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Gouriéroux, Christian
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Série des documents de travail
Série des documents de travail / Centre de Recherche en Économie et Statistique
127
Journal of econometrics
125
Cahiers de recherche
84
Journal of Econometrics
50
CIRANO Working Papers
49
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
49
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
42
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
37
Econometric theory
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Journal of Business & Economic Statistics
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Annales d'économie et de statistique
22
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
22
Journal of empirical finance
21
Banque de France Working Paper
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Documents de travail / Banque de France
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
16
L' Actualité économique : revue trimest.
16
Cahier / Département de Sciences Économiques, Université de Montréal
15
Econometric Theory
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Journal of financial econometrics
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Discussion paper / Centre for Economic Policy Research
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Economics Papers from University Paris Dauphine
13
The review of financial studies
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Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2016
Persistent link: https://www.econbiz.de/10012196271
Saved in:
2
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2017
Persistent link: https://www.econbiz.de/10012197835
Saved in:
3
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
Saved in:
4
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
Saved in:
5
Stationary bubble equilibria in rational expectation models
Gouriéroux, Christian
;
Jasiak, Joann
;
Monfort, Alain
-
2016
Persistent link: https://www.econbiz.de/10012182001
Saved in:
6
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2016
Persistent link: https://www.econbiz.de/10012196256
Saved in:
7
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2017
Persistent link: https://www.econbiz.de/10012197830
Saved in:
8
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
Persistent link: https://www.econbiz.de/10012197831
Saved in:
9
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
-
September 2016, revised version
Persistent link: https://www.econbiz.de/10012197832
Saved in:
10
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
Saved in:
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