The following pages link to Christian Gouriéroux (Q193890):
Displaying 50 items.
- (Q278269) (redirect page) (← links)
- Econometric specification of stochastic discount factor models (Q278271) (← links)
- An efficient nonparametric estimator for models with nonlinear dependence (Q278497) (← links)
- Multivariate Jacobi process with application to smooth transitions (Q292036) (← links)
- Dynamic quantile models (Q299276) (← links)
- The Wishart autoregressive process of multivariate stochastic volatility (Q302185) (← links)
- Statistical inference for independent component analysis: application to structural VAR models (Q341899) (← links)
- (Q473221) (redirect page) (← links)
- Erratum to ``Pricing default events: surprise, exogeneity and contagion'' (Q473223) (← links)
- (Q492625) (redirect page) (← links)
- Love and death: a Freund model with frailty (Q492627) (← links)
- Indirect inference for dynamic panel models (Q530970) (← links)
- Discrete time Wishart term structure models (Q543795) (← links)
- Local likelihood density estimation and value-at-risk (Q609720) (← links)
- Simulation-based inference. A survey with special reference to panel data models (Q689428) (← links)
- Testing nested or non-nested hypotheses (Q800679) (← links)
- Heterogeneous INAR(1) model with application to car insurance (Q868313) (← links)
- Performance fees and hedge fund return dynamics (Q897751) (← links)
- Quadratic stochastic intensity and prospective mortality tables (Q938051) (← links)
- Some theoretical results for generalized ridge regression estimators (Q1069246) (← links)
- Simulated residuals (Q1089705) (← links)
- Generalised residuals (Q1089706) (← links)
- Asymptotic properties of the maximum likelihood estimator in dichotomous logit models (Q1162316) (← links)
- Qualitative threshold ARCH models (Q1185111) (← links)
- Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators (Q1298426) (← links)
- Kernel autocorrelogram for time-deformed processes (Q1299537) (← links)
- ARCH models and financial applications (Q1355665) (← links)
- Rank tests for unit roots (Q1372920) (← links)
- Unemployment insurance and mortgages (Q1381476) (← links)
- Memory and infrequent breaks (Q1589599) (← links)
- Double instrumental variable estimation of interaction models with big data (Q1676366) (← links)
- Nonparametric estimation of a scalar diffusion model from discrete time data: a survey (Q1699137) (← links)
- Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects (Q1739883) (← links)
- Misspecification of noncausal order in autoregressive processes (Q1754523) (← links)
- Two-stage generalized moment method with applications to regressions with heteroscedasticity of unknown form (Q1918144) (← links)
- Correlated risks vs contagion in stochastic transition models (Q1994154) (← links)
- Required capital for long-run risks (Q2102860) (← links)
- Time varying Markov process with partially observed aggregate data: an application to coronavirus (Q2106387) (← links)
- Stationary bubble equilibria in rational expectation models (Q2227066) (← links)
- Noncausal counting processes: a queuing perspective (Q2233556) (← links)
- Pricing with finite dimensional dependence (Q2347715) (← links)
- Granularity adjustment for risk measures: systematic vs unsystematic risks (Q2353916) (← links)
- Noncausal vector autoregressive process: representation, identification and semi-parametric estimation (Q2398979) (← links)
- Kernel-based nonlinear canonical analysis and time reversibility (Q2439046) (← links)
- Stochastic volatility duration models (Q2439049) (← links)
- Pricing default events: surprise, exogeneity and contagion (Q2511807) (← links)
- Mean-Variance Hedging and Numeraire (Q2707189) (← links)
- State‐space Models with Finite Dimensional Dependence (Q2784954) (← links)
- Filtering, Prediction and Simulation Methods for Noncausal Processes (Q2802915) (← links)
- (Q2805763) (← links)
