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Linear factor models and the term structure of interest rates
Clément, Emmanuelle; Gouriéroux, Christian; Monfort, Alain - 1993
Persistent link: https://www.econbiz.de/10000871311
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Estimation of the term structure from bond data
Gouriéroux, Christian; Scaillet, Olivier - 1994
Persistent link: https://www.econbiz.de/10000886669
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Multiregime term structure models
Gouriéroux, Christian; Scaillet, Olivier - 1998
Persistent link: https://www.econbiz.de/10000980200
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Multiregime term structure models
Gouriéroux, Christian; Scaillet, Olivier - 1997
Persistent link: https://www.econbiz.de/10000980279
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Alternative GMM methods for nonlinear panel data models
Breitung, Jörg; Lechner, Michael - 1998
Persistent link: https://www.econbiz.de/10000996772
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Linear factor models and the term structure of interest rates
Clément, Emmanuelle - In: Annales d'économie et de statistique (1995), pp. 37-65
Persistent link: https://www.econbiz.de/10001333820
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Estimation of the term structure from bond data
Gouriéroux, Christian; Scaillet, Olivier - 1994
Persistent link: https://www.econbiz.de/10000893310
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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