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~person:"Gouriéroux, Christian"
~subject:"Time series analysis"
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Time series analysis
Estimation theory
90
Schätztheorie
90
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63
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63
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25
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10
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10
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English
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Gouriéroux, Christian
Phillips, Peter C. B.
108
Gao, Jiti
81
Koopman, Siem Jan
75
Franses, Philip Hans
49
Johansen, Søren
48
Lütkepohl, Helmut
48
Teräsvirta, Timo
44
Pesaran, M. Hashem
39
Lucas, André
38
Nielsen, Morten Ørregaard
38
Linton, Oliver
34
Kapetanios, George
33
Harvey, Andrew C.
30
Koop, Gary
30
Hassler, Uwe
29
Härdle, Wolfgang
29
Swanson, Norman R.
29
Caporale, Guglielmo Maria
28
Robinson, Peter M.
28
Sibbertsen, Philipp
28
Taylor, Robert
28
Breitung, Jörg
26
Engle, Robert F.
26
Nelson, Daniel B.
26
Stock, James H.
26
Blasques, Francisco
25
Leybourne, Stephen James
25
Li, Degui
25
Maravall Herrero, Agustín
25
McAleer, Michael
25
Peng, Bin
25
Perron, Pierre
25
Watson, Mark W.
25
Dong, Chaohua
23
Haldrup, Niels
23
Nielsen, Bent
23
Chambers, Marcus J.
22
Westerlund, Joakim
22
Bauwens, Luc
21
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Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
8
Série des documents de travail
6
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
4
Journal of econometrics
3
Annals of economics and statistics
1
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
Collection "Economie et statistiques avancées"
1
Discussion papers of interdisciplinary research project 373
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ECONIS (ZBW)
25
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1
Kernel based nonlinear canonical analysis and time reversibility
Darolles, Serge
;
Florens, Jean-Pierre
;
Gouriéroux, …
-
2000
Persistent link: https://www.econbiz.de/10001487993
Saved in:
2
Kernel-based nonlinear canonical analysis and time reversibility
Darolles, Serge
;
Florens, Jean-Pierre
;
Gouriéroux, …
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 323-353
Persistent link: https://www.econbiz.de/10001956316
Saved in:
3
Nonlinear persistence and copersistence
Gouriéroux, Christian
;
Jasiak, Joann
-
1999
Persistent link: https://www.econbiz.de/10009758935
Saved in:
4
Identification by Laplace transforms in nonlinear time series and
panel
models with unobserved stochastic dynamic effects
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 613-637
Persistent link: https://www.econbiz.de/10012149372
Saved in:
5
Calibration by simulation for small sample bias correction
Gouriéroux, Christian
;
Renault, Eric
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924119
Saved in:
6
Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996742
Saved in:
7
A general approach to serial
correlation
Gouriéroux, Christian
- In:
Econometric theory
1
(
1985
)
3
,
pp. 315-340
Persistent link: https://www.econbiz.de/10001072756
Saved in:
8
ARCH models and financial applications
Gouriéroux, Christian
-
1997
Persistent link: https://www.econbiz.de/10011519880
Saved in:
9
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:
10
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:
1
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