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~isPartOf:"Annals of economics and statistics"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Série des documents de travail"
~person:"Gouriéroux, Christian"
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Gouriéroux, Christian
Monfort, Alain
17
Auray, Stéphane
12
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10
Saunders, Anthony
10
Fabozzi, Frank J.
9
Faff, Robert W.
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Annals of economics and statistics
Journal of banking & finance
Série des documents de travail
Série des documents de travail / Centre de Recherche en Économie et Statistique
83
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
31
Journal of econometrics
23
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
19
Annales d'économie et de statistique
15
Econometric theory
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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5
L' Actualité économique : revue trimest.
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Mélanges économiques : essais en l'honneur de Edmond Malinvaud
4
Research paper series / Swiss Finance Institute
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Themes in modern econometrics
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2
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2
Journal of economic dynamics & control
2
Journal of financial econometrics
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Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
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Princeton series in finance
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The journal of credit risk : published quarterly by Incisive Media
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Cahier / Département de Sciences Économiques, Université de Montréal
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Collection "Economie et statistiques avancées"
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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
Noncausal affine processes with applications to derivative pricing
Gouriéroux, Christian
;
Lu, Yang
-
2019
Persistent link: https://www.econbiz.de/10012237262
Saved in:
3
Time varying Markov process with partially observed aggregate data : an application to coronavirus
Gouriéroux, Christian
;
Jasiak, Joann
-
2020
-
Revised: May 8, 2020
Persistent link: https://www.econbiz.de/10012286438
Saved in:
4
Negative binomial autoregressive process
Gouriéroux, Christian
;
Lu, Yang
-
2018
Persistent link: https://www.econbiz.de/10012201119
Saved in:
5
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:
6
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2017
Persistent link: https://www.econbiz.de/10012197830
Saved in:
7
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:
8
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:
9
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2017
Persistent link: https://www.econbiz.de/10012197835
Saved in:
10
Analysis of virus transmission : a stochastic transition model representation of epidemiological models
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Annals of economics and statistics
140
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012602598
Saved in:
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