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~person:"Gouriéroux, Christian"
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Gouriéroux, Christian
Phillips, Peter C. B.
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Ecole nationale de la statistique et de l'administration économique <Frankreich>
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Duration transition and count data models
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1
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ECONIS (ZBW)
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1
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:
2
Compound autoregressive models
Darolles, Serge
;
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
Persistent link: https://www.econbiz.de/10001596247
Saved in:
3
Dynamic quantile models
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 198-205
Persistent link: https://www.econbiz.de/10003783800
Saved in:
4
Generalized covariance estimator
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1315-1327
Persistent link: https://www.econbiz.de/10014448640
Saved in:
5
Noncausal autoregressive model in application to bitcoin/USD exchange rates
Hencic, Andrew
;
Gouriéroux, Christian
- In:
Econometrics of risk
,
(pp. 17-40)
.
2015
Persistent link: https://www.econbiz.de/10010498586
Saved in:
6
Negative binomial autoregressive process
Gouriéroux, Christian
;
Lu, Yang
-
2018
Persistent link: https://www.econbiz.de/10012201119
Saved in:
7
Nonlinear persistence and copersistence
Gouriéroux, Christian
;
Jasiak, Joann
-
1999
Persistent link: https://www.econbiz.de/10001485343
Saved in:
8
Indirect inference for dynamic panel models
Gouriéroux, Christian
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
157
(
2010
)
1
,
pp. 68-77
Persistent link: https://www.econbiz.de/10008661852
Saved in:
9
Explosive bubble modelling by noncausal process
Gouriéroux, Christian
;
Zakoïan, Jean-Michel
-
2013
Persistent link: https://www.econbiz.de/10009753198
Saved in:
10
Survival of hedge funds : frailty vs contagion
Darolles, Serge
;
Gagliardini, Patrick
;
Gouriéroux, …
-
2012
Persistent link: https://www.econbiz.de/10010188790
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