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Gourieroux, Christian

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Author ID: gourieroux.christian Recent zbMATH articles by "Gourieroux, Christian"
Published as: Gourieroux, C.; Gourieroux, Christian; Gourièroux, Christian; Gouriéroux, C.; Gouriéroux, Christian
Documents Indexed: 97 Publications since 1980, including 10 Books
Biographic References: 1 Publication

Publications by Year

Citations contained in zbMATH Open

87 Publications have been cited 1,358 times in 1,087 Documents Cited by Year
Pseudo maximum likelihood methods: Theory. Zbl 0575.62031
Gourieroux, C.; Monfort, A.; Trognon, A.
149
1984
Likelihood ratio test, Wald test, and Kuhn-Tucker test in linear models with inequality constraints on the regression parameters. Zbl 0483.62058
Gourieroux, Christian; Holly, Alberto; Monfort, Alain
79
1982
Econometric specification of stochastic discount factor models. Zbl 1420.91461
Gourieroux, C.; Monfort, A.
75
2007
ARCH models and financial applications. Zbl 0880.62107
Gouriéroux, Christian
72
1997
Encompassing and indirect inference. Zbl 1448.62202
Gouriéroux, Christian; Monfort, Alain
65
1993
Pseudo maximum likelihood methods: Applications to Poisson models. Zbl 0575.62032
Gourieroux, C.; Monfort, A.; Trognon, A.
62
1984
Mean-variance hedging and numéraire. Zbl 1020.91024
Gourieroux, Christian; Laurent, Jean Paul; Pham, Huyên
53
1998
Statistics and econometric models. Vol. 1: General concepts, estimation, prediction, and algorithms. Vol. 2: Testing, confidence regions, model selection, and asymptotic theory. Transl. from the French by Quang Vuong. Zbl 0870.62088
Gourieroux, Christian; Monfort, Alain
50
1995
The Wishart autoregressive process of multivariate stochastic volatility. Zbl 1429.62397
Gourieroux, C.; Jasiak, J.; Sufana, R.
49
2009
Derivative pricing with Wishart multivariate stochastic volatility. Zbl 1209.91179
Gourieroux, Christian; Sufana, Razvan
39
2010
Continuous time Wishart process for stochastic risk. Zbl 1105.62104
Gourieroux, C.
38
2006
Sufficient linear structures: econometric applications. Zbl 0436.62096
Gourieroux, Christian; Monfort, Alain
29
1980
Stochastic volatility duration models. Zbl 1282.91237
Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joann
28
2004
Time series and dynamic models. Transl. from the French and ed. by Giampiero Gallo. Zbl 0861.62077
Gourieroux, Christian; Monfort, Alain
26
1997
Qualitative threshold ARCH models. Zbl 0792.62103
Gourieroux, Christian; Monfort, Alain
25
1992
Generalised residuals. Zbl 0619.62058
Gourieroux, Christian; Monfort, Alain; Renault, Eric; Trognon, Alain
25
1987
Multivariate Jacobi process with application to smooth transitions. Zbl 1337.62365
Gourieroux, Christian; Jasiak, Joann
24
2006
Simulation-based inference. A survey with special reference to panel data models. Zbl 0778.62104
Gourieroux, Christian; Monfort, Alain
24
1993
Testing nested or non-nested hypotheses. Zbl 0551.62075
Gourieroux, Christian; Monfort, Alain; Trognon, Alain
22
1983
Structural Laplace transform and compound autoregressive models. Zbl 1112.62090
Darolles, Serge; Gourieroux, Christian; Jasiak, Joann
21
2006
Financial econometrics. Problems, models, and methods. Zbl 1028.62083
Gourieroux, Christian; Jasiak, Joann
21
2001
Indirect inference for dynamic panel models. Zbl 1431.62616
Gouriéroux, Christian; Phillips, Peter C. B.; Yu, Jun
20
2010
Rational expectations in dynamic linear models: Analysis of the solutions. Zbl 0474.90031
Gourieroux, C.; Laffont, J. J.; Monfort, A.
20
1982
Discrete time Wishart term structure models. Zbl 1231.91455
Gourieroux, Christian; Sufana, Razvan
19
2011
Memory and infrequent breaks. Zbl 0968.91036
Gourieroux, C.; Jasiak, J.
