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ECONOMETRICS
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Gourieroux, C.
Hendry, David F.
65
Baltagi, Badi H.
63
Heckman, James J.
51
Woodford, Michael
50
Tasnádi, Attila
48
Phillips, Peter C. B.
47
Ghysels, E.
40
Klein, Lawrence Robert
37
McAleer, Michael
37
Pintér, Miklós
37
Dufour, J.M.
36
Maddala, Gangadharrao S.
32
Neck, Reinhard
32
Kooths, Stefan
31
Groll, Dominik
30
Barnett, William A.
29
Qin, Duo
29
Andersen, Torben M.
28
Boysen-Hogrefe, Jens
28
Pesaran, M. Hashem
28
Wooldridge, Jeffrey M.
28
Greene, William H.
27
Griliches, Zvi
27
Jannsen, Nils
27
Judge, George G.
27
Angrist, Joshua D.
26
Granger, C. W. J.
26
Mizon, Grayham E.
26
Fomby, Thomas B.
25
Renault, E.
25
Anselin, Luc
24
Shephard, Neil
24
Corsetti, Giancarlo
23
Diebold, Francis X.
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Fiedler, Salomon
23
Fuest, Clemens
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Hoover, Kevin D.
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Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE)
3
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
2
Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor.
1
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Economic notes : economic review of Banca Monte dei Paschi di Siena
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1
Non-Nested Hypothesis and Instrumental Models.
Dhaene, G.
;
Gourieroux, C.
;
Scaillet, O.
-
1996
We introduce non-nested hypothesis
tests
using indirect simulation-based estimation procedures. …
Persistent link: https://www.econbiz.de/10005641013
Saved in:
2
Evidence of Adverse Selction in Automobile Insurance Markets
Dionne, G.
;
Gourieroux, C.
;
Vanasse, C.
-
1998
its relationship with specification
tests
that may be useful to isolate the presence of adverse selction in the portfolio …
Persistent link: https://www.econbiz.de/10005641006
Saved in:
3
Evidence of Adverse Selection in Automobile Insurance Markets
Dionne, G.
;
Gourieroux, C.
;
Vanasse, C.
-
Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor.
-
1998
its relationship with specification
tests
that may be useful to isolate the presence of adverse selection in the portfolio …
Persistent link: https://www.econbiz.de/10005660689
Saved in:
4
Bartlett Identities
Tests
.
Chesher, A.
;
Dhaene, G.
;
Gourieroux, C.
;
Scaillet, O.
-
Center for Operations Research and Econometrics (CORE), …
-
1999
In this note we propose a general testing procedure for parametric models based on Bartlett Identities.
Persistent link: https://www.econbiz.de/10005634012
Saved in:
5
Covariance Estimators and Adjusted Pseudo Maximum Likelihood Method.
Broze, L.
;
Gourieroux, C.
-
Center for Operations Research and Econometrics (CORE), …
-
1993
Persistent link: https://www.econbiz.de/10005779428
Saved in:
6
Nonlinear Autocorrelograms: an Application to Intra-Trade Durations.
Gourieroux, C.
;
Jasiak, J.
-
1998
The paper presents a study of dependencies between the autocorrelation function and selected nonlinear transformations of time series. We examine parametric transformations and introduce an analysis of nonlinear canonical correlations. We also propose various methods of testing the...
Persistent link: https://www.econbiz.de/10005780793
Saved in:
7
Simulation Based Inference: A Survey with Special Reference to Panel Data Models.
Gourieroux, C.
;
Monfort, A.
-
1991
Persistent link: https://www.econbiz.de/10005486739
Saved in:
8
A General Framework for Factor Models.
Gourieroux, C.
;
Monfort, A.
;
Renault, E.
-
1991
Persistent link: https://www.econbiz.de/10005486745
Saved in:
9
Rank
Tests
for Unit Roots.
Breitung, J.
;
Gourieroux, C.
-
1996
Carlo study the rank
tests
are compared with their parametric counterparts. …
Persistent link: https://www.econbiz.de/10005486774
Saved in:
10
Nonlinear Panel Data Models with Dynamic Heterogeneity.
Gourieroux, C.
;
Jasiak, J.
-
1998
We introduce nonlinear panel data models for individual risl management and control. Our approach extends traditional models by allowing for nonlinearities in input variables and unobserved individual heterogeneity with possible temporal dependence. This permits us to develop nonlineat models...
Persistent link: https://www.econbiz.de/10005486783
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