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person:"Gouriéroux, Christian"
subject:"Theorie"
~person:"Ullah, Aman"
~subject:"VAR model"
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Search: subject_exact:"Estimation theory"
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Theorie
VAR model
Estimation theory
165
Schätztheorie
165
Theory
73
Nichtparametrisches Verfahren
29
Nonparametric statistics
29
Time series analysis
28
Zeitreihenanalyse
28
Estimation
18
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18
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12
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12
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8
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8
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7
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Shock
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Statistische Methodenlehre
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English
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French
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Gouriéroux, Christian
Ullah, Aman
Lütkepohl, Helmut
69
Härdle, Wolfgang
68
Pesaran, M. Hashem
61
Phillips, Peter C. B.
56
Andrews, Donald W. K.
44
Franses, Philip Hans
42
Newey, Whitney K.
42
Kilian, Lutz
40
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
Inoue, Atsushi
25
Johansen, Søren
25
Kohn, Robert
25
Maravall Herrero, Agustín
25
Monfort, Alain
25
Bera, Anil K.
24
Krämer, Walter
24
Stahlecker, Peter
24
Hsiao, Cheng
23
Sentana, Enrique
23
Staszewska-Bystrova, Anna
23
Teräsvirta, Timo
23
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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
17
Journal of econometrics
11
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
11
Journal of quantitative economics : official journal of the Indian Econometric Society
6
Annales d'économie et de statistique
5
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
4
Economics letters
3
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 reviews
2
Econometric theory
2
L' Actualité économique : revue trimest.
2
Anvesak : journal of the Sardar Patel Institute of Economic and Social Research
1
CORE discussion paper : DP
1
Collection "Economie et statistiques avancées"
1
Discussion paper
1
Discussion paper / Center for Economic Research, Tilburg University
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
Economics discussion paper
1
Journal of applied econometrics
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
Panel data econometrics : theoretical contributions and empirical applications
1
Statistics : textbooks and monographs
1
Studies in empirical economics
1
The Canadian journal of economics
1
The review of economic studies : RES
1
Themes in modern econometrics
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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
More efficient estimation of nonparametric panel data models with random effects
Su, Liangjun
;
Ullah, Aman
- In:
Economics letters
96
(
2007
)
3
,
pp. 375-380
Persistent link: https://www.econbiz.de/10003504680
Saved in:
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