18
2001
Asymptotic properties of the maximum likelihood estimator in dichotomous logit models. Zbl 0481.62029
Gourieroux, Christian; Monfort, Alain
18
1981
Heterogeneous INAR(1) model with application to car insurance. Zbl 1107.62110
Gourieroux, C.; Jasiak, J.
17
2004
Efficient derivative pricing by the extended method of moments. Zbl 1250.91097
Gagliardini, P.; Gourieroux, C.; Renault, E.
14
2011
Rank tests for unit roots. Zbl 0904.62052
Breitung, Jörg; Gouriéroux, Christian
14
1997
Calibration by simulation for small sample bias correction. Zbl 1184.62048
Gourieroux, Christian; Renault, Eric; Touzi, Nizar
13
2000
Learning procedures and convergence to rationality. Zbl 0602.90039
Fourgeaud, C.; Gourieroux, C.; Pradel, J.
13
1986
Coherency conditions in simultaneous linear equation models with endogenous switching regimes. Zbl 0435.90039
Gourieroux, C.; Laffont, J. J.; Monfort, A.
12
1980
Local power properties of kernel based goodness of fit tests. Zbl 1081.62529
Gouriéroux, Christian; Tenreiro, Carlos
11
2001
Identification of a mixed autoregressive-moving average process: The corner method. Zbl 0449.62065
Beguin, Jean-Marc; Gourieroux, Christian; Monfort, Alain
10
1980
Quadratic stochastic intensity and prospective mortality tables. Zbl 1140.91418
Gourieroux, C.; Monfort, A.
9
2008
Simulated residuals. Zbl 0619.62057
Gourieroux, Christian; Monfort, Alain; Renault, Eric; Trognon, Alain
9
1987
Dynamic quantile models. Zbl 1429.62396
Gourieroux, C.; Jasiak, J.
8
2008
Kernel-based nonlinear canonical analysis and time reversibility. Zbl 1282.91265
Darolles, Serge; Florens, Jean-Pierre; Gouriéroux, Christian
8
2004
Love and death: a Freund model with frailty. Zbl 1348.62237
Gourieroux, Christian; Lu, Yang
6
2015
Nonlinear autocorrelograms: an application to inter-trade durations. Zbl 1062.62177
Gouriéroux, Christian; Jasiak, Joann
6
2002
Truncated dynamics and estimation of diffusion equations. Zbl 0973.62069
Darolles, Serge; Gouriéroux, Christian
6
2001
A count data model with unobserved heterogeneity. Zbl 0900.62643
Gourieroux, C.; Visser, M.
6
1997
On the problem of missing data in linear models. Zbl 0476.62089
Gourieroux, Christian; Monfort, Alain
6
1981
Filtering, prediction and simulation methods for noncausal processes. Zbl 1381.62247
Gourieroux, Christian; Jasiak, Joann
5
2016
Local likelihood density estimation and value-at-risk. Zbl 1200.91303
Gourieroux, Christian; Jasiak, Joann
5
2010
Duration time-series models with proportional hazard. Zbl 1164.62045
Gagliardini, P.; Gourieroux, C.
5
2008
The econometrics of individual risk: credit, insurance, and marketing. Zbl 1112.91038
Gourieroux, Christian; Jasiak, Joann
5
2007
Stochastic unit root models. Zbl 1170.62358
Gourieroux, Christian; Robert, Christian Y.
5
2006
Econometrics of qualitative dependent variables. Transl. from the 2nd French (1991) edition by Paul B. Klassen. Zbl 0963.62109
Gourieroux, Christian
5
2000
Two-stage generalized moment method with applications to regressions with heteroscedasticity of unknown form. Zbl 0849.62048
Gouriéroux, Christian; Monfort, Alain; Renault, Eric
5
1996
Estimation and test in probit models with serial correlation. Zbl 0576.62085
Gourieroux, C.; Monfort, A.; Trognon, A.
5
1984
Disequilibrium econometrics in simultaneous equations systems. Zbl 0426.90013
Gourieroux, C.; Laffont, J. J.; Monfort, A.
