Narrow search
Showing 1 - 10 of 91
Cover Image
Kernel M-estimators : non-parametric diagnostics for structural models
Gouriéroux, Christian; Monfort, Alain; Tenreiro, Carlos - 1994
Persistent link: https://www.econbiz.de/10000888983
Cover Image
Two stage generalized moment method : with applications to regressions with heteroscedasticity of unknown form
Gouriéroux, Christian; Monfort, Alain; Renault, Eric - 1990
Persistent link: https://www.econbiz.de/10000816420
Cover Image
Qualitavie [Qualitative] threshold ARCH models
Gouriéroux, Christian; Monfort, Alain - 1990 - Rev.
Persistent link: https://www.econbiz.de/10000816423
Cover Image
Dynamiques tronquées et estimation de modèles de diffusion
Darolles, Serge; Gouriéroux, Christian - 1997
Persistent link: https://www.econbiz.de/10000956286
Cover Image
[Rezension von: Gourieroux, Christian; Jasiak, Joann, The econometrics of individual risk, credit, insurance, and marketing]
Sherris, Michael - In: Journal of economic literature 45 (2007) 4, pp. 1049-1053
Persistent link: https://www.econbiz.de/10003632655
Cover Image
Dynamic quantile models
Gouriéroux, Christian; Jasiak, Joann - In: Journal of econometrics 147 (2008) 1, pp. 198-205
Persistent link: https://www.econbiz.de/10003783800
Cover Image
The econometrics of individual risk : credit, insurance, and marketing
Gouriéroux, Christian; Jasiak, Joann - 2007
Persistent link: https://www.econbiz.de/10003420329
Cover Image
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian; Jasiak, Joann - 2006
Persistent link: https://www.econbiz.de/10003468054
Cover Image
(Non) consistency of the beta kernel estimator for recovery rate distribution
Gouriéroux, Christian; Monfort, Alain - 2006
Persistent link: https://www.econbiz.de/10003468607
Cover Image
Sensitivity analysis of distortion risk measures
Gouriéroux, Christian; Liu, Wei - 2006
Persistent link: https://www.econbiz.de/10003468643