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Noncausal vector autoregressiv...
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54
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Gouriéroux, Christian
433
Monfort, Alain
111
Jasiak, Joann
106
Gourieroux, Christian
45
Gagliardini, Patrick
35
Darolles, Serge
34
Ghysels, Eric
30
Jasiak, J.
28
Jasiak, Joanna
27
Gourieroux, C.
25
Renault, Eric
20
Peaucelle, Irina
16
Renne, Jean-Paul
16
Broze, Laurence
15
Scaillet, Olivier
15
Gouriéroux, C.
12
Lu, Yang
12
Sufana, Razvan
12
Szafarz, Ariane
12
Clément, Emmanuelle
9
Florens, Jean-Pierre
8
LeFol, Gaëlle
8
Laurent, Jean-Paul
7
Monfort, A.
7
Pradel, Jacqueline
7
Fourgeaud, Claude
6
Ghysels, E.
6
Tenreiro, Carlos
6
Breitung, Jörg
5
Dionne, Georges
5
Dubecq, Simon
5
Dufour, Jean-Marie
5
Trognon, Alain
5
Vanasse, Charles
5
Xu, Peng
5
Yu, Jun
5
Allard, Marie
4
Bronsard, Camille
4
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4
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4
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Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
31
Université Paris-Dauphine (Paris IX)
11
Centre pour la Recherche Économique et ses Applications (CEPREMAP)
9
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7
Solvay Brussels School of Economics and Management, Université Libre de Bruxelles
5
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3
Département de Sciences Économiques, Université de Montréal
3
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
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Department of Economics, York University
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2
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1
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1
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1
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1
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1
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1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
99
Journal of econometrics
37
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
33
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
31
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
22
Annales d'économie et de statistique
19
Série des documents de travail
16
Econometric theory
12
Economics Papers from University Paris Dauphine
11
Journal of empirical finance
10
L' Actualité économique : revue trimest.
10
CEPREMAP Working Papers (Couverture Orange)
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Annals of economics and statistics
7
CIRANO Working Papers
7
Journal of banking & finance
7
Cahiers de recherche
6
Journal of Econometrics
6
L'Actualité Economique
6
Documents de travail / Banque de France
5
Finance : revue de l'Association Française de Finance
5
ULB Institutional Repository
5
Annales d'Economie et de Statistique
4
Econometric reviews
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Economics letters
4
Journal de la Société de Statistique de Paris
4
Journal of economic dynamics & control
4
Journal of economic literature
4
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
4
Research paper series / Swiss Finance Institute
4
Swiss Finance Institute Research Paper
4
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales)
3
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Journal of Financial Econometrics
3
Journal of Forecasting
3
Journal of Time Series Analysis
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Studies in Nonlinear Dynamics & Econometrics
3
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ECONIS (ZBW)
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139
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EconStor
1
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91
Linear factor models and the term structure of interest rates
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
-
1993
Persistent link: https://www.econbiz.de/10000871311
Saved in:
92
Reduced forms of rational expectations models
Broze, Laurence
;
Gouriéroux, Christian
;
Szafarz, Ariane
-
1990
Persistent link: https://www.econbiz.de/10000880217
Saved in:
93
Simulation-based econometric methods
Gouriéroux, Christian
;
Monfort, Alain
-
1996
Persistent link: https://www.econbiz.de/10000601118
Saved in:
94
Actifs financiers et théorie de la consommation
Allard, Marie
;
Bronsard, Camille
;
Gouriéroux, Christian
-
1996
Persistent link: https://www.econbiz.de/10000952886
Saved in:
95
The information content of household decisions : with application to insurance under adverse selection
Dionne, Georges
;
Gouriéroux, Christian
;
Vanasse, Charles
-
1997
Persistent link: https://www.econbiz.de/10000956281
Saved in:
96
Dynamiques tronquées et estimation de modèles de diffusion
Darolles, Serge
;
Gouriéroux, Christian
-
1997
Persistent link: https://www.econbiz.de/10000956286
Saved in:
97
The portfolio composition of households : a scoring analysis from French data
Gouriéroux, Christian
;
Tiomo, André
;
Trognon, Alain
-
1997
Persistent link: https://www.econbiz.de/10000961965
Saved in:
98
Affine models for credit risk analysis
Gouriéroux, Christian
;
Monfort, Alain
;
Polimenis, V.
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
3
,
pp. 494-530
Persistent link: https://www.econbiz.de/10003354119
Saved in:
99
Continuous time Wishart process for stochastic risk
Gouriéroux, Christian
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 177-217
Persistent link: https://www.econbiz.de/10003355729
Saved in:
100
A classification of two-factor affine diffusion term structure models
Gouriéroux, Christian
;
Sufana, Razvan
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
1
,
pp. 31-52
Persistent link: https://www.econbiz.de/10003313340
Saved in:
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