5
1980
Efficiency in large dynamic panel models with common factors. Zbl 1314.62203
Gagliardini, Patrick; Gourieroux, Christian
4
2014
An efficient nonparametric estimator for models with nonlinear dependence. Zbl 1360.62501
Gagliardini, Patrick; Gouriéroux, Christian
4
2007
Dynamic factor models. Zbl 1077.62544
Gourieroux, Christian; Jasiak, Joann
4
2001
State space models with finite dimensional dependence. Zbl 0984.62070
Gourieroux, Christian; Jasiak, Joann
4
2001
Instrumental models and indirect encompassing. Zbl 1055.62570
Dhaene, Geert; Gourieroux, Christian; Scaillet, Olivier
4
1998
Kernel autocorrelogram for time-deformed processes. Zbl 0944.62073
Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joanna
4
1998
Testing for common roots. Zbl 0669.62099
Gourieroux, C.; Monfort, A.; Renault, E.
4
1989
Local explosion modelling by non-causal process. Zbl 1411.62252
Gouriéroux, Christian; Zakoïan, Jean-Michel
3
2017
Noncausal vector autoregressive process: representation, identification and semi-parametric estimation. Zbl 1388.62256
Gourieroux, Christian; Jasiak, Joann
3
2017
Noncausal autoregressive model in application to Bitcoin/USD exchange rates. Zbl 1407.62385
Hencic, Andrew; Gouriéroux, Christian
3
2015
On uniqueness of moving average representations of heavy-tailed stationary processes. Zbl 1330.62330
Gouriéroux, Christian; Zakoïan, Jean-Michel
3
2015
Granularity adjustment for risk measures: systematic vs unsystematic risks. Zbl 1316.91015
Gagliardini, Patrick; Gouriéroux, Christian
3
2013
Estimation-adjusted VaR. Zbl 1283.91087
Gourieroux, Christian; Zakoïan, Jean-Michel
3
2013
Misspecification of noncausal order in autoregressive processes. Zbl 1452.62640
Gourieroux, Christian; Jasiak, Joann
2
2018
Double instrumental variable estimation of interaction models with big data. Zbl 1377.62149
Gagliardini, Patrick; Gouriéroux, Christian
2
2017
Pricing default events: surprise, exogeneity and contagion. Zbl 1311.91186
Gouriéroux, C.; Monfort, A.; Renne, J. P.
2
2014
CAR and affine processes. Zbl 1178.91223
Gourieroux, Christian
2
2008
Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators. Zbl 0962.62015
Broze, Laurence; Gouriéroux, Christian
2
1998
Econométrie des variables qualitatives. Zbl 0586.62189
Gourieroux, Christian
2
1984
Consistent pseudo-maximum likelihood estimators and groups of transformations. Zbl 1420.62412
Gouriéroux, C.; Monfort, A.; Zakoïan, J.-M.
1
2019
Negative binomial autoregressive process with stochastic intensity. Zbl 1425.62125
Gouriéroux, Christian; Lu, Yang
1
2019
Statistical inference for independent component analysis: application to structural VAR models. Zbl 1443.62262
Gouriéroux, Christian; Monfort, Alain; Renne, Jean-Paul
1
2017
Contagion phenomena with applications in finance. Zbl 1336.91003
Darolles, Serge; Gourieroux, Christian
1
2015
The econometrics of individual risk: credit, insurance, and marketing. Reprint of the hardback ed. 2007. Zbl 1318.91004
Gourieroux, Christian; Jasiak, Joann
1
2015
Pricing with finite dimensional dependence. Zbl 1337.91143
Gourieroux, C.; Monfort, A.
1
2015
Correlated risks vs contagion in stochastic transition models. Zbl 1402.91843
Gagliardini, Patrick; Gouriéroux, Christian
1
2013
Allocating systemic risk in a regulatory perspective. Zbl 1287.91091
Gourieroux, C.; Monfort, A.
1
2013
Domain restrictions on interest rates implied by no arbitrage. Zbl 1214.91120
Gourieroux, C.; Monfort, A.
1
2011
Bilinear term structure model. Zbl 1232.91680
Gourieroux, C.; Monfort, A.
