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subject:"Simulation"
subject:"Theory"
~person:"Gouriéroux, Christian"
~subject:"Composite Likelihood"
~type_genre:"Forschungsbericht"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Simulation
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Composite Likelihood
Estimation theory
45
Schätztheorie
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22
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13
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13
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5
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Gouriéroux, Christian
Härdle, Wolfgang
56
Pesaran, M. Hashem
34
Franses, Philip Hans
29
Imbens, Guido
25
Swanson, Norman R.
25
Maravall Herrero, Agustín
23
Phillips, Peter C. B.
22
Kohn, Robert
19
Stahlecker, Peter
19
Heckman, James J.
18
McAleer, Michael
18
Robert, Christian P.
17
Spokojnyj, Vladimir G.
17
Kleibergen, Frank
16
Diebold, Francis X.
15
Giles, David E. A.
15
Sheather, Simon J.
15
Angrist, Joshua D.
14
Scaillet, Olivier
14
Zakoïan, Jean-Michel
14
Feng, Yuanhua
13
Giles, Judith A.
13
Newey, Whitney K.
13
Andrews, Donald W. K.
12
Arnold, Bernhard
12
Breitung, Jörg
12
Brännäs, Kurt
12
Francq, Christian
12
Guégan, Dominique
12
Huschens, Stefan
12
Kiviet, J. F.
12
Monfort, Alain
12
Abberger, Klaus
11
Bera, Anil K.
11
Dufour, Jean-Marie
11
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11
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11
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11
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11
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Série des documents de travail / Centre de Recherche en Économie et Statistique
16
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11
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
4
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3
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ECONIS (ZBW)
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1
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2017
Persistent link: https://www.econbiz.de/10012197830
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
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2016
Persistent link: https://www.econbiz.de/10012196256
Saved in:
4
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
5
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
-
2001
Persistent link: https://www.econbiz.de/10001626924
Saved in:
6
Local likelihood density estimation and value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
-
Rev. version
Persistent link: https://www.econbiz.de/10001626927
Saved in:
7
Compound autoregressive models
Darolles, Serge
;
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
Persistent link: https://www.econbiz.de/10001596247
Saved in:
8
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001456589
Saved in:
9
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
Saved in:
10
Truncated maximum likelihood, and nonparametric tail analysis
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000987029
Saved in:
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