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Econometric specification of stochastic discount factor models
Gourieroux, C.; Monfort, A. - In: Journal of econometrics 136 (2007) 2, pp. 509-530
Persistent link: https://www.econbiz.de/10007391018
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A count data model with unobserved heterogeneity
Gourieroux, C.; Visser, M. - In: Journal of econometrics 79 (1997) 2, pp. 247-268
Persistent link: https://www.econbiz.de/10006792314
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Dynamic quantile models
Gourieroux, C.; Jasiak, J. - In: Journal of econometrics 147 (2008) 1, pp. 198
Persistent link: https://www.econbiz.de/10008143193
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The Wishart Autoregressive process of multivariate stochastic volatility
Gourieroux, C.; Jasiak, J.; Sufana, R. - In: Journal of econometrics 150 (2009) 2, pp. 167-181
Persistent link: https://www.econbiz.de/10008253329
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Dynamic quantile models
Gourieroux, C.; Jasiak, J. - In: Journal of econometrics 147 (2008) 1, pp. 198-206
Persistent link: https://www.econbiz.de/10008898194
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The Wishart Autoregressive process of multivariate stochastic volatility
Gourieroux, C.; Jasiak, J.; Sufana, R. - In: Journal of econometrics 150 (2009) 2, pp. 167-182
Persistent link: https://www.econbiz.de/10008890761
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Specification pre-test estimator
Gourieroux, C.; Trognon, A. - In: Journal of econometrics 25 (1984) 1/2, pp. 15-27
Persistent link: https://www.econbiz.de/10003562263
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Some theoretical results for generalized ridge regression estimators
Fourgeaud, C.; Gourieroux, C.; Pradel, J. - In: Journal of econometrics 25 (1984) 1/2, pp. 191-203
Persistent link: https://www.econbiz.de/10003552452
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Bayesian estimation of switching ARMA models
Billio, M.; Monfort, A.; Robert, C.P. - In: Journal of econometrics 93 (1999) 2, pp. 229-256
Persistent link: https://www.econbiz.de/10006784362
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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