1
2011
Econometric specification of the risk neutral valuation model. Zbl 0959.62096
Clement, E.; Gourieroux, C.; Monfort, A.
1
2000
Speculative bubbles and exchange of information on the market of a storable good. Zbl 0729.90011
Broze, L.; Gourieroux, C.; Szafarz, A.
1
1989
Rational expectations models and bounded memory. Zbl 0646.90016
Fourgeaud, C.; Gourieroux, C.; Pradel, J.
1
1985
The aggregation of commodities in quantity rationing models. Zbl 0586.90015
Gourieroux, Christian; Laroque, Guy
1
1985
Some theoretical results for generalized ridge regression estimators. Zbl 0583.62065
Fourgeaud, C.; Gourieroux, C.; Pradel, J.
1
1984
Tests of the equilibrium vs. disequilibrium hypotheses: A comment. Zbl 0461.62088
Gourieroux, Christian; Laffont, Jean-Jacques; Monfort, Alain
1
1980
Consistent pseudo-maximum likelihood estimators and groups of transformations. Zbl 1420.62412
Gouriéroux, C.; Monfort, A.; Zakoïan, J.-M.
1
2019
Negative binomial autoregressive process with stochastic intensity. Zbl 1425.62125
Gouriéroux, Christian; Lu, Yang
1
2019
Misspecification of noncausal order in autoregressive processes. Zbl 1452.62640
Gourieroux, Christian; Jasiak, Joann
2
2018
Local explosion modelling by non-causal process. Zbl 1411.62252
Gouriéroux, Christian; Zakoïan, Jean-Michel
3
2017
Noncausal vector autoregressive process: representation, identification and semi-parametric estimation. Zbl 1388.62256
Gourieroux, Christian; Jasiak, Joann
3
2017
Double instrumental variable estimation of interaction models with big data. Zbl 1377.62149
Gagliardini, Patrick; Gouriéroux, Christian
2
2017
Statistical inference for independent component analysis: application to structural VAR models. Zbl 1443.62262
Gouriéroux, Christian; Monfort, Alain; Renne, Jean-Paul
1
2017
Filtering, prediction and simulation methods for noncausal processes. Zbl 1381.62247
Gourieroux, Christian; Jasiak, Joann
5
2016
Love and death: a Freund model with frailty. Zbl 1348.62237
Gourieroux, Christian; Lu, Yang
6
2015
Noncausal autoregressive model in application to Bitcoin/USD exchange rates. Zbl 1407.62385
Hencic, Andrew; Gouriéroux, Christian
3
2015
On uniqueness of moving average representations of heavy-tailed stationary processes. Zbl 1330.62330
Gouriéroux, Christian; Zakoïan, Jean-Michel
3
2015
Contagion phenomena with applications in finance. Zbl 1336.91003
Darolles, Serge; Gourieroux, Christian
1
2015
The econometrics of individual risk: credit, insurance, and marketing. Reprint of the hardback ed. 2007. Zbl 1318.91004
Gourieroux, Christian; Jasiak, Joann
1
2015
Pricing with finite dimensional dependence. Zbl 1337.91143
Gourieroux, C.; Monfort, A.
1
2015
Efficiency in large dynamic panel models with common factors. Zbl 1314.62203
Gagliardini, Patrick; Gourieroux, Christian
4
2014
Pricing default events: surprise, exogeneity and contagion. Zbl 1311.91186
Gouriéroux, C.; Monfort, A.; Renne, J. P.
2
2014
Granularity adjustment for risk measures: systematic vs unsystematic risks. Zbl 1316.91015
Gagliardini, Patrick; Gouriéroux, Christian
3
2013
Estimation-adjusted VaR. Zbl 1283.91087
Gourieroux, Christian; Zakoïan, Jean-Michel
3
2013
Correlated risks vs contagion in stochastic transition models. Zbl 1402.91843
Gagliardini, Patrick; Gouriéroux, Christian
1
2013
Allocating systemic risk in a regulatory perspective. Zbl 1287.91091
Gourieroux, C.; Monfort, A.
1
2013
Discrete time Wishart term structure models. Zbl 1231.91455
Gourieroux, Christian; Sufana, Razvan
19
2011
Efficient derivative pricing by the extended method of moments. Zbl 1250.91097
Gagliardini, P.; Gourieroux, C.; Renault, E.
