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Annales d'économie et de statistique
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
55
Journal of econometrics
37
Journal of Econometrics
26
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1
Diffusion Processes with Polynomial Eigenfunctions
Gourieroux, Christian
;
Renault, Eric
;
Valery, Pascale
- In:
Annales d'économie et de statistique
(
2007
)
85
,
pp. 115-130
Persistent link: https://www.econbiz.de/10007993688
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2
Tests sur le noyau, l'image et le rang de la matrice des coefficients d'un modèle linéaire multivarié
Gouriéroux, Christian
- In:
Annales d'économie et de statistique
(
1993
),
pp. 83-111
Persistent link: https://www.econbiz.de/10001183862
Saved in:
3
Linear Factor Models and the Term Structure of Interest Rates
Clement, Emmanuelle
;
Gourieroux, Christian
;
Monfort, Alain
- In:
Annales d'économie et de statistique
(
1995
)
40
,
pp. 37-66
Persistent link: https://www.econbiz.de/10007937069
Saved in:
4
Migration Correlation : Estimation Method and Application to French Corporates Ratings
Foulcher, Sandra
;
Gourieroux, Christian
;
Tiomo, André
- In:
Annales d'économie et de statistique
(
2006
)
82
,
pp. 71-102
Persistent link: https://www.econbiz.de/10007943492
Saved in:
5
Pricing with Splines
Gourieroux, Christian
;
Monfort, Alain
- In:
Annales d'économie et de statistique
(
2006
)
82
,
pp. 3-34
Persistent link: https://www.econbiz.de/10007943495
Saved in:
6
Nonlinear Innovations and Impulse Responses with Application to VaR Sensitivity
Gourieroux, Christian
;
Jasiak, Joann
- In:
Annales d'économie et de statistique
(
2005
)
78
,
pp. 1-32
Persistent link: https://www.econbiz.de/10007950693
Saved in:
7
Courbes de performance, de sélection et de discrimination
Gouriéroux, Christian
- In:
Annales d'économie et de statistique
(
1992
),
pp. 107-123
Persistent link: https://www.econbiz.de/10001143268
Saved in:
8
Une approche géométrique des processus ARMA
Gouriéroux, Christian
- In:
Annales d'économie et de statistique
(
1987
),
pp. 135-159
Persistent link: https://www.econbiz.de/10001054475
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