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Jasiak, Joann
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1

Optimization of the generalized covariance estimator in non..:

Cubadda, Gianluca ; Giancaterini, Francesco ; Hecq, Alain.
Statistics and Computing.  34 (2024)  4 - p. , 2024
Link: https://doi.org/10.1007/..
 
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2

Modelling common bubbles in cryptocurrency prices:

Hall, Mauri K. ; Jasiak, Joann
Economic Modelling.  139 (2024)  - p. 106782 , 2024
Link: https://doi.org/10.1016/..
 
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3

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/..
 
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4

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/..
 
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5

Time-varying coefficient DAR model and stability measures f..:

Djogbenou, Antoine ; Inan, Emre ; Jasiak, Joann
Journal of International Money and Finance.  139 (2023)  - p. 102946 , 2023
Link: https://doi.org/10.1016/..
 
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6

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/..
 
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7

LONG RUN PREDICTIONS:

Gourieroux, Christian ; Jasiak, Joann
Annals of Economics and Statistics.  , 2022
Link: https://www.jstor.org/st..
 
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8

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/..
 
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9

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/..
 
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10

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/..
 
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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..
 
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12

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/..
 
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13

Robust analysis of the martingale hypothesis:

Gourieroux, Christian ; Jasiak, Joann
Econometrics and Statistics.  9 (2019)  - p. 17-41 , 2019
Link: https://doi.org/10.1016/..
 
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14

Misspecification of noncausal order in autoregressive proce..:

Gourieroux, Christian ; Jasiak, Joann
Journal of Econometrics.  205 (2018)  1 - p. 226-248 , 2018
Link: https://doi.org/10.1016/..
 
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15

Noncausal vector autoregressive process: Representation, id..:

Gourieroux, Christian ; Jasiak, Joann
Journal of Econometrics.  200 (2017)  1 - p. 118-134 , 2017
Link: https://doi.org/10.1016/..
 
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