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Gouriéroux, Christian
24
Gagliardini, Patrick
10
Darolles, Serge
4
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3
Gouriéroux, C.
3
Scaillet, Olivier
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2
Florens, Jean-Pierre
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Gagliardini, P.
2
Jasiak, Joann
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Journal of econometrics
10
L' Actualité économique : revue trimest.
5
Annales d'économie et de statistique
3
Econometric theory
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Revue d'économie politique
2
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1
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1
Journal of economic dynamics & control
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Journal of empirical finance
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Journal of housing economics
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OLC EcoSci
ECONIS (ZBW)
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Migration correlation: Definition and efficient estimation
Gagliardini, P.
;
Gouriéroux, C.
- In:
Journal of banking & finance
29
(
2005
)
4
,
pp. 865-894
Persistent link: https://www.econbiz.de/10005879006
Saved in:
2
Correlated risks vs contagion in stochastic transition models
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of economic dynamics & control
37
(
2013
)
11
,
pp. 2241-2269
Persistent link: https://www.econbiz.de/10010171815
Saved in:
3
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/10007596836
Saved in:
4
THE ASYMPTOTIC VARIANCE OF THE PSEUDO MAXIMUM LIKELIHOOD ESTIMATOR
Magnus, Jan R.
;
Akaike, H.
;
Bozdogan, H.
;
Bozdogan, H.
; …
- In:
Econometric theory
23
(
2007
)
5
,
pp. 1022
Persistent link: https://www.econbiz.de/10007762697
Saved in:
5
Efficient Derivative Pricing by the Extended Method of Moments
Gagliardini, P.
;
Gourieroux, C.
;
Renault, E.
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
4
,
pp. 1181-1233
Persistent link: https://www.econbiz.de/10009177887
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6
Création d'actifs financiers et remboursements anticipés
Gouriéroux, Christian
- In:
L' Actualité économique : revue trimest.
70
(
1994
)
3
,
pp. 227-245
Persistent link: https://www.econbiz.de/10009898945
Saved in:
7
Econométrie de la finance : l'exemple du risque de crédit
Gouriéroux, Christian
- In:
L' Actualité économique : revue trimest.
79
(
2003
)
4
,
pp. 399-418
Persistent link: https://www.econbiz.de/10009899133
Saved in:
8
Robust GMM tests for structural breaks
Gagliardini, Patrick
;
Trojani, Fabio
;
Urga, Giovanni
- In:
Journal of econometrics
129
(
2005
)
1
,
pp. 139-182
Persistent link: https://www.econbiz.de/10006750358
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9
Challenges in the teaching of econometrics : the lesson of Pietro Balestra
Gagliardini, Patrick
- In:
Revue d'économie politique
117
(
2007
)
3
,
pp. 431-440
Persistent link: https://www.econbiz.de/10008709524
Saved in:
10
Testing Asset Pricing Models With Coskewness
Adesi, Giovanni Barone
;
Gagliardini, Patrick
;
Urga, Giovanni
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 474-485
Persistent link: https://www.econbiz.de/10008223229
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