E-LIB Suche - Ergebnisse für: Gourieroux, Christian

1

Temporally Local Maximum Likelihood with Application to SIS..:

Gourieroux, Christian ; Jasiak, Joann
Journal of Time Series Econometrics. 15 (2023) 2 - p. 151-198 , 2023

Link: https://doi.org/10.1515/..

2

Composite Likelihood for Stochastic Migration Model with Un..:

Djogbenou, Antoine ; Gouriéroux, Christian ; Jasiak, Joann.
Journal of Financial Econometrics. , 2023

Link: https://doi.org/10.1093/..

3

Noncausal affine processes with applications to derivative ..:

Gouriéroux, Christian ; Lu, Yang
Mathematical Finance. 33 (2023) 3 - p. 766-796 , 2023

Link: https://doi.org/10.1111/..

4

Dynamic deconvolution and identification of independent aut..:

Gourieroux, Christian ; Jasiak, Joann
Journal of Time Series Analysis. 44 (2022) 2 - p. 151-180 , 2022

Link: https://doi.org/10.1111/..

5

LONG RUN PREDICTIONS:

Gourieroux, Christian ; Jasiak, Joann
Annals of Economics and Statistics. , 2022

Link: https://www.jstor.org/st..

6

Transition model for coronavirus management:

Djogbenou, Antoine ; Gourieroux, Christian ; Jasiak, Joann..
Canadian Journal of Economics/Revue canadienne d'économique. 55 (2022) S1 - p. 665-704 , 2022

Link: https://doi.org/10.1111/..

7

Generalized Covariance Estimator:

Gourieroux, Christian ; Jasiak, Joann
Journal of Business & Economic Statistics. 41 (2022) 4 - p. 1315-1327 , 2022

Link: https://doi.org/10.1080/..

8

Convolution‐based filtering and forecasting: An application..:

Gourieroux, Christian ; Jasiak, Joann ; Tong, Michelle
Journal of Forecasting. 40 (2021) 7 - p. 1230-1244 , 2021

Link: https://doi.org/10.1002/..

9

Disastrous Defaults:

Gouriéroux, Christian ; Monfort, Alain ; Mouabbi, Sarah.
Review of Finance. 25 (2021) 6 - p. 1727-1772 , 2021

Link: https://doi.org/10.1093/..

10

Estimated reproduction ratios in the SIR model:

Elliott, Sean ; Gouriéroux, Christian
Canadian Journal of Statistics. 49 (2021) 4 - p. 992-1017 , 2021

Link: https://doi.org/10.1002/..

11

Analysis of Virus Transmission: A Stochastic Transition Mod..:

Gourieroux, Christian ; Jasiak, Joann
Annals of Economics and Statistics. , 2020

Link: https://www.jstor.org/st..

12

Identification and Estimation in Non-Fundamental Structural..:

GOURIÉROUX, CHRISTIAN ; MONFORT, ALAIN ; RENNE, JEAN-PAUL
The Review of Economic Studies. 87 (2020) 4 (315) - p. 1915-1953 , 2020

Link: https://www.jstor.org/st..

13

Forecast performance and bubble analysis in noncausal MAR(1..:

Gourieroux, Christian ; Hencic, Andrew ; Jasiak, Joann
Journal of Forecasting. 40 (2020) 2 - p. 301-326 , 2020

Link: https://doi.org/10.1002/..

14

Beta Risk in the Cross-Section of Equities:

Boloorforoosh, Ali ; Christoffersen, Peter ; Fournier, Mathieu..
The Review of Financial Studies. 33 (2019) 9 - p. 4318-4366 , 2019

Link: https://doi.org/10.1093/..

15

Least impulse response estimator for stress test exercises:

Gourieroux, Christian ; Lu, Yang
Journal of Banking & Finance. 103 (2019) - p. 62-77 , 2019

Link: https://doi.org/10.1016/..