29
H index
67
i10 index
4020
Citations
christian s. gourieroux : Citation Profile
University of Toronto | RESEARCH PRODUCTION: 137 Articles 151 Papers 12 Books 4 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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39 years (1979 - 2018). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with christian s. gourieroux. | Is cited by:
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Main data
Where christian s. gourieroux has published?
Recent works citing christian s. gourieroux (2018 and 2017)
| Year | Title of citing document | |
|---|---|---|
| 2018 | Book Review: Directions of Development of Public Administration in Poland. (2018). Nieurawski, Lech ; Jakimowicz, Aleksander. In: Articles. RePEc:aae:journl:v:14:y:2018:i:3:p:159-168. Full description at Econpapers || Download paper | |
| 2018 | Unified Inference for Nonlinear Factor Models from Panels with Fixed and Large Time Span. (2018). Andersen, Torben ; Varneskov, Rasmus T ; Todorov, Viktor ; Fusari, Nicola. In: CREATES Research Papers. RePEc:aah:create:2018-03. Full description at Econpapers || Download paper | |
| 2018 | Exploration vs Exploitation, Impulse Balance Equilibrium and a specification test for the El Farol bar problem. (2018). Pezanis-Christou, Paul ; Laisney, Francois ; Kirman, Alan. In: School of Economics Working Papers. RePEc:adl:wpaper:2018-11. Full description at Econpapers || Download paper | |
| 2019 | The Identification Zoo: Meanings of Identification in Econometrics. (2019). Lewbel, Arthur. In: Journal of Economic Literature. RePEc:aea:jeclit:v:57:y:2019:i:4:p:835-903. Full description at Econpapers || Download paper | |
| 2017 | Aggregated Fractional Regression Estimation: Some Monte Carlo Evidence. (2017). Preckel, Paul ; Delgado, Michael ; Song, Jingyu . In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258209. Full description at Econpapers || Download paper | |
| 2017 | Water Availability, Land Allocation, and the Role of Irrigation Districts under Prior Appropriation Doctrine. (2017). Ji, Xinde ; Cobourn, Kelly M. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258377. Full description at Econpapers || Download paper | |
| 2018 | Structural Gravity Model Estimates of Nested CES Import Demands for Soybeans. (2018). Hillberry, Russell ; Yao, Guolin . In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274281. Full description at Econpapers || Download paper | |
| 2017 | Gender differentials in agricultural productivity: an empirical evidence from Uganda. (2017). Campus, Daniela. In: 2017 Sixth AIEAA Conference, June 15-16, Piacenza, Italy. RePEc:ags:aiea17:261259. Full description at Econpapers || Download paper | |
| 2018 | Inequality of Opportunity in Earnings in Rural China. (2018). Shi, X. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277016. Full description at Econpapers || Download paper | |
| 2018 | Do Regulations to Protect Endangered Species on Private Lands Affect Local Employment? Evidence from the Listing of the Lesser Prairie Chicken. (2018). Melstrom, Richard ; Lee, Kangil ; Byl, Jacob P. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:276499. Full description at Econpapers || Download paper | |
| 2017 | The Economic Benefits of Irrigation Districts under Prior Appropriation Doctrine: An Econometric Analysis of Agricultural Land-allocation Decisions. (2017). Ji, Xinde ; Cobourn, Kelly M. In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252838. Full description at Econpapers || Download paper | |
| 2017 | Nonparametric Stochastic Discount Factor Decomposition. (2017). Christensen, Timothy . In: Papers. RePEc:arx:papers:1412.4428. Full description at Econpapers || Download paper | |
| 2017 | The ABC of Simulation Estimation with Auxiliary Statistics. (2017). Ng, Serena ; Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1501.01265. Full description at Econpapers || Download paper | |
| 2018 | Model-Free Approaches to Discern Non-Stationary Microstructure Noise and Time-Varying Liquidity in High-Frequency Data. (2018). Mykland, Per A ; Chen, Richard Y. In: Papers. RePEc:arx:papers:1512.06159. Full description at Econpapers || Download paper | |
| 2019 | Linear Credit Risk Models. (2018). Ackerer, Damien ; Filipovi, Damir. In: Papers. RePEc:arx:papers:1605.07419. Full description at Econpapers || Download paper | |
| 2019 | Indirect Inference With(Out) Constraints. (2016). Renault, Eric ; Frazier, David T. In: Papers. RePEc:arx:papers:1607.06163. Full description at Econpapers || Download paper | |
