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subject:"Estimation"
subject:"Theory"
~person:"Gouriéroux, Christian"
~subject:"Induktive Statistik"
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Estimation
Theory
Induktive Statistik
Estimation theory
90
Schätztheorie
90
Theorie
50
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20
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20
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9
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8
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7
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44
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Gouriéroux, Christian
Pesaran, M. Hashem
94
Phillips, Peter C. B.
81
Andrews, Donald W. K.
80
Härdle, Wolfgang
79
Linton, Oliver
51
Gao, Jiti
47
Franses, Philip Hans
46
Newey, Whitney K.
45
Heckman, James J.
44
Baltagi, Badi H.
43
Diebold, Francis X.
41
Chernozhukov, Victor
40
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40
McAleer, Michael
40
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40
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38
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38
Koop, Gary
38
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38
Hsiao, Cheng
37
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37
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36
Li, Qi
36
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34
Lütkepohl, Helmut
33
Winkelmann, Rainer
33
Ullah, Aman
32
Zakoïan, Jean-Michel
31
Angrist, Joshua D.
29
Hahn, Jinyong
29
Stock, James H.
29
Wooldridge, Jeffrey M.
29
Cai, Zongwu
28
Kilian, Lutz
28
Kohn, Robert
28
Lee, Lung-fei
28
MacKinnon, James G.
28
Marcellino, Massimiliano
28
Bera, Anil K.
27
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Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
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16
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11
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8
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5
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4
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
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3
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3
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2
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2
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1
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1
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ECONIS (ZBW)
57
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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
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
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:
9
The econometrics of individual risk : credit, insurance, and marketing
Gouriéroux, Christian
;
Jasiak, Joann
-
2007
Persistent link: https://www.econbiz.de/10003420329
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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