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Sieve semiparametric two-step GMM under weak dependence
Chen, Xiaohong; Liao, Zhipeng - In: Journal of econometrics 189 (2015) 1, pp. 163-186
Persistent link: https://www.econbiz.de/10011502514
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The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions
Ai, Chunrong; Chen, Xiaohong - In: Journal of econometrics 170 (2012) 2, pp. 442-457
Persistent link: https://www.econbiz.de/10009686778
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The tradability premium on the S&P 500 Index
Gouriéroux, Christian; Jasiak, Joann; Xu, Peng - In: Journal of financial econometrics : official journal of … 14 (2016) 3, pp. 461-495
Persistent link: https://www.econbiz.de/10011623634
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Efficiency in large dynamic panel models with common factors
Gagliardini, Patrick; Gouriéroux, Christian - In: Econometric theory 30 (2014) 5, pp. 961-1020
Persistent link: https://www.econbiz.de/10010502133
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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
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Asymptotic efficiency of semiparametric two-step GMM
Ackerberg, Daniel A.; Chen, Xiaohong; Hahn, Jinyong; … - In: The review of economic studies 81 (2014) 3, pp. 919-943
Persistent link: https://www.econbiz.de/10010485052
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Allocating systemic risk in a regulatory perspective
Gouriéroux, Christian; Monfort, Alain - In: International journal of theoretical and applied finance 16 (2013) 7, pp. 1-20
Persistent link: https://www.econbiz.de/10010233265
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Efficient derivative pricing by extended method of moments
Gagliardini, Patrick; Gouriéroux, Christian; Renault, Eric - 2005
Persistent link: https://www.econbiz.de/10002771895
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Econométrie de la finance : l'exemple du risque de crédit
Gouriéroux, Christian - In: L' Actualité économique : revue trimest. 79 (2003) 4, pp. 399-418
Persistent link: https://www.econbiz.de/10002388839
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Efficient derivative pricing by extended method of moments
Gagliardini, Patrick; Gouriéroux, Christian; Renault, Eric - 2004
Persistent link: https://www.econbiz.de/10002597912