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Nash equilibria in a class of Markov stopping games with total reward criterion
Cavazos-Cadena, Rolando; Cantú-Sifuentes, Mario; … - In: Mathematical methods of operations research : ZOR 94 (2021) 2, pp. 319-340
Persistent link: https://www.econbiz.de/10012793525
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Time series and dynamic models
Gouriéroux, Christian; Monfort, Alain - 1997
Persistent link: https://www.econbiz.de/10000923232
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Calibration by simulation for small sample bias correction
Gouriéroux, Christian; Renault, Eric; Touzi, Nizar - 1995
Persistent link: https://www.econbiz.de/10000924119
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Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian; Jasiak, Joann - 1998
Persistent link: https://www.econbiz.de/10000996742
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Detecting a long run relationship : (with an application to the PPP hypothesis)
Gouriéroux, Christian; Peaucelle, Irina - 1988
Persistent link: https://www.econbiz.de/10000791144
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L'économétrie des modèles dynamiques : avantages et limites des modèles ARCH
Frachot, Antoine - In: Journal de la Société de Statistique de Paris 133 (1992) 4, pp. 53-64
Persistent link: https://www.econbiz.de/10001330880
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Rank tests for unit roots
Breitung, Jörg - In: Journal of econometrics 81 (1997) 1, pp. 7-27
Persistent link: https://www.econbiz.de/10001336803
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Nonlinear innovations and impulse responses
Gouriéroux, Christian; Jasiak, Joann - 1999
Persistent link: https://www.econbiz.de/10001390185
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Discounted approximations in risk-sensitive average Markov cost chains with finite state space
Blancas-Rivera, Rubén; Cavazos-Cadena, Rolando; … - In: Mathematical methods of operations research : ZOR 91 (2020) 2, pp. 241-268
Persistent link: https://www.econbiz.de/10012229529
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Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
Gagliardini, Patrick; Gouriéroux, Christian - In: Journal of econometrics 208 (2019) 2, pp. 613-637
Persistent link: https://www.econbiz.de/10012149372