Narrow search
Showing 1 - 8 of 8
Cover Image
Specification pre-test estimator
Gourieroux, C.; Trognon, A. - In: Journal of econometrics 25 (1984) 1/2, pp. 15-27
Persistent link: https://www.econbiz.de/10003562263
Cover Image
Some theoretical results for generalized ridge regression estimators
Fourgeaud, C.; Gourieroux, C.; Pradel, J. - In: Journal of econometrics 25 (1984) 1/2, pp. 191-203
Persistent link: https://www.econbiz.de/10003552452
Cover Image
Econometric specification of stochastic discount factor models
Gourieroux, C.; Monfort, A. - In: Journal of econometrics 136 (2007) 2, pp. 509-530
Persistent link: https://www.econbiz.de/10007391018
Cover Image
A count data model with unobserved heterogeneity
Gourieroux, C.; Visser, M. - In: Journal of econometrics 79 (1997) 2, pp. 247-268
Persistent link: https://www.econbiz.de/10006792314
Cover Image
The Wishart Autoregressive process of multivariate stochastic volatility
Gourieroux, C.; Jasiak, J.; Sufana, R. - In: Journal of econometrics 150 (2009) 2, pp. 167-181
Persistent link: https://www.econbiz.de/10008253329
Cover Image
Dynamic quantile models
Gourieroux, C.; Jasiak, J. - In: Journal of econometrics 147 (2008) 1, pp. 198
Persistent link: https://www.econbiz.de/10008143193
Cover Image
The Wishart Autoregressive process of multivariate stochastic volatility
Gourieroux, C.; Jasiak, J.; Sufana, R. - In: Journal of econometrics 150 (2009) 2, pp. 167-182
Persistent link: https://www.econbiz.de/10008890761
Cover Image
Dynamic quantile models
Gourieroux, C.; Jasiak, J. - In: Journal of econometrics 147 (2008) 1, pp. 198-206
Persistent link: https://www.econbiz.de/10008898194