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person:"Gouriéroux, Christian"
subject:"Theorie"
~subject:"Nichtparametrisches Verfahren"
~subject:"Ökonometrie"
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Theorie
Nichtparametrisches Verfahren
Ökonometrie
Estimation theory
90
Schätztheorie
90
Theory
50
Time series analysis
20
Zeitreihenanalyse
20
Estimation
9
Schätzung
9
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8
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8
Identification
7
Nonparametric statistics
7
Risikomanagement
7
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7
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45
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Gouriéroux, Christian
Härdle, Wolfgang
93
Linton, Oliver
93
Phillips, Peter C. B.
89
Gao, Jiti
76
Newey, Whitney K.
74
Chen, Xiaohong
69
Li, Qi
62
Pesaran, M. Hashem
59
Horowitz, Joel
55
Andrews, Donald W. K.
53
Simar, Léopold
48
Robinson, Peter M.
46
Ullah, Aman
43
Franses, Philip Hans
42
Heckman, James J.
41
Imbens, Guido
41
Cai, Zongwu
40
Florens, Jean-Pierre
40
White, Halbert
40
McAleer, Michael
39
Otsu, Taisuke
39
Giles, David E. A.
36
Lewbel, Arthur
36
Chernozhukov, Victor
35
Scaillet, Olivier
35
Swanson, Norman R.
35
Winkelmann, Rainer
35
Hoderlein, Stefan
34
Racine, Jeffrey
34
Li, Degui
33
Mammen, Enno
33
Ichimura, Hidehiko
32
Kohn, Robert
32
Su, Liangjun
32
Vella, Francis
32
Dufour, Jean-Marie
31
Baltagi, Badi H.
30
Hsiao, Cheng
30
King, Maxwell L.
30
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Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
20
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
11
Journal of econometrics
7
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
Econometric theory
2
L' Actualité économique : revue trimest.
2
CORE discussion paper : DP
1
Collection "Economie et statistiques avancées"
1
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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 business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
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1
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1
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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
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ECONIS (ZBW)
58
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1
Generalized covariance estimator
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1315-1327
Persistent link: https://www.econbiz.de/10014448640
Saved in:
2
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:
3
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:
4
Semi-parametric estimation of noncausal vector autoregression
Gouriéroux, Christian
;
Jasiak, Joann
-
2015
Persistent link: https://www.econbiz.de/10011288580
Saved in:
5
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:
6
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:
7
[Rezension von: Gourieroux, Christian; Jasiak, Joann, The econometrics of individual risk, credit, insurance, and marketing]
Sherris, Michael
- In:
Journal of economic literature
45
(
2007
)
4
,
pp. 1049-1053
Persistent link: https://www.econbiz.de/10003632655
Saved in:
8
The econometrics of individual risk : credit, insurance, and marketing
Gouriéroux, Christian
;
Jasiak, Joann
-
2007
Persistent link: https://www.econbiz.de/10003420329
Saved in:
9
(Non) consistency of the beta kernel estimator for recovery rate distribution
Gouriéroux, Christian
;
Monfort, Alain
-
2006
Persistent link: https://www.econbiz.de/10003468607
Saved in:
10
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
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