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Renault, Eric
27
Gourieroux, Christian
24
Gagliardini, Patrick
10
Jasiak, Joann
8
Garcia, René
4
Monfort, Alain
4
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Touzi, Nizar
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Antoine, Bertille
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Chabi-Yo, Fousseni
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Gouriéroux, Christian
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Meddahi, Nour
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Journal of econometrics
17
Annales d'économie et de statistique
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Econometric theory
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
The review of financial studies
3
Economics letters
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Journal de la Société Française de Statistique
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
Revue d'économie politique
2
Business economics : the journal of the National Association of Business Economists
1
Econometric reviews
1
Economics & philosophy
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Journal of banking & finance
1
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1
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L' Actualité économique : revue trimest.
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L' économétrie appliquée
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The journal of credit risk : published quarterly by Incisive Media
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
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OLC EcoSci
ECONIS (ZBW)
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RePEc
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USB Cologne (business full texts)
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BASE
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Diffusion Processes with Polynomial Eigenfunctions
Gourieroux, Christian
;
Renault, Eric
;
Valery, Pascale
- In:
Annales d'économie et de statistique
(
2007
)
85
,
pp. 115-130
Persistent link: https://www.econbiz.de/10007993688
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2
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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3
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
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4
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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5
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
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6
Ambiguity Aversion and the Term Structure of Interest Rates
Gagliardini, Patrick
;
Porchia, Paolo
;
Trojani, Fabio
- In:
The review of financial studies
22
(
2013
)
10
,
pp. 4157-4156
Persistent link: https://www.econbiz.de/10010114819
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7
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
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8
Journée d'études-Pietro Balestra 2006 - L'enseignement de l'économétrie - Challenges in the teaching of econometrics : The lesson of Pietro Balestra
Gagliardini, Patrick
- In:
Revue d'économie politique
(
2007
)
3
,
pp. 431-440
Persistent link: https://www.econbiz.de/10007940682
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9
Tikhonov regularization for nonparametric instrumental variable estimators
Gagliardini, Patrick
;
Scaillet, Olivier
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 61-76
Persistent link: https://www.econbiz.de/10009825294
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10
Semi-parametric estimation of American option prices
Gagliardini, Patrick
;
Ronchetti, Diego
- In:
Journal of econometrics
173
(
2013
)
1
,
pp. 57-82
Persistent link: https://www.econbiz.de/10010069895
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