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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

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

The tradability premium on the S&P 500 Index

Gouriéroux, Christian; Jasiak, Joann; Xu, Peng - In: Journal of financial econometrics : official journal of … 14 (2016) 3, pp. 461-495

Persistent link: https://www.econbiz.de/10011623634

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

Noncausal vector autoregressive process: representation, identification and semi-parametric estimation

Gouriéroux, Christian; Jasiak, Joann - In: Journal of econometrics 200 (2017) 1, pp. 118-134

Persistent link: https://www.econbiz.de/10011897706

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

Testing for endogeneity of Covid-19 patient assignments

Gouriéroux, Christian; Djogbenou, A.; Jasiak, Joann - In: Journal of financial econometrics 20 (2022) 5, pp. 875-901

Persistent link: https://www.econbiz.de/10013460030

Generalized covariance estimator

Gouriéroux, Christian; Jasiak, Joann - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 4, pp. 1315-1327

Persistent link: https://www.econbiz.de/10014448640

Financial econometrics : problems, models, and methods

Gouriéroux, Christian - 2002

Financial econometrics is a great success story in economics. Econometrics uses data and statistical inference methods, together with structural and descriptive modeling, to address rigorous economic problems. Its development within the world of finance is quite recent and has been paralleled by...

Persistent link: https://www.econbiz.de/10014488576

GARCH for irregularly spaced financial data : the ACD-GARCH model

Ghysels, Eric (contributor); Jasiak, Joann (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 2 (1997) 4, pp. 133-149

Persistent link: https://www.econbiz.de/10001769687

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