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Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators
Broze, Laurence; Gouriéroux, Christian - In: Journal of econometrics 85 (1998) 1, pp. 75-98
Persistent link: https://www.econbiz.de/10006789163
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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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Duration, transition and count data models
Gouriéroux, Christian (contributor);  … - In: Journal of econometrics 79,2 : Annals of econometrics (1997)
Persistent link: https://www.econbiz.de/10004320918
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The econometrics of panels and pseudo panels
Carraro, Carlo (contributor);  … - In: Journal of econometrics / Annals 1993,4 (1993)
Persistent link: https://www.econbiz.de/10004154077
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Stochastic volatility duration models
Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joann - In: Journal of econometrics 119 (2004) 2, pp. 413-434
Persistent link: https://www.econbiz.de/10006757701
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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. 323-354
Persistent link: https://www.econbiz.de/10006757704
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Introduction
Gouriéroux, Christian; Magnac, Thierry - In: Journal of econometrics 79 (1997) 2, pp. 195-200
Persistent link: https://www.econbiz.de/10006792317
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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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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