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Testing for endogeneity of Covid-19 patient assignments

Gouriéroux, Christian; Djogbenou, A.; Jasiak, Joann - In: Journal of financial econometrics 20 (2022) 5, pp. 875-901

Persistent link: https://www.econbiz.de/10013460030

Gouriéroux, Christian; Jasiak, Joann - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 4, pp. 1315-1327

Persistent link: https://www.econbiz.de/10014448640

Long run predictions

Gouriéroux, Christian; Jasiak, Joann - In: Annals of economics and statistics 145 (2022), pp. 75-90

Persistent link: https://www.econbiz.de/10013464960

The econometrics of individual risk : credit, insurance, and marketing

Gouriéroux, Christian; Jasiak, Joann - 2007

Persistent link: https://www.econbiz.de/10003420329

Financial econometrics : problems, models, and methods

Gouriéroux, Christian - 2001

Financial econometrics is a great success story in economics. Econometrics uses data and statistical inference methods, together with structural and descriptive modeling, to address rigorous economic problems. Its development within the world of finance is quite recent and has been paralleled by...