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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of econometrics"
~person:"Gouriéroux, Christian"
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Gouriéroux, Christian
Phillips, Peter C. B.
64
Linton, Oliver
36
Lee, Lung-fei
32
Robinson, Peter M.
25
Yu, Jun
24
Chen, Songnian
23
Aït-Sahalia, Yacine
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17
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17
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Journal of banking & finance
Journal of econometrics
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
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
19
Annales d'économie et de statistique
15
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7
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7
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6
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5
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Mélanges économiques : essais en l'honneur de Edmond Malinvaud
4
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4
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3
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3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
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Journal de la Société de Statistique de Paris
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economic dynamics & control
2
Journal of financial econometrics
2
Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
2
Princeton series in finance
2
The journal of credit risk : published quarterly by Incisive Media
2
CEA_372Cass working paper series
1
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Cahier / Département de Sciences Économiques, Université de Montréal
1
Collection "Economie et statistiques avancées"
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Cowles Foundation discussion paper
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ECONIS (ZBW)
28
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1
Time varying Markov process with partially observed aggregate data : an application to coronavirus
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013472828
Saved in:
2
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:
3
Stationary bubble equilibria in rational expectation models
Gouriéroux, Christian
;
Jasiak, Joann
;
Monfort, Alain
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 714-735
Persistent link: https://www.econbiz.de/10012483178
Saved in:
4
Pricing with finite dimensional dependence
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 408-417
Persistent link: https://www.econbiz.de/10011499694
Saved in:
5
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:
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
Liquidation equilibrium with seniority and hidden CDO
Gouriéroux, Christian
;
Heam, J. C.
;
Monfort, Alain
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5261-5274
Persistent link: https://www.econbiz.de/10010343737
Saved in:
8
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:
9
Double instrumental variable estimation of interaction models with big data
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 176-197
Persistent link: https://www.econbiz.de/10011918688
Saved in:
10
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:
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