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Time varying Markov process with partially observed aggregate data : an application to coronavirus
Gouriéroux, Christian; Jasiak, Joann - 2020 - Revised: May 8, 2020
Persistent link: https://www.econbiz.de/10012286438
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Robust analysis of the Martingale Hypothesis
Gouriéroux, Christian; Jasiak, Joann - 2016
Persistent link: https://www.econbiz.de/10011855294
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Structural dynamic analysis of systematic risk
Calvet, Laurent E.; Czellar, Veronika; Gouriéroux, … - 2016
Persistent link: https://www.econbiz.de/10011855301
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Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian; Monfort, Alain; Renne, Jean-Paul - 2016 - March 2016, revised version
Persistent link: https://www.econbiz.de/10011855307
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Negative binomial autoregressive process
Gouriéroux, Christian; Lu, Yang - 2018
Persistent link: https://www.econbiz.de/10012201119
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Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian; Monfort, Alain; Zakoïan, … - 2018 - Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
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Stationary bubble equilibria in rational expectation models
Gouriéroux, Christian; Jasiak, Joann; Monfort, Alain - 2016
Persistent link: https://www.econbiz.de/10012182001
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Composite indirect inference with application to corporate risks
Gouriéroux, Christian; Monfort, Alain - 2016
Persistent link: https://www.econbiz.de/10012196256
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Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian; Monfort, Alain; Renault, Eric - 2016
Persistent link: https://www.econbiz.de/10012196271
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A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian; Lu, Yang - 2016
Persistent link: https://www.econbiz.de/10012196330