| 2018 | Pairs Trading under Drift Uncertainty and Risk Penalization. (2018). Eksi, Zehra ; Colaneri, Katia ; Altay, Suhan. In: Papers. RePEc:arx:papers:1704.06697. Full description at Econpapers || Download paper | |
| 2017 | Polynomial processes in stochastic portfolio theory. (2017). Cuchiero, Christa. In: Papers. RePEc:arx:papers:1705.03647. Full description at Econpapers || Download paper | |
| 2019 | Indirect Inference with a Non-Smooth Criterion Function. (2019). Oka, Tatsushi ; Zhu, Dan ; Frazier, David T. In: Papers. RePEc:arx:papers:1708.02365. Full description at Econpapers || Download paper | |
| 2017 | Semiparametric GARCH via Bayesian model averaging. (2017). Gerlach, Richard H ; Ye, Wilson . In: Papers. RePEc:arx:papers:1708.07587. Full description at Econpapers || Download paper | |
| 2017 | A sentiment-based model for the BitCoin: theory, estimation and option pricing. (2017). Cretarola, Alessandra ; Patacca, Marco ; Figa-Talamanca, Gianna . In: Papers. RePEc:arx:papers:1709.08621. Full description at Econpapers || Download paper | |
| 2017 | Macroeconomics and FinTech: Uncovering Latent Macroeconomic Effects on Peer-to-Peer Lending. (2017). Wong, Ken Sze-Wai ; Lim, Lek-Heng ; Foo, Jessica. In: Papers. RePEc:arx:papers:1710.11283. Full description at Econpapers || Download paper | |
| 2017 | Bank Panics and Fire Sales, Insolvency and Illiquidity. (2017). Hurd, T R. In: Papers. RePEc:arx:papers:1711.05289. Full description at Econpapers || Download paper | |
| 2019 | Polynomial Jump-Diffusion Models. (2019). Larsson, Martin ; Filipovi, Damir. In: Papers. RePEc:arx:papers:1711.08043. Full description at Econpapers || Download paper | |
| 2018 | Dynamic Clearing and Contagion in Financial Networks. (2018). Feinstein, Zachary ; Bernstein, Alex ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1801.02091. Full description at Econpapers || Download paper | |
| 2018 | Structural Estimation of Behavioral Heterogeneity. (2018). Zheng, Huanhuan ; Shi, Zhentao. In: Papers. RePEc:arx:papers:1802.03735. Full description at Econpapers || Download paper | |
| 2019 | The Origin and the Resolution of Nonuniqueness in Linear Rational Expectations. (2019). Thistle, John G. In: Papers. RePEc:arx:papers:1806.06657. Full description at Econpapers || Download paper | |
| 2018 | Long-time large deviations for the multi-asset Wishart stochastic volatility model and option pricing. (2018). Tankov, Peter ; Krief, David ; Alfonsi, Aur'Elien. In: Papers. RePEc:arx:papers:1806.06883. Full description at Econpapers || Download paper | |
| 2018 | Incremental Sharpe and other performance ratios. (2018). Guez, Beatrice ; Benhamou, Eric. In: Papers. RePEc:arx:papers:1807.09864. Full description at Econpapers || Download paper | |
| 2018 | The distortion principle for insurance pricing: properties, identification and robustness. (2018). Pflug, Georg ; Escobar, Daniela. In: Papers. RePEc:arx:papers:1809.06592. Full description at Econpapers || Download paper | |
| 2020 | Pricing of debt and equity in a financial network with comonotonic endowments. (2018). Feinstein, Zachary ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1810.01372. Full description at Econpapers || Download paper | |
| 2018 | Evaluating regulatory reform of network industries: a survey of empirical models based on categorical proxies. (2018). Florio, Massimo ; Castelnovo, Paolo ; Bastianin, Andrea. In: Papers. RePEc:arx:papers:1810.03348. Full description at Econpapers || Download paper | |
| 2018 | Using generalized estimating equations to estimate nonlinear models with spatial data. (2018). Wooldridge, Jeffrey ; Wang, Weining ; Lu, Cuicui . In: Papers. RePEc:arx:papers:1810.05855. Full description at Econpapers || Download paper | |
| 2018 | Reverse Quantum Annealing Approach to Portfolio Optimization Problems. (2018). Kondratyev, Alexei ; Venturelli, Davide. In: Papers. RePEc:arx:papers:1810.08584. Full description at Econpapers || Download paper | |
| 2019 | Modelling Extremal Dependence for Operational Risk by a Bipartite Graph. (2019). Paterlini, Sandra ; Kluppelberg, Claudia ; Kley, Oliver. In: Papers. RePEc:arx:papers:1902.03041. Full description at Econpapers || Download paper | |
| 2019 | Time series models for realized covariance matrices based on the matrix-F distribution. (2019). Zhu, Ke ; Li, Wai Keung ; Jiang, Feiyu ; Zhou, Jiayuan. In: Papers. RePEc:arx:papers:1903.12077. Full description at Econpapers || Download paper | |
| 2019 | Identification of Noncausal Models by Quantile Autoregressions. (2019). Hecq, Alain ; Sun, LI. In: Papers. RePEc:arx:papers:1904.05952. Full description at Econpapers || Download paper | |
