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Pseudo maximum likelihood method, adjusted pseudo maximum likelihood method and covariance estimators
Broze, Laurence; Gouriéroux, Christian - 1995
Persistent link: https://www.econbiz.de/10000919516
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Pitfalls in the estimation of continuous time interest rate models : the case of the CIR model
Gouriéroux, Christian; Monfort, Alain - In: Annals of economics and statistics 109/110 (2013), pp. 25-61
Persistent link: https://www.econbiz.de/10009779723
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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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Composite indirect inference with application to corporate risks
Gouriéroux, Christian; Monfort, Alain - 2016
Persistent link: https://www.econbiz.de/10012196256
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Composite indirect inference with application to corporate risks
Gouriéroux, Christian; Monfort, Alain - 2017
Persistent link: https://www.econbiz.de/10012197830
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Instrumental models and indirect encompassing
Dhaene, Geert - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 3, pp. 673-688
Persistent link: https://www.econbiz.de/10001240756
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Résidus généralisés, résidus simulés et leur utilisation dans les modèles non linéaires
Gouriéroux, Christian (contributor)
Persistent link: https://www.econbiz.de/10001266396
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Non-nested hypotheses and instrumental models
Dhaene, Geert; Gouriéroux, Christian; Scaillet, Olivier - 1996
Persistent link: https://www.econbiz.de/10000927795
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Statistics and econometric models
Gouriéroux, Christian; Monfort, Alain - 1995
Persistent link: https://www.econbiz.de/10000912774
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Misspecification of noncausal order in autoregressive processes
Gouriéroux, Christian; Jasiak, Joann - In: Journal of econometrics 205 (2018) 1, pp. 226-248
Persistent link: https://www.econbiz.de/10012110259