51

Simulation-based inference: A survey with special reference to panel data models

Christian Gourieroux, Alain Monfort
Journal:
Journal of Econometrics
Year:
1993
Language:
english
File:
PDF, 1.42 MB
english, 1993
53

Multivariate Jacobi process with application to smooth transitions

Christian Gourieroux, Joann Jasiak
Journal:
Journal of Econometrics
Year:
2006
Language:
english
File:
PDF, 455 KB
english, 2006
55

Indirect inference for dynamic panel models

Christian Gouriéroux, Peter C.B. Phillips, Jun Yu
Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 605 KB
english, 2010
56

Discrete time Wishart term structure models

Christian Gourieroux, Razvan Sufana
Journal:
Journal of Economic Dynamics and Control
Year:
2011
Language:
english
File:
PDF, 193 KB
english, 2011
58

Rank tests for unit roots

Jörg Breitung, Christian Gouriéroux
Journal:
Journal of Econometrics
Year:
1997
Language:
english
File:
PDF, 1.12 MB
english, 1997
59

Duration, transition and count data models Introduction

Christian Gouriéroux, Thierry Magnac
Journal:
Journal of Econometrics
Year:
1997
Language:
english
File:
PDF, 291 KB
english, 1997
61

Truncated dynamics and estimation of diffusion equations

Serge Darolles, Christian Gouriéroux
Journal:
Journal of Econometrics
Year:
2001
Language:
english
File:
PDF, 242 KB
english, 2001
63

Nonlinear Autocorrelograms: an Application to Inter-Trade Durations

CHRISTIAN GOURIÉROUX, JOANN JASIAK
Journal:
Journal of Time Series Analysis
Year:
2002
Language:
english
File:
PDF, 773 KB
english, 2002
64

State-space Models with Finite Dimensional Dependence

Christian Gourieroux, Joann Jasiak
Journal:
Journal of Time Series Analysis
Year:
2001
Language:
english
File:
PDF, 186 KB
english, 2001
66

Control and Out-of-Sample Validation of Dependent Risks

Christian Gourieroux, Wei Liu
Journal:
Journal of Risk and Insurance
Year:
2009
Language:
english
File:
PDF, 466 KB
english, 2009
67

Encompassing and indirect inference

Christian Gouriéroux, Alain Monfort
Journal:
Statistical Methods & Applications
Year:
1993
Language:
english
File:
PDF, 622 KB
english, 1993
68

Direct test of the rational expectation hypothesis

Christian Gourieroux, Jacqueline Pradel
Journal:
European Economic Review
Year:
1986
Language:
english
File:
PDF, 1.01 MB
english, 1986
69

Managing hedonic housing price indexes: The French experience

Christian Gouriéroux, Anne Laferrère
Journal:
Journal of Housing Economics
Year:
2009
Language:
english
File:
PDF, 307 KB
english, 2009
70

Memory and infrequent breaks

Christian Gourieroux, Joann Jasiak
Journal:
Economics Letters
Year:
2001
Language:
english
File:
PDF, 1.08 MB
english, 2001
71

Intra-day market activity

Christian Gouriéroux, Joanna Jasiak, Gaëlle Le Fol
Journal:
Journal of Financial Markets
Year:
1999
Language:
english
File:
PDF, 503 KB
english, 1999
72

ESTIMATION-ADJUSTED VAR

Gourieroux, Christian, Zakoïan, Jean-Michel
Journal:
Econometric Theory
Year:
2013
Language:
english
File:
PDF, 344 KB
english, 2013
75

[Springer Series in Statistics] ARCH Models and Financial Applications || Univariate ARCH Models

Gouriéroux, Christian
Year:
1997
Language:
english
File:
PDF, 1.54 MB
english, 1997
76

[Springer Series in Statistics] ARCH Models and Financial Applications || Introduction

Gouriéroux, Christian
Year:
1997
Language:
english
File:
PDF, 651 KB
english, 1997
77

[Springer Series in Statistics] ARCH Models and Financial Applications || Estimation and Tests

Gouriéroux, Christian
Year:
1997
Language:
english
File:
PDF, 2.63 MB
english, 1997
82

[Springer Series in Statistics] ARCH Models and Financial Applications || Equilibrium Models

Gouriéroux, Christian
Year:
1997
Language:
english
File:
PDF, 2.91 MB
english, 1997
87

Performance fees and hedge fund return dynamics

Darolles, Serge, Gourieroux, Christian
Journal:
International Journal of Approximate Reasoning
Year:
2015
Language:
english
File:
PDF, 851 KB
english, 2015
88

Econometrics of Qualitative Dependent Variables || Introduction

Gourieroux, Christian, Klassen, Paul B.
Year:
2000
Language:
english
File:
PDF, 237 KB
english, 2000
89

Econometrics of Qualitative Dependent Variables || Models of Market Disequilibrium

Gourieroux, Christian, Klassen, Paul B.
Year:
2000
Language:
english
File:
PDF, 551 KB
english, 2000
91

Econometrics of Qualitative Dependent Variables || Estimation Methods and Tests

Gourieroux, Christian, Klassen, Paul B.
Year:
2000
Language:
english
File:
PDF, 1.07 MB
english, 2000
92

Econometrics of Qualitative Dependent Variables || The Simple Dichotomy

Gourieroux, Christian, Klassen, Paul B.
Year:
2000
Language:
english
File:
PDF, 1.07 MB
english, 2000
94

Econometrics of Qualitative Dependent Variables || Duration Models

Gourieroux, Christian, Klassen, Paul B.
Year:
2000
Language:
english
File:
PDF, 2.51 MB
english, 2000
95

Statistics and Econometric Models Volume 2 || Asymptotic Theory

Gourieroux, Christian, Monfort, Alain, Vuong, Quang
Year:
1995
Language:
english
File:
PDF, 771 KB
english, 1995
96

Statistics and Econometric Models Volume 2 || Asymptotic Efficiency

Gourieroux, Christian, Monfort, Alain, Vuong, Quang
Year:
1995
Language:
english
File:
PDF, 2.08 MB
english, 1995
97

Statistics and Econometric Models Volume 2 || Uniformly Most Powerful Tests

Gourieroux, Christian, Monfort, Alain, Vuong, Quang
Year:
1995
Language:
english
File:
PDF, 750 KB
english, 1995
98

Statistics and Econometric Models Volume 2 || General Asymptotic Tests

Gourieroux, Christian, Monfort, Alain, Vuong, Quang
Year:
1995
Language:
english
File:
PDF, 1.33 MB
english, 1995
99

Statistics and Econometric Models Volume 2 || Multiple Tests

Gourieroux, Christian, Monfort, Alain, Vuong, Quang
Year:
1995
Language:
english
File:
PDF, 1.11 MB
english, 1995
100

Statistics and Econometric Models Volume 2 || Nonnested Models

Gourieroux, Christian, Monfort, Alain, Vuong, Quang
Year:
1995
Language:
english
File:
PDF, 1.56 MB
english, 1995