2
Journal of quantitative economics : official journal of the Indian Econometric Society
2
L' Actualité économique : revue trimest.
2
The economic studies quarterly : the journal of the Japan Association of Economics and Econometrics
2
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
Economic modelling
1
Journal of empirical finance
1
L' économétrie appliquée
1
L'hétérogénéité en économétrie : numéro spécial
1
The Manchester School of Economic and Social Studies
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ECONIS (ZBW)
39
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1
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:
2
Sampling properties of the inequality constrained least squares estimator when the use of a proxy variable is inevitable
Ohtani, Kazuhiro
- In:
Kobe University economic review
51
(
2005
),
pp. 11-19
Persistent link: https://www.econbiz.de/10003387378
Saved in:
3
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:
4
Sampling properties of R-squared when an inequality constrained least squares estimator is used
Ohtani, Kazuhiro
- In:
Kobe University economic review
50
(
2004
),
pp. 1-12
Persistent link: https://www.econbiz.de/10002946788
Saved in:
5
On the use of the Stein variance estimator in the double k-class estimator in regression
Ohtani, Kazuhiro
;
Wan, Alan T. K.
- In:
Econometric reviews
21
(
2002
)
1
,
pp. 121-134
Persistent link: https://www.econbiz.de/10001660021
Saved in:
6
Risk performances of the bias corrected feasible minimum mean squared error estimators under balanced loss
Ohtani, Kazuhiro
- In:
Kobe University economic review
47
(
2001
),
pp. 1-11
Persistent link: https://www.econbiz.de/10001671011
Saved in:
7
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:
8
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:
9
Risk performance of a pre-test estimator for normal variance with the Stein-variance estimator under the LINEX loss function
Ohtani, Kazuhiro
- In:
Statistical papers
40
(
1999
)
1
,
pp. 75-87
Persistent link: https://www.econbiz.de/10001389131
Saved in:
10
Inadmissibility of the Stein-rule estimator under the balanced loss function
Ohtani, Kazuhiro
- In:
Journal of econometrics
88
(
1999
)
1
,
pp. 193-201
Persistent link: https://www.econbiz.de/10001250274
Saved in:
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