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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Time varying Markov process with partially observed aggregate data : an application to coronavirus
Gouriéroux, Christian
;
Jasiak, Joann
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2020
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Revised: May 8, 2020
Persistent link: https://www.econbiz.de/10012286438
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2
Robust analysis of the Martingale Hypothesis
Gouriéroux, Christian
;
Jasiak, Joann
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2016
Persistent link: https://www.econbiz.de/10011855294
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3
Structural dynamic analysis of systematic risk
Calvet, Laurent E.
;
Czellar, Veronika
;
Gouriéroux, …
-
2016
Persistent link: https://www.econbiz.de/10011855301
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4
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
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2016
-
March 2016, revised version
Persistent link: https://www.econbiz.de/10011855307
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5
Negative binomial autoregressive process
Gouriéroux, Christian
;
Lu, Yang
-
2018
Persistent link: https://www.econbiz.de/10012201119
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6
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:
7
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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8
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2016
Persistent link: https://www.econbiz.de/10012196256
Saved in:
9
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2016
Persistent link: https://www.econbiz.de/10012196271
Saved in:
10
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
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