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Gourieroux, Christian
16
Monfort, Alain
11
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3
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2
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2
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2
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Journal of Econometrics
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
867
Série des documents de travail / Centre de Recherche en Économie et Statistique
41
Journal of econometrics
19
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16
Banque de France Working Paper
16
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13
Documents de travail / Banque de France
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12
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10
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10
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9
Econometric theory
9
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
9
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
8
Econometric Theory
8
Econometrica
8
Journal of Financial Econometrics
8
Journal of banking & finance
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Themes in modern econometrics
6
Economics Papers from University Paris Dauphine
5
Annals of economics and statistics
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of empirical finance
4
Les notes d'études et de recherche : NER
4
Swiss Finance Institute Research Paper Series
4
Economics Letters
3
Economics Thesis from University Paris Dauphine
3
FINRISK Working Paper Series
3
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
3
Journal of Banking & Finance
3
Journal of Forecasting
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
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3
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3
The journal of credit risk : published quarterly by Incisive Media
3
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2
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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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
On the characterization of a joint probability distribution by conditional distributions
Gourieroux, Christian
;
Monfort, Alain
- In:
Journal of Econometrics
10
(
1979
)
1
,
pp. 115-118
Persistent link: https://www.econbiz.de/10005192537
Saved in:
6
Simulation-based inference : A survey with special reference to panel data models
Gourieroux, Christian
;
Monfort, Alain
- In:
Journal of Econometrics
59
(
1993
)
1-2
,
pp. 5-33
Persistent link: https://www.econbiz.de/10005192557
Saved in:
7
Testing nested or non-nested hypotheses
Gourieroux, Christian
;
Monfort, Alain
;
Trognon, Alain
- In:
Journal of Econometrics
21
(
1983
)
1
,
pp. 83-115
Persistent link: https://www.econbiz.de/10005192584
Saved in:
8
Simulated residuals
Gourieroux, Christian
;
Monfort, Alain
;
Renault, Eric
; …
- In:
Journal of Econometrics
34
(
1987
)
1-2
,
pp. 201-252
Persistent link: https://www.econbiz.de/10005192744
Saved in:
9
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
Saved in:
10
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
Saved in:
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