//--> //--> //-->
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
subject:"Estimation theory"
~person:"Gouriéroux, Christian"
~source:"econis"
~subject:"Structural Shocks"
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"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Structural Shocks
Estimation
20
Schätzung
20
Schätztheorie
9
Theorie
8
Theory
8
Time series analysis
8
Zeitreihenanalyse
8
Identification
6
VAR model
6
VAR-Modell
6
France
5
Frankreich
5
Schock
5
Shock
5
Börsenkurs
4
Share price
4
Credit risk
3
Induktive Statistik
3
Kreditrisiko
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Statistical inference
3
Stochastic process
3
Stochastischer Prozess
3
Structural VAR
3
CAPM
2
Cayley Transform
2
Derivat
2
Derivative
2
Forecasting model
2
Handelsvolumen der Börse
2
Impulse Response Functions
2
Independent Component Analysis
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Portfolio selection
2
Portfolio-Management
2
Prognoseverfahren
2
more ...
less ...
Online availability
All
Undetermined
4
Free
3
Type of publication
All
Article
5
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Amtsdruckschrift
1
Government document
1
more ...
less ...
Language
All
English
8
French
1
Author
All
Gouriéroux, Christian
Pesaran, M. Hashem
42
Gao, Jiti
41
Linton, Oliver
32
Kapetanios, George
30
Cai, Zongwu
23
Diebold, Francis X.
22
Marcellino, Massimiliano
20
Koop, Gary
19
Winkelmann, Rainer
19
Hsu, Yu-Chin
18
Chudik, Alexander
16
Härdle, Wolfgang
16
Kumbhakar, Subal
16
Lütkepohl, Helmut
16
Tauchen, George Eugene
16
Baltagi, Badi H.
15
Heckman, James J.
15
Hsiao, Cheng
15
Koopman, Siem Jan
15
Lechner, Michael
15
Su, Liangjun
15
Hoderlein, Stefan
14
Kim, Donggyu
14
Pei, Zhuan
14
Phillips, Peter C. B.
14
Todorov, Viktor
14
Fernández-Villaverde, Jesús
13
Jochmans, Koen
13
Schorfheide, Frank
13
Weber, Andrea
13
Weidner, Martin
13
Swanson, Norman R.
12
Bailey, Natalia
11
Bekaert, Geert
11
Berg, Gerard J. van den
11
Escanciano, Juan Carlos
11
Fang, Ying
11
Hautsch, Nikolaus
11
Huber, Florian
11
Kitagawa, Toru
11
more ...
less ...
Published in...
All
Série des documents de travail
3
Journal of econometrics
2
Journal of banking & finance
1
L' Actualité économique : revue trimest.
1
L' économétrie appliquée
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
The review of economic studies : RES
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996742
Saved in:
9
D'une analyse de variabilités à un modèle d'investissement des firmes
Forest, Danielle
- In:
L' Actualité économique : revue trimest.
73
(
1997
)
1
,
pp. 331-350
Persistent link: https://www.econbiz.de/10001337580
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->