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subject:"Econometrics"
subject:"Estimation theory"
~person:"Gouriéroux, Christian"
~subject:"Risiko"
~subject:"World"
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Econometrics
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212
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212
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50
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25
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25
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23
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Gouriéroux, Christian
Härdle, Wolfgang
89
Pesaran, M. Hashem
85
Phillips, Peter C. B.
82
Gollier, Christian
62
Heckman, James J.
61
Baltagi, Badi H.
60
Franses, Philip Hans
56
McAleer, Michael
55
Ludwig, Alexander
53
Hendry, David F.
52
Chichilnisky, Graciela
50
Frankel, Jeffrey A.
49
Andrews, Donald W. K.
48
Siebert, Horst
48
Kilian, Lutz
46
Staiger, Robert W.
46
Granger, C. W. J.
45
Newey, Whitney K.
45
Bekaert, Geert
44
Eichengreen, Barry
44
Castelnuovo, Efrem
43
Eeckhoudt, Louis R.
42
Viscusi, W. Kip
42
Wang, Ruodu
42
Barnett, William A.
41
Hansen, Lars Peter
41
Barro, Robert J.
40
Diebold, Francis X.
40
Fabozzi, Frank J.
40
Giles, David E. A.
39
Imbens, Guido
39
Swanson, Norman R.
39
Dreher, Axel
38
Levchenko, Andrei A.
38
Engle, Robert F.
37
Nijkamp, Peter
37
Epstein, Larry G.
36
Harvey, Campbell R.
36
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36
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1
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5
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5
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Mélanges économiques : essais en l'honneur de Edmond Malinvaud
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2
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1
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1
Journal de la Société de Statistique de Paris
1
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1
L' économétrie appliquée
1
L'hétérogénéité en économétrie : numéro spécial
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Marchés financiers et gestion de portefeuilles: une mise en perspective des nouveaux outils
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Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
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ECONIS (ZBW)
70
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1
Long run predictions
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Annals of economics and statistics
145
(
2022
),
pp. 75-90
Persistent link: https://www.econbiz.de/10013464960
Saved in:
2
Aversions to impatience, uncertainty and illiquidity
Allard, Marie
;
Bronsard, Camille
;
Gouriéroux, Christian
- In:
Annals of economics and statistics
125/126
(
2017
),
pp. 9-39
Persistent link: https://www.econbiz.de/10011744355
Saved in:
3
Theoretical and financial econometrics : essays in honor of C. Gourieroux
Darolles, Serge
(
ed.
);
Renault, Eric
(
ed.
); …
-
2017
Persistent link: https://www.econbiz.de/10011918068
Saved in:
4
Allocating systemic risk in a regulatory perspective
Gouriéroux, Christian
;
Monfort, Alain
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10010233265
Saved in:
5
Correlated risks vs contagion in stochastic transition models
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of economic dynamics & control
37
(
2013
)
11
,
pp. 2241-2269
Persistent link: https://www.econbiz.de/10010196887
Saved in:
6
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:
7
The ordered qualitative model for credit rating transitions
Feng, D.
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of empirical finance
15
(
2008
)
1
,
pp. 111-130
Persistent link: https://www.econbiz.de/10003693020
Saved in:
8
The econometrics of individual risk : credit, insurance, and marketing
Gouriéroux, Christian
;
Jasiak, Joann
-
2007
Persistent link: https://www.econbiz.de/10003420329
Saved in:
9
Continuous time Wishart process for stochastic risk
Gouriéroux, Christian
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 177-217
Persistent link: https://www.econbiz.de/10003355729
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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