14
2011
Domain restrictions on interest rates implied by no arbitrage. Zbl 1214.91120
Gourieroux, C.; Monfort, A.
1
2011
Bilinear term structure model. Zbl 1232.91680
Gourieroux, C.; Monfort, A.
1
2011
Derivative pricing with Wishart multivariate stochastic volatility. Zbl 1209.91179
Gourieroux, Christian; Sufana, Razvan
39
2010
Indirect inference for dynamic panel models. Zbl 1431.62616
Gouriéroux, Christian; Phillips, Peter C. B.; Yu, Jun
20
2010
Local likelihood density estimation and value-at-risk. Zbl 1200.91303
Gourieroux, Christian; Jasiak, Joann
5
2010
The Wishart autoregressive process of multivariate stochastic volatility. Zbl 1429.62397
Gourieroux, C.; Jasiak, J.; Sufana, R.
49
2009
Quadratic stochastic intensity and prospective mortality tables. Zbl 1140.91418
Gourieroux, C.; Monfort, A.
9
2008
Dynamic quantile models. Zbl 1429.62396
Gourieroux, C.; Jasiak, J.
8
2008
Duration time-series models with proportional hazard. Zbl 1164.62045
Gagliardini, P.; Gourieroux, C.
5
2008
CAR and affine processes. Zbl 1178.91223
Gourieroux, Christian
2
2008
Econometric specification of stochastic discount factor models. Zbl 1420.91461
Gourieroux, C.; Monfort, A.
75
2007
The econometrics of individual risk: credit, insurance, and marketing. Zbl 1112.91038
Gourieroux, Christian; Jasiak, Joann
5
2007
An efficient nonparametric estimator for models with nonlinear dependence. Zbl 1360.62501
Gagliardini, Patrick; Gouriéroux, Christian
4
2007
Continuous time Wishart process for stochastic risk. Zbl 1105.62104
Gourieroux, C.
38
2006
Multivariate Jacobi process with application to smooth transitions. Zbl 1337.62365
Gourieroux, Christian; Jasiak, Joann
24
2006
Structural Laplace transform and compound autoregressive models. Zbl 1112.62090
Darolles, Serge; Gourieroux, Christian; Jasiak, Joann
21
2006
Stochastic unit root models. Zbl 1170.62358
Gourieroux, Christian; Robert, Christian Y.
5
2006
Stochastic volatility duration models. Zbl 1282.91237
Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joann
28
2004
Heterogeneous INAR(1) model with application to car insurance. Zbl 1107.62110
Gourieroux, C.; Jasiak, J.
17
2004
Kernel-based nonlinear canonical analysis and time reversibility. Zbl 1282.91265
Darolles, Serge; Florens, Jean-Pierre; Gouriéroux, Christian
8
2004
Nonlinear autocorrelograms: an application to inter-trade durations. Zbl 1062.62177
Gouriéroux, Christian; Jasiak, Joann
6
2002
Financial econometrics. Problems, models, and methods. Zbl 1028.62083
Gourieroux, Christian; Jasiak, Joann
21
2001
Memory and infrequent breaks. Zbl 0968.91036
Gourieroux, C.; Jasiak, J.
18
2001
Local power properties of kernel based goodness of fit tests. Zbl 1081.62529
Gouriéroux, Christian; Tenreiro, Carlos
11
2001
Truncated dynamics and estimation of diffusion equations. Zbl 0973.62069
Darolles, Serge; Gouriéroux, Christian
6
2001
Dynamic factor models. Zbl 1077.62544
Gourieroux, Christian; Jasiak, Joann
4
2001
State space models with finite dimensional dependence. Zbl 0984.62070
Gourieroux, Christian; Jasiak, Joann
4
2001
Calibration by simulation for small sample bias correction. Zbl 1184.62048
Gourieroux, Christian; Renault, Eric; Touzi, Nizar
13
2000
Econometrics of qualitative dependent variables. Transl. from the 2nd French (1991) edition by Paul B. Klassen. Zbl 0963.62109
Gourieroux, Christian
5
2000
Econometric specification of the risk neutral valuation model. Zbl 0959.62096
Clement, E.; Gourieroux, C.; Monfort, A.
