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Gourieroux, C.
25
Monfort, A.
11
Jasiak, J.
8
Sufana, R.
3
Gallo, G.M.
2
Jacobs, Jan
2
Scaillet, O.
2
Feng, D.
1
Gagliardini, P.
1
Laurent, J.P.
1
Monford, A.
1
Nikitin, Y.Y.
1
Peaucelle, I.
1
Ray, W.D.
1
Renault, E.
1
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Journal of econometrics
6
Econometric reviews
4
Insurance / Mathematics & economics
4
Journal of empirical finance
3
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of international money and finance
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Metron : international journal of statistics
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OLC EcoSci
RePEc
121
ECONIS (ZBW)
43
USB Cologne (business full texts)
2
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1
Efficiency and local optimality of nonparametric tests based on U- and V-statistics
Nikitin, Y.Y.
;
Peaucelle, I.
- In:
Metron : international journal of statistics
62
(
2004
)
2
,
pp. 185-200
Persistent link: https://www.econbiz.de/10006548577
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2
Heterogeneous INAR(1) model with application to car insurance
Gourieroux, C.
;
Jasiak, J.
- In:
Insurance / Mathematics & economics
34
(
2004
)
2
,
pp. 177-192
Persistent link: https://www.econbiz.de/10006882823
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3
Dynamic Factor Models
Gourieroux, C.
;
Jasiak, J.
- In:
Econometric reviews
20
(
2001
)
4
,
pp. 385-424
Persistent link: https://www.econbiz.de/10006899262
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4
Unemployment insurance and mortgages
Gourieroux, C.
;
Scaillet, O.
- In:
Insurance / Mathematics & economics
20
(
1997
)
3
,
pp. 173-196
Persistent link: https://www.econbiz.de/10006922056
Saved in:
5
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
Saved in:
6
The econometrics of efficient portfolios
Gourieroux, C.
;
Monfort, A.
- In:
Journal of empirical finance
12
(
2005
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10007225897
Saved in:
7
Granularity adjustment for default risk factor model with cohorts
Gourieroux, C.
;
Jasiak, J.
- In:
Journal of banking & finance
36
(
2012
)
5
,
pp. 1464-1478
Persistent link: https://www.econbiz.de/10009843642
Saved in:
8
The ordered qualitative model for credit rating transitions
Feng, D.
;
Gourieroux, C.
;
Jasiak, J.
- In:
Journal of empirical finance
15
(
2008
)
1
,
pp. 111-130
Persistent link: https://www.econbiz.de/10007895086
Saved in:
9
Dynamic quantile models
Gourieroux, C.
;
Jasiak, J.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 198
Persistent link: https://www.econbiz.de/10008143193
Saved in:
10
Quadratic stochastic intensity and prospective mortality tables
Gourieroux, C.
;
Monfort, A.
- In:
Insurance / Mathematics & economics
43
(
2008
)
1
,
pp. 174-184
Persistent link: https://www.econbiz.de/10008082350
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