//--> //--> //--> //-->
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
person:"Gouriéroux, Christian"
subject:"Theorie"
~person:"Robert, Christian P."
~subject:"VAR-Modell"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Theorie
VAR-Modell
Estimation theory
124
Schätztheorie
124
Theory
72
Time series analysis
22
Zeitreihenanalyse
22
Statistical theory
14
Statistische Methodenlehre
14
Bayes-Statistik
10
Bayesian inference
10
Estimation
9
Schätzung
9
VAR model
8
Volatility
8
Volatilität
8
Identification
7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Probability theory
7
Risikomanagement
7
Risk management
7
Wahrscheinlichkeitsrechnung
7
Core
6
Schock
6
Shock
6
Econometrics
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Portfolio selection
5
Portfolio-Management
5
Risikomaß
5
Risk measure
5
Ökonometrie
5
Consistency
4
Credit risk
4
Induktive Statistik
4
Kreditrisiko
4
Risiko
4
Risk
4
more ...
less ...
Online availability
All
Undetermined
4
Free
3
Type of publication
All
Book / Working Paper
46
Article
34
Type of publication (narrower categories)
All
Arbeitspapier
43
Graue Literatur
43
Non-commercial literature
43
Working Paper
43
Amtsdruckschrift
32
Government document
32
Article in journal
27
Aufsatz in Zeitschrift
27
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
64
French
16
Author
All
Gouriéroux, Christian
Robert, Christian P.
Härdle, Wolfgang
68
Lütkepohl, Helmut
67
Pesaran, M. Hashem
61
Phillips, Peter C. B.
55
Andrews, Donald W. K.
44
Franses, Philip Hans
42
Newey, Whitney K.
42
Kilian, Lutz
38
Swanson, Norman R.
38
Giles, David E. A.
35
Imbens, Guido
35
McAleer, Michael
35
Heckman, James J.
30
Robinson, Peter M.
30
Winker, Peter
30
Horowitz, Joel
29
Baltagi, Badi H.
28
Koop, Gary
27
Granger, C. W. J.
26
King, Maxwell L.
26
Li, Qi
26
Ohtani, Kazuhiro
26
Zakoïan, Jean-Michel
26
Brännäs, Kurt
25
Diebold, Francis X.
25
Dufour, Jean-Marie
25
Johansen, Søren
25
Kohn, Robert
25
Monfort, Alain
25
Bera, Anil K.
24
Krämer, Walter
24
Maravall Herrero, Agustín
24
Stahlecker, Peter
24
Hsiao, Cheng
23
Inoue, Atsushi
23
Sentana, Enrique
23
Staszewska-Bystrova, Anna
23
Teräsvirta, Timo
23
Ullah, Aman
23
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
34
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
23
Annales d'économie et de statistique
9
Journal of econometrics
8
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
Série des documents de travail du CREST (Centre de Recherche en Economie et Statistique) / Institut National de la Statistique et des Etudes Economiques / Institut National de la Statistique et des Etudes Economiques
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 de la Société de Statistique de Paris
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)
80
Showing
1
-
10
of
80
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
Persistent link: https://www.econbiz.de/10012197831
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
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:
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:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->