1
2000
Mean-variance hedging and numéraire. Zbl 1020.91024
Gourieroux, Christian; Laurent, Jean Paul; Pham, Huyên
53
1998
Instrumental models and indirect encompassing. Zbl 1055.62570
Dhaene, Geert; Gourieroux, Christian; Scaillet, Olivier
4
1998
Kernel autocorrelogram for time-deformed processes. Zbl 0944.62073
Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joanna
4
1998
Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators. Zbl 0962.62015
Broze, Laurence; Gouriéroux, Christian
2
1998
ARCH models and financial applications. Zbl 0880.62107
Gouriéroux, Christian
72
1997
Time series and dynamic models. Transl. from the French and ed. by Giampiero Gallo. Zbl 0861.62077
Gourieroux, Christian; Monfort, Alain
26
1997
Rank tests for unit roots. Zbl 0904.62052
Breitung, Jörg; Gouriéroux, Christian
14
1997
A count data model with unobserved heterogeneity. Zbl 0900.62643
Gourieroux, C.; Visser, M.
6
1997
Two-stage generalized moment method with applications to regressions with heteroscedasticity of unknown form. Zbl 0849.62048
Gouriéroux, Christian; Monfort, Alain; Renault, Eric
5
1996
Statistics and econometric models. Vol. 1: General concepts, estimation, prediction, and algorithms. Vol. 2: Testing, confidence regions, model selection, and asymptotic theory. Transl. from the French by Quang Vuong. Zbl 0870.62088
Gourieroux, Christian; Monfort, Alain
50
1995
Encompassing and indirect inference. Zbl 1448.62202
Gouriéroux, Christian; Monfort, Alain
65
1993
Simulation-based inference. A survey with special reference to panel data models. Zbl 0778.62104
Gourieroux, Christian; Monfort, Alain
24
1993
Qualitative threshold ARCH models. Zbl 0792.62103
Gourieroux, Christian; Monfort, Alain
25
1992
Testing for common roots. Zbl 0669.62099
Gourieroux, C.; Monfort, A.; Renault, E.
4
1989
Speculative bubbles and exchange of information on the market of a storable good. Zbl 0729.90011
Broze, L.; Gourieroux, C.; Szafarz, A.
1
1989
Generalised residuals. Zbl 0619.62058
Gourieroux, Christian; Monfort, Alain; Renault, Eric; Trognon, Alain
25
1987
Simulated residuals. Zbl 0619.62057
Gourieroux, Christian; Monfort, Alain; Renault, Eric; Trognon, Alain
9
1987
Learning procedures and convergence to rationality. Zbl 0602.90039
Fourgeaud, C.; Gourieroux, C.; Pradel, J.
13
1986
Rational expectations models and bounded memory. Zbl 0646.90016
Fourgeaud, C.; Gourieroux, C.; Pradel, J.
1
1985
The aggregation of commodities in quantity rationing models. Zbl 0586.90015
Gourieroux, Christian; Laroque, Guy
1
1985
Pseudo maximum likelihood methods: Theory. Zbl 0575.62031
Gourieroux, C.; Monfort, A.; Trognon, A.
149
1984
Pseudo maximum likelihood methods: Applications to Poisson models. Zbl 0575.62032
Gourieroux, C.; Monfort, A.; Trognon, A.
62
1984
Estimation and test in probit models with serial correlation. Zbl 0576.62085
Gourieroux, C.; Monfort, A.; Trognon, A.
5
1984
Econométrie des variables qualitatives. Zbl 0586.62189
Gourieroux, Christian
2
1984
Some theoretical results for generalized ridge regression estimators. Zbl 0583.62065
Fourgeaud, C.; Gourieroux, C.; Pradel, J.
1
1984
Testing nested or non-nested hypotheses. Zbl 0551.62075
Gourieroux, Christian; Monfort, Alain; Trognon, Alain
22
1983
Likelihood ratio test, Wald test, and Kuhn-Tucker test in linear models with inequality constraints on the regression parameters. Zbl 0483.62058
Gourieroux, Christian; Holly, Alberto; Monfort, Alain
79
1982
Rational expectations in dynamic linear models: Analysis of the solutions. Zbl 0474.90031
Gourieroux, C.; Laffont, J. J.; Monfort, A.
