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Constrained nonparametric copulas
Gagliardini, Patrick; Gouriéroux, Christian - 2002
Persistent link: https://www.econbiz.de/10001714340
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The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian; Jasiak, Joann; Sufana, Razvan - 2004
Persistent link: https://www.econbiz.de/10002597955
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On the stationarity of dynamic conditional correlation models
Fermanian, Jean-David; Malongo, Hassan - 2013
Persistent link: https://www.econbiz.de/10010342712
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Nonparametric estimation in random coefficients binary choice models
Gautier, Eric; Kitamura, Yuichi - 2008
Persistent link: https://www.econbiz.de/10003776129
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Breaking the Curse of Dimensionality in Nonparametric Testing
Lavergne, Pascal; Patilea, Valentin - 2006
Persistent link: https://www.econbiz.de/10003422318
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(Non) consistency of the beta kernel estimator for recovery rate distribution
Gouriéroux, Christian; Monfort, Alain - 2006
Persistent link: https://www.econbiz.de/10003468607
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On the completeness condition in nonparametric instrumental problems
dH̉aultfoeuilli, Xavier - 2006
Persistent link: https://www.econbiz.de/10003468639
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Pricing and inference with mixtures on conditionally normal processes
Bertholon, Henri; Monfort, Alain; Pegoraro, Fulvio - 2006
Persistent link: https://www.econbiz.de/10003447913
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Treatment evaluation in the case of interactions within markets
Ferracci, Marc; Jolivet, Grégory; Berg, Gerard J. van den - 2009
Persistent link: https://www.econbiz.de/10003988264