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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~person:"Gouriéroux, Christian"
~subject:"Schätzung"
~subject:"Stichprobenerhebung"
~subject:"Stochastischer Prozess"
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Probability theory
Statistische Methodenlehre
Schätzung
Stichprobenerhebung
Stochastischer Prozess
Estimation theory
90
Schätztheorie
90
Theorie
50
Theory
50
Time series analysis
20
Zeitreihenanalyse
20
Estimation
9
VAR model
8
VAR-Modell
8
Identification
7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Risikomanagement
7
Risk management
7
Volatility
7
Volatilität
7
Core
6
Schock
6
Shock
6
Econometrics
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Portfolio selection
5
Portfolio-Management
5
Risikomaß
5
Risk measure
5
Statistical theory
5
Wahrscheinlichkeitsrechnung
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Ökonometrie
5
Consistency
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Credit risk
4
Kreditrisiko
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Risiko
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Risk
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ARCH Model
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Article
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Gouriéroux, Christian
Gao, Jiti
50
Pesaran, M. Hashem
50
Phillips, Peter C. B.
44
Linton, Oliver
39
Kapetanios, George
31
Angrist, Joshua D.
27
Koopman, Siem Jan
26
Marcellino, Massimiliano
26
Cai, Zongwu
25
McAleer, Michael
25
Diebold, Francis X.
23
Koop, Gary
22
Schorfheide, Frank
22
Härdle, Wolfgang
21
White, Halbert
21
Lechner, Michael
20
Stock, James H.
20
Winkelmann, Rainer
20
Baltagi, Badi H.
19
Dufour, Jean-Marie
19
Hsiao, Cheng
19
Hsu, Yu-Chin
19
Ghysels, Eric
18
Heckman, James J.
18
Imbens, Guido
18
Su, Liangjun
18
Tauchen, George Eugene
18
Andrews, Donald W. K.
17
Bera, Anil K.
17
Escanciano, Juan Carlos
17
Lütkepohl, Helmut
17
Todorov, Viktor
17
Chudik, Alexander
16
Einmahl, John H. J.
16
Hoderlein, Stefan
16
Kumbhakar, Subal
16
Steel, Mark F. J.
16
Swanson, Norman R.
16
Tsionas, Efthymios G.
16
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Journal of econometrics
4
Série des documents de travail
4
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
2
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econométrie non linéaire asymptotique
1
Journal of banking & finance
1
L' Actualité économique : revue trimest.
1
L' économétrie appliquée
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The review of economic studies : RES
1
Themes in modern econometrics
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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
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
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
6
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:
7
Misspecification of noncausal order in autoregressive processes
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 226-248
Persistent link: https://www.econbiz.de/10012110259
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
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
Saved in:
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