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~isPartOf:"Econometric reviews"
~isPartOf:"Panel data econometrics : future directions : papers in honour of professor Pietro Balestra"
~person:"Gouriéroux, Christian"
~subject:"Theory"
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Econometric reviews
Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
Série des documents de travail / Centre de Recherche en Économie et Statistique
66
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
28
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
17
Annales d'économie et de statistique
15
Journal of econometrics
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Econometric theory
5
Journal of empirical finance
5
L' Actualité économique : revue trimest.
5
Journal of banking & finance
4
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
4
Research paper series / Swiss Finance Institute
4
Swiss Finance Institute Research Paper
4
Annals of economics and statistics
3
Documents de travail / Banque de France
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
Themes in modern econometrics
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CORE discussion paper : DP
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Journal of financial econometrics
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Princeton series in finance
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1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Duration transition and count data models
1
Dynamique des marchés financiers et prévisions
1
Développements récents de l'analyse économique
1
Economic complexity : chaos, sunspots, bubbles and nonlinearity; Proceedings of the fourth International Symposium in Economic Theory and Econometrics
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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
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2
Granularity adjustment for efficient portfolios
Gouriéroux, Christian
;
Monfort, Alain
- In:
Econometric reviews
32
(
2013
)
1/4
,
pp. 449-468
Persistent link: https://www.econbiz.de/10009717782
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3
Dynamic factor models
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Econometric reviews
20
(
2001
)
4
,
pp. 385-424
Persistent link: https://www.econbiz.de/10001620897
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4
Nonlinear panel data models with dynamic heterogeneity
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Panel data econometrics : future directions : papers in …
,
(pp. 127-147)
.
2000
Persistent link: https://www.econbiz.de/10001488037
Saved in:
5
Kernel m-estimators and functional residual plots
Gouriéroux, Christian
;
Monfort, Alain
;
Tenreiro, Carlos
- In:
Panel data econometrics : future directions : papers in …
,
(pp. 235-275)
.
2000
Persistent link: https://www.econbiz.de/10001488087
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