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ET interview : Christian Gouriéroux and Alain Monfort
Ghysels, Eric; Renault, Eric - 2011
Persistent link: https://www.econbiz.de/10009552661
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Indirect inference
Gouriéroux, Christian; Monfort, Alain; Renault, Eric - 1992 - Rev
Persistent link: https://www.econbiz.de/10000839360
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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
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Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian; Monfort, Alain; Renault, Eric - 2017
Persistent link: https://www.econbiz.de/10012197835
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Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian; Monfort, Alain; Renault, Eric - 2016
Persistent link: https://www.econbiz.de/10012196271
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Calibration by simulation for small sample bias correction
Gouriéroux, Christian; Renault, Eric; Touzi, Nizar - 1995
Persistent link: https://www.econbiz.de/10000924119
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Efficient derivative pricing by extended method of moments
Gagliardini, Patrick; Gouriéroux, Christian; Renault, Eric - 2005
Persistent link: https://www.econbiz.de/10002771895
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Efficient derivative pricing by extended method of moments
Gagliardini, Patrick; Gouriéroux, Christian; Renault, Eric - 2004
Persistent link: https://www.econbiz.de/10002597912
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Efficient derivative pricing by extended methods of moments
Gagliardini, Patrick (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003806842
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Efficient derivative pricing by the extended method of moments
Gagliardini, Patrick; Gouriéroux, Christian; Renault, Eric - 2010 - this version: October 2009
In this paper we introduce the Extended Method of Moments (XMM) estimator. This estimator accommodates a more general set of moment restrictions than the standard Generalized Method of Moments (GMM) estimator. More specifically, the XMM differs from the GMM in that it can handle not only uniform...
Persistent link: https://www.econbiz.de/10003973066