20
1982
Asymptotic properties of the maximum likelihood estimator in dichotomous logit models. Zbl 0481.62029
Gourieroux, Christian; Monfort, Alain
18
1981
On the problem of missing data in linear models. Zbl 0476.62089
Gourieroux, Christian; Monfort, Alain
6
1981
Sufficient linear structures: econometric applications. Zbl 0436.62096
Gourieroux, Christian; Monfort, Alain
29
1980
Coherency conditions in simultaneous linear equation models with endogenous switching regimes. Zbl 0435.90039
Gourieroux, C.; Laffont, J. J.; Monfort, A.
12
1980
Identification of a mixed autoregressive-moving average process: The corner method. Zbl 0449.62065
Beguin, Jean-Marc; Gourieroux, Christian; Monfort, Alain
10
1980
Disequilibrium econometrics in simultaneous equations systems. Zbl 0426.90013
Gourieroux, C.; Laffont, J. J.; Monfort, A.
5
1980
Tests of the equilibrium vs. disequilibrium hypotheses: A comment. Zbl 0461.62088
Gourieroux, Christian; Laffont, Jean-Jacques; Monfort, Alain
1
1980
all top 5

Cited by 1,655 Authors

49 Gourieroux, Christian
25 Monfort, Alain
14 Jasiak, Joann
11 Renault, Eric
10 Grasselli, Martino
10 McAleer, Michael
8 Darolles, Serge
8 Gagliardini, Patrick
8 Lucas, André
8 Wooldridge, Jeffrey M.
8 Zakoïan, Jean-Michel
7 Escobar, Marcos
7 King, Maxwell Leslie
7 Scaillet, Olivier
6 Calzolari, Giorgio
6 Da Fonseca, José
6 Dufour, Jean-Marie
6 Kohlmann, Michael
6 Kristensen, Dennis
6 Xiong, Dewen
6 Zagst, Rudi
5 Asai, Manabu
5 Filipović, Damir
5 Florens, Jean-Pierre
5 Francq, Christian
5 Ghysels, Eric
5 Guillen, Montserrat
5 Leipus, Remigijus
5 Patton, Andrew J.
5 Sentana, Enrique
5 Tenreiro, Carlos
5 Werker, Bas J. M.
5 White, Halbert Lynn jun.
4 Blake, David
4 Carrasco, Marine
4 Chen, Xiaohong
4 Cuchiero, Christa
4 Cysneiros, Francisco José A.
4 Dionne, Georges
4 Diop, Aliou
4 Dupuy, Jean-François
4 Fahrmeir, Ludwig
4 Gerlach, Richard H.
4 Götz, Barbara
4 Hallin, Marc
4 Hwang, Sun Young
4 Larsson, Martin
4 Lee, Lung-Fei
4 Liu, Shuangzhe
4 Lu, Yang
4 Mania, Michael
4 Meenagh, David
4 Minford, Patrick
4 Paula, Gilberto A.
4 Phillips, Peter Charles Bonest
4 Renne, Jean-Paul
4 Rombouts, Jeroen V. K.
4 Schweizer, Martin
4 Stelzer, Robert
4 Surgailis, Donatas
4 Tian, Yongge
4 Timmermann, Allan G.
4 Tremayne, Andrew R.
4 van den Akker, Ramon
4 Wagalath, Lakshithe
4 Windmeijer, Frank A. G.
4 Wong, Hoi Ying
3 Alfonsi, Aurélien
3 Andersen, Torben G.
3 Arai, Takuji
3 Bakosi, Jozsef
3 Baltagi, Badi H.
3 Blundell, Richard W.
3 Bollerslev, Tim
3 Boucher, Jean-Philippe
3 Cavicchioli, Maddalena
3 Chiu, Mei Choi
3 Cont, Rama
3 Corsi, Fulvio
3 Desjardins, Denise
3 Drost, Feike C.
3 Elliott, Robert James
3 Evans, George W. II
3 Fernandes, Marcelo
3 Fiorentini, Gabriele
3 Frangos, Nikos E.
3 Frees, Edward W.
3 Geweke, John F.
3 Godfrey, Leslie G.
3 Guay, Alain
3 Härdle, Wolfgang Karl
3 Heyde, Christopher Charles
3 Hong, Han
3 Hong, Yongmiao
3 Huang, Nan-Jing
3 Ielpo, Florian
3 Jung, Robert C.
3 Kallsen, Jan
3 Khalaf, Lynda
3 Kokoszka, Piotr S.
...and 1,555 more Authors
all top 5

Cited in 161 Serials

264 Journal of Econometrics
47 Economics Letters
38 Computational Statistics and Data Analysis
35 Journal of Statistical Planning and Inference
34 Journal of Economic Dynamics & Control
