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Two stage generalized moment method : with applications to regressions with heteroscedasticity of unknown form
Gouriéroux, Christian; Monfort, Alain; Renault, Eric - 1990
Persistent link: https://www.econbiz.de/10000816420
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Calibration by simulation for small sample bias correction
Gouriéroux, Christian; Renault, Eric; Touzi, Nizar - 1995
Persistent link: https://www.econbiz.de/10000924119
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Contraintes bilinéaires : estimation et test
Gouriéroux, Christian - In: Mélanges économiques : essais en l'honneur de Edmond …, (pp. 983-1011). 1988
Persistent link: https://www.econbiz.de/10001271472
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Bilinear constraints : estimation and test
Gouriéroux, Christian - 1990
Persistent link: https://www.econbiz.de/10001326576
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Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian; Monfort, Alain; Renault, Eric - In: Annals of economics and statistics 125/126 (2017), pp. 187-218
Persistent link: https://www.econbiz.de/10011744364
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Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian; Monfort, Alain; Renault, Eric - 2016
Persistent link: https://www.econbiz.de/10012196271
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Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian; Monfort, Alain; Renault, Eric - 2017
Persistent link: https://www.econbiz.de/10012197835
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Double instrumental variable estimation of interaction models with big data
Gagliardini, Patrick; Gouriéroux, Christian - In: Journal of econometrics 201 (2017) 2, pp. 176-197
Persistent link: https://www.econbiz.de/10011918688
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Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
Gagliardini, Patrick; Gouriéroux, Christian - In: Journal of econometrics 208 (2019) 2, pp. 613-637
Persistent link: https://www.econbiz.de/10012149372
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Econometric models of option pricing errors
Renault, Eric - 1997
Persistent link: https://www.econbiz.de/10001328730