Narrow search
Showing 1 - 10 of 33
Cover Image
Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators
Broze, Laurence - In: Journal of econometrics 85 (1998) 1, pp. 75-98
Persistent link: https://www.econbiz.de/10001240381
Cover Image
Econometric specification of the risk neutral valuation model
Clément, Emmanuelle; Gouriéroux, Christian; Monfort, Alain - In: Journal of econometrics 94 (2000) 1/2, pp. 117-143
Persistent link: https://www.econbiz.de/10001437749
Cover Image
A count data model with unobserved heterogeneity
Gouriéroux, Christian - In: Journal of econometrics 79 (1997) 2, pp. 247-268
Persistent link: https://www.econbiz.de/10001335930
Cover Image
Rank tests for unit roots
Breitung, Jörg - In: Journal of econometrics 81 (1997) 1, pp. 7-27
Persistent link: https://www.econbiz.de/10001336803
Cover Image
Truncated dynamics and estimation of diffusion equations
Darolles, Serge; Gouriéroux, Christian - In: Journal of econometrics 102 (2001) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10001575282
Cover Image
Duration transition and count data models
Gouriéroux, Christian (contributor);  … - In: Journal of econometrics 79 (1997) 2, pp. 195-402
Persistent link: https://www.econbiz.de/10001221414
Cover Image
Kernel-based nonlinear canonical analysis and time reversibility
Darolles, Serge; Florens, Jean-Pierre; Gouriéroux, … - In: Journal of econometrics 119 (2004) 2, pp. 323-353
Persistent link: https://www.econbiz.de/10001956316
Cover Image
Stochastic volatility duration models
Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joann - In: Journal of econometrics 119 (2004) 2, pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
Cover Image
Indirect inference for dynamic panel models
Gouriéroux, Christian; Phillips, Peter C. B.; Yu, Jun - In: Journal of econometrics 157 (2010) 1, pp. 68-77
Persistent link: https://www.econbiz.de/10008661852
Cover Image
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian; Monfort, Alain; Renne, Jean-Paul - In: Journal of econometrics 182 (2014) 2, pp. 397-411
Persistent link: https://www.econbiz.de/10010497742