32 Communications in Statistics. Theory and Methods
30 Econometric Theory
23 Journal of Time Series Analysis
23 Econometric Reviews
22 Statistics & Probability Letters
22 Statistical Papers
20 International Journal of Theoretical and Applied Finance
19 Insurance Mathematics & Economics
19 Journal of Statistical Computation and Simulation
19 Quantitative Finance
16 Stochastic Processes and their Applications
15 Journal of Multivariate Analysis
14 European Journal of Operational Research
13 ASTIN Bulletin
11 Mathematical Finance
10 The Annals of Statistics
10 The Annals of Applied Probability
9 Stochastic Analysis and Applications
9 Statistics
9 Journal of Applied Statistics
8 Journal of Applied Probability
8 Journal of Econometric Methods
7 Journal of Economic Theory
7 Computational Statistics
7 Communications in Statistics. Simulation and Computation
7 Review of Derivatives Research
6 Mathematics and Computers in Simulation
6 Applied Mathematical Finance
6 Finance and Stochastics
6 The Econometrics Journal
6 Applied Stochastic Models in Business and Industry
6 Scandinavian Actuarial Journal
6 Statistics and Computing
5 Metrika
5 Psychometrika
5 Journal of Computational and Applied Mathematics
5 Statistical Science
5 Test
5 Annals of Finance
4 The Canadian Journal of Statistics
4 Scandinavian Journal of Statistics
4 Automatica
4 International Economic Review
4 Journal of the American Statistical Association
4 Open Economies Review
4 Journal of Nonparametric Statistics
4 North American Actuarial Journal
4 Stochastics
4 Electronic Journal of Statistics
4 Bayesian Analysis
3 Computers & Mathematics with Applications
3 Annals of the Institute of Statistical Mathematics
3 Applied Mathematics and Computation
3 Applied Mathematics and Optimization
3 Fuzzy Sets and Systems
3 Statistica Neerlandica
3 Computational Economics
3 Mathematical Methods of Statistics
3 Journal of Mathematical Sciences (New York)
3 Studies in Nonlinear Dynamics and Econometrics
3 Journal of the Royal Statistical Society. Series B. Statistical Methodology
3 Asia-Pacific Financial Markets
3 SIAM Journal on Financial Mathematics
3 International Journal of Stochastic Analysis
2 Biometrics
2 Journal of Mathematical Psychology
2 Mathematical and Computer Modelling
2 Games and Economic Behavior
2 International Journal of Computer Mathematics
2 Complexity
2 Bernoulli
2 Journal of Systems Science and Complexity
2 Decisions in Economics and Finance
2 Stochastic Models
2 Journal of Industrial and Management Optimization
2 Journal of the Korean Statistical Society
2 Journal of Statistical Theory and Practice
2 AStA. Advances in Statistical Analysis
2 The Annals of Applied Statistics
2 Statistics Surveys
2 Quantitative Economics
1 Advances in Applied Probability
1 Biological Cybernetics
1 Computer Methods in Applied Mechanics and Engineering
1 Journal of Mathematical Analysis and Applications
1 Journal of Mathematical Physics
1 Mathematical Biosciences
1 Theory of Probability and its Applications
1 ACM Transactions on Mathematical Software
1 The Annals of Probability
1 Econometrica
1 Journal of Mathematical Economics
1 The Journal of Mathematical Sociology
1 Journal of Soviet Mathematics
1 Kybernetika
...and 61 more Serials

Citations by Year