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Asymptotic properties of the maximum likelihood estimator in dichotomous logit models
Gourieroux, Christian; Monfort, Alain - In: Journal of Econometrics 17 (1981) 1, pp. 83-97
Persistent link: https://www.econbiz.de/10005052883
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Qualitative threshold ARCH models
Gourieroux, Christian; Monfort, Alain - In: Journal of Econometrics 52 (1992) 1-2, pp. 159-199
Persistent link: https://www.econbiz.de/10005052894
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Kernel-based nonlinear canonical analysis and time reversibility
Darolles, Serge; Florens, Jean-Pierre; Gourieroux, Christian - In: Journal of Econometrics 119 (2004) 2, pp. 323-353
Persistent link: https://www.econbiz.de/10005122627
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Generalised residuals
Gourieroux, Christian; Monfort, Alain; Renault, Eric; … - In: Journal of Econometrics 34 (1987) 1-2, pp. 5-32
Persistent link: https://www.econbiz.de/10005228608
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Rank tests for unit roots
Breitung, Jorg; Gourieroux, Christian - In: Journal of Econometrics 81 (1997) 1, pp. 7-27
Persistent link: https://www.econbiz.de/10005228828
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Stochastic volatility duration models
Ghysels, Eric; Gourieroux, Christian; Jasiak, Joann - In: Journal of Econometrics 119 (2004) 2, pp. 413-433
Persistent link: https://www.econbiz.de/10005285724
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Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators
Broze, Laurence; Gourieroux, Christian - In: Journal of Econometrics 85 (1998) 1, pp. 75-98
Persistent link: https://www.econbiz.de/10005285754
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An efficient nonparametric estimator for models with nonlinear dependence
Gagliardini, Patrick; Gourieroux, Christian - In: Journal of Econometrics 137 (2007) 1, pp. 189-229
Persistent link: https://www.econbiz.de/10005285829
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Kuhn-Tucker, likelihood ratio and Wald tests for nonlinear models with inequality constraints on the parameters
Gourieroux, Christian; Holly, Alberto; Monfort, Alain - In: Journal of Econometrics 16 (1981) 1, pp. 166-166
Persistent link: https://www.econbiz.de/10005285949
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Truncated dynamics and estimation of diffusion equations
Darolles, Serge; Gourieroux, Christian - In: Journal of Econometrics 102 (2001) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10005192358