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An efficient nonparametric estimator for models with nonlinear dependence
Gagliardini, Patrick; Gouriéroux, Christian - In: Journal of econometrics 137 (2007) 1, pp. 189-229
Persistent link: https://www.econbiz.de/10003425528
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Double instrumental variable estimation of interaction models with big data
Gagliardini, Patrick; Gouriéroux, Christian - In: Journal of econometrics 201 (2017) 2, pp. 176-197
Persistent link: https://www.econbiz.de/10011918688
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Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
Gagliardini, Patrick; Gouriéroux, Christian - In: Journal of econometrics 208 (2019) 2, pp. 613-637
Persistent link: https://www.econbiz.de/10012149372
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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
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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
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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
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Rank tests for unit roots
Breitung, Jörg - In: Journal of econometrics 81 (1997) 1, pp. 7-27
Persistent link: https://www.econbiz.de/10001336803
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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
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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
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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