Narrow search
Showing 1 - 7 of 7
Cover Image
Analysis of virus transmission : a stochastic transition model representation of epidemiological models
Gouriéroux, Christian; Jasiak, Joann - In: Annals of economics and statistics 140 (2020), pp. 1-26
Persistent link: https://www.econbiz.de/10012602598
Cover Image
Long run predictions
Gouriéroux, Christian; Jasiak, Joann - In: Annals of economics and statistics 145 (2022), pp. 75-90
Persistent link: https://www.econbiz.de/10013464960
Cover Image
Pitfalls in the estimation of continuous time interest rate models : the case of the CIR model
Gouriéroux, Christian; Monfort, Alain - In: Annals of economics and statistics 109/110 (2013), pp. 25-61
Persistent link: https://www.econbiz.de/10009779723
Cover Image
Aversions to impatience, uncertainty and illiquidity
Allard, Marie; Bronsard, Camille; Gouriéroux, Christian - In: Annals of economics and statistics 125/126 (2017), pp. 9-39
Persistent link: https://www.econbiz.de/10011744355
Cover Image
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian; Monfort, Alain; Renault, Eric - In: Annals of economics and statistics 125/126 (2017), pp. 187-218
Persistent link: https://www.econbiz.de/10011744364
Cover Image
Spread term structure and default correlation
Gagliardini, Patrick; Gouriéroux, Christian - In: Annals of economics and statistics 123/124 (2016), pp. 175-223
Persistent link: https://www.econbiz.de/10011592744
Cover Image
Model risk management: limits and future of Bayesian approaches
Florens, Jean-Pierre; Gouriéroux, Christian; Monfort, Alain - In: Annals of economics and statistics 136 (2019), pp. 1-26
Persistent link: https://www.econbiz.de/10012306077