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isPartOf:"Journal of econometrics"
subject:"Schätztheorie"
~person:"Gouriéroux, Christian"
~subject:"Stochastic process"
~subject:"Volatility"
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Gouriéroux, Christian
Phillips, Peter C. B.
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Journal of econometrics
Série des documents de travail / Centre de Recherche en Économie et Statistique
26
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1
Time varying Markov process with partially observed aggregate data : an application to coronavirus
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013472828
Saved in:
2
Misspecification of noncausal order in autoregressive processes
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 226-248
Persistent link: https://www.econbiz.de/10012110259
Saved in:
3
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 111-126
Persistent link: https://www.econbiz.de/10011743785
Saved in:
4
Noncausal vector autoregressive process: representation, identification and semi-parametric estimation
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 118-134
Persistent link: https://www.econbiz.de/10011897706
Saved in:
5
The Wishart Autoregressive process of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 167-181
Persistent link: https://www.econbiz.de/10003858506
Saved in:
6
Dynamic quantile models
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 198-205
Persistent link: https://www.econbiz.de/10003783800
Saved in:
7
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
Saved in:
8
Truncated dynamics and estimation of diffusion equations
Darolles, Serge
;
Gouriéroux, Christian
- In:
Journal of econometrics
102
(
2001
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001575282
Saved in:
9
Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators
Broze, Laurence
- In:
Journal of econometrics
85
(
1998
)
1
,
pp. 75-98
Persistent link: https://www.econbiz.de/10001240381
Saved in:
10
A count data model with unobserved heterogeneity
Gouriéroux, Christian
- In:
Journal of econometrics
79
(
1997
)
2
,
pp. 247-268
Persistent link: https://www.econbiz.de/10001335930
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