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Tikhonov regularization for nonparametric instrumental variable estimators
Gagliardini, Patrick
;
Scaillet, Olivier
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 61-76
Persistent link: https://www.econbiz.de/10009825294
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2
Robust GMM tests for structural breaks
Gagliardini, Patrick
;
Trojani, Fabio
;
Urga, Giovanni
- In:
Journal of econometrics
129
(
2005
)
1
,
pp. 139-182
Persistent link: https://www.econbiz.de/10006750358
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3
Challenges in the teaching of econometrics : the lesson of Pietro Balestra
Gagliardini, Patrick
- In:
Revue d'économie politique
117
(
2007
)
3
,
pp. 431-440
Persistent link: https://www.econbiz.de/10008709524
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4
Testing Asset Pricing Models With Coskewness
Adesi, Giovanni Barone
;
Gagliardini, Patrick
;
Urga, Giovanni
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 474-485
Persistent link: https://www.econbiz.de/10008223229
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5
An efficient nonparametric estimator for models with nonlinear dependence
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
137
(
2007
)
1
,
pp. 189-229
Persistent link: https://www.econbiz.de/10007596836
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6
Semi-parametric estimation of American option prices
Gagliardini, Patrick
;
Ronchetti, Diego
- In:
Journal of econometrics
173
(
2013
)
1
,
pp. 57-82
Persistent link: https://www.econbiz.de/10010069895
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7
Ambiguity Aversion and the Term Structure of Interest Rates
Gagliardini, Patrick
;
Porchia, Paolo
;
Trojani, Fabio
- In:
The review of financial studies
22
(
2013
)
10
,
pp. 4157-4156
Persistent link: https://www.econbiz.de/10010114819
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8
Correlated risks vs contagion in stochastic transition models
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of economic dynamics & control
37
(
2013
)
11
,
pp. 2241-2269
Persistent link: https://www.econbiz.de/10010171815
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9
Journée d'études-Pietro Balestra 2006 - L'enseignement de l'économétrie - Challenges in the teaching of econometrics : The lesson of Pietro Balestra
Gagliardini, Patrick
- In:
Revue d'économie politique
(
2007
)
3
,
pp. 431-440
Persistent link: https://www.econbiz.de/10007940682
Saved in:
10
Sensitivity analysis of VaR and Expected Shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
- In:
Journal of banking & finance
29
(
2005
)
4
,
pp. 927-958
Persistent link: https://www.econbiz.de/10005879004
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