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Constrained nonparametric copu...
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Gouriéroux, Christian
457
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Monfort, Alain
119
Jasiak, Joann
63
Scaillet, Olivier
47
Darolles, Serge
29
Ghysels, Eric
25
Renault, Eric
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Renne, Jean-Paul
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Gourieroux, Christian
19
Trojani, Fabio
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Peaucelle, Irina
16
Broze, Laurence
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Lu, Yang
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Gouriéroux, C.
12
Porchia, Paolo
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Sufana, Razvan
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Szafarz, Ariane
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Urga, Giovanni
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Ossola, Elisa
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Ronchetti, Diego
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Clément, Emmanuelle
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Gagliardini, P.
9
Rubin, Mirco
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Dubecq, Simon
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Florens, Jean-Pierre
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LeFol, Gaëlle
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7
Monfort, A.
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5
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Série des documents de travail / Centre de Recherche en Économie et Statistique
98
Journal of econometrics
40
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33
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
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Annales d'économie et de statistique
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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L' Actualité économique : revue trimest.
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Swiss Finance Institute Research Paper Series
9
Annals of economics and statistics
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CEPREMAP Working Papers (Couverture Orange)
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
7
Journal of empirical finance
7
Journal of financial econometrics
7
Banque de France Working Paper
6
Journal of Econometrics
6
Journal of banking & finance
6
L'Actualité Economique
6
Documents de travail / Banque de France
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ULB Institutional Repository
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Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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Econometrica
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Journal of Financial Econometrics
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Mélanges économiques : essais en l'honneur de Edmond Malinvaud
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Revue d'économie politique
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1
Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 613-637
Persistent link: https://www.econbiz.de/10012149372
Saved in:
2
Positional portfolio management
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Rubin, Mirco
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 650-706
Persistent link: https://www.econbiz.de/10012654983
Saved in:
3
Efficiency in large dynamic panel models with common factors
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Econometric theory
30
(
2014
)
5
,
pp. 961-1020
Persistent link: https://www.econbiz.de/10010502133
Saved in:
4
Double instrumental variable estimation of interaction models with big data
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 176-197
Persistent link: https://www.econbiz.de/10011918688
Saved in:
5
Duration time series models with proportional hazard
Gagliardini, Patrick
;
Gouriéroux, Christian
-
2002
Persistent link: https://www.econbiz.de/10001714344
Saved in:
6
Efficient derivative pricing by extended method of moments
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Renault, Eric
-
2004
Persistent link: https://www.econbiz.de/10002597912
Saved in:
7
Stochastic migration models with application to corporate risk
Gagliardini, Patrick
;
Gouriéroux, Christian
-
2004
Persistent link: https://www.econbiz.de/10002598018
Saved in:
8
Migration correlation : definition and efficient estimation
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of banking & finance
29
(
2005
)
4
,
pp. 865-894
Persistent link: https://www.econbiz.de/10002600307
Saved in:
9
Stochastic migration models with application to corporate risk
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
2
,
pp. 188-226
Persistent link: https://www.econbiz.de/10002811337
Saved in:
10
Efficient derivative pricing by extended method of moments
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Renault, Eric
-
2005
Persistent link: https://www.econbiz.de/10002771895
Saved in:
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