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person:"Gouriéroux, Christian"
subject:"Volatilität"
~subject:"Core"
~subject:"VAR model"
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Search: subject_exact:"Estimation theory"
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20
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Gouriéroux, Christian
Lütkepohl, Helmut
51
Kilian, Lutz
29
Winker, Peter
24
Staszewska-Bystrova, Anna
23
Inoue, Atsushi
22
Koopman, Siem Jan
21
Teräsvirta, Timo
21
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19
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17
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17
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16
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15
Li, Yingying
15
Sentana, Enrique
15
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14
Maheswaran, S.
14
Tauchen, George Eugene
14
Andersen, Torben
13
Brandt, Michael W.
13
Chan, Joshua
13
Hafner, Christian M.
13
Härdle, Wolfgang
13
Kristensen, Dennis
13
Sun, Yixiao
13
Swanson, Norman R.
13
Diebold, Francis X.
12
Kim, Donggyu
12
Theodoridis, Konstantinos
12
Koop, Gary
11
Mancino, Maria Elvira
11
Monfort, Alain
11
Scaillet, Olivier
11
Vahid, Farshid
11
Athanasopoulos, George
10
Chevillon, Guillaume
10
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10
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10
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10
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8
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5
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4
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1
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1
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ECONIS (ZBW)
21
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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
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:
3
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:
4
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:
5
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:
6
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
7
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:
8
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:
9
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:
10
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:
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