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~isPartOf:"Health Economics Review"
~isPartOf:"Journal of econometrics"
~person:"Cornilly, Dries"
~person:"Gouriéroux, Christian"
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Cornilly, Dries
Gouriéroux, Christian
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Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
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Nearest comoment estimation with unobserved factors
Boudt, Kris
;
Cornilly, Dries
;
Verdonck, Tim
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 381-397
Persistent link: https://www.econbiz.de/10012482778
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2
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
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3
Multivariate Jacobi process with application to smooth transitions
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 475-505
Persistent link: https://www.econbiz.de/10003298607
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