| 2020 | Subgeometrically ergodic autoregressions. (2019). Saikkonen, Pentti ; Meitz, Mika. In: Papers. RePEc:arx:papers:1904.07089. Full description at Econpapers || Download paper | |
| 2019 | Non-standard inference for augmented double autoregressive models with null volatility coefficients. (2019). Zhu, Ke ; Li, Dong ; Jiang, Feiyu. In: Papers. RePEc:arx:papers:1905.01798. Full description at Econpapers || Download paper | |
| 2019 | Dyadic Regression. (2019). Graham, Bryan S. In: Papers. RePEc:arx:papers:1908.09029. Full description at Econpapers || Download paper | |
| 2019 | Markov Chain Monte Carlo Methods for Estimating Systemic Risk Allocations. (2019). Hofert, Marius ; Koike, Takaaki. In: Papers. RePEc:arx:papers:1909.11794. Full description at Econpapers || Download paper | |
| 2019 | Identification and Estimation of SVARMA models with Independent and Non-Gaussian Inputs. (2019). Funovits, Bernd. In: Papers. RePEc:arx:papers:1910.04087. Full description at Econpapers || Download paper | |
| 2019 | Pricing and Hedging Performance on Pegged FX Markets Based on a Regime Switching Model. (2019). Zhang, Yunbo ; Drapeau, Samuel . In: Papers. RePEc:arx:papers:1910.08344. Full description at Econpapers || Download paper | |
| 2019 | The Laplace transform of the integrated Volterra Wishart process. (2019). Jaber, Eduardo Abi. In: Papers. RePEc:arx:papers:1911.07719. Full description at Econpapers || Download paper | |
| 2019 | Predicting bubble bursts in oil prices using mixed causal-noncausal models. (2019). Hecq, Alain ; Voisin, Elisa. In: Papers. RePEc:arx:papers:1911.10916. Full description at Econpapers || Download paper | |
| 2019 | Efficient and Convergent Sequential Pseudo-Likelihood Estimation of Dynamic Discrete Games. (2019). Blevins, Jason ; Dearing, Adam. In: Papers. RePEc:arx:papers:1912.10488. Full description at Econpapers || Download paper | |
| 2019 | Credit Risk: Simple Closed Form Approximate Maximum Likelihood Estimator. (2019). Juneja, Sandeep ; Deo, Anand. In: Papers. RePEc:arx:papers:1912.12611. Full description at Econpapers || Download paper | |
| 2020 | Frequentist Shrinkage under Inequality Constraints. (2020). Bakhitov, Edvard. In: Papers. RePEc:arx:papers:2001.10586. Full description at Econpapers || Download paper | |
| 2020 | Equal Risk Pricing and Hedging of Financial Derivatives with Convex Risk Measures. (2020). Li, Jonathan Yumeng ; Delage, Erick ; Marzban, Saeed . In: Papers. RePEc:arx:papers:2002.02876. Full description at Econpapers || Download paper | |
| 2020 | Identifiability and Estimation of Possibly Non-Invertible SVARMA Models: A New Parametrisation. (2020). Funovits, Bernd. In: Papers. RePEc:arx:papers:2002.04346. Full description at Econpapers || Download paper | |
| 2020 | The Dimension of the Set of Causal Solutions of Linear Multivariate Rational Expectations Models. (2020). Funovits, Bernd. In: Papers. RePEc:arx:papers:2002.04369. Full description at Econpapers || Download paper | |
| 2020 | Forecasting Realized Volatility Matrix With Copula-Based Models. (2020). Tao, Minjing ; Wang, Wenjing. In: Papers. RePEc:arx:papers:2002.08849. Full description at Econpapers || Download paper | |
| 2020 | Unit-root test within a threshold ARMA framework. (2020). Tong, Howell ; Goracci, Greta ; Giannerini, Simone ; Chan, Kung-Sik. In: Papers. RePEc:arx:papers:2002.09968. Full description at Econpapers || Download paper | |
| 2017 | Correction Procedures for Appraisal-Based Real Estate Indices. (2017). Gohs, Andreas . In: ERES. RePEc:arz:wpaper:eres2017_274. Full description at Econpapers || Download paper | |
| 2017 | Improving automobile insurance ratemaking using telematics: incorporating mileage and driver behaviour data. (2017). Ayuso, mercedes ; Nielsen, Jens Perch ; Guillen, Montserrat. In: Working Papers. RePEc:bak:wpaper:201701. Full description at Econpapers || Download paper | |
| 2017 | Retrieving Implied Financial Networks from Bank Balance-Sheet and Market Data. (2017). Fique, José. In: Staff Working Papers. RePEc:bca:bocawp:17-30. Full description at Econpapers || Download paper | |
| 2017 | Optimal Estimation of Multi-Country Gaussian Dynamic Term Structure Models Using Linear Regressions. (2017). Diez de los Rios, Antonio. In: Staff Working Papers. RePEc:bca:bocawp:17-33. Full description at Econpapers || Download paper | |
| 2017 | Good Volatility, Bad Volatility and Option Pricing. (2017). Feunou, Bruno ; Okou, Cedric. In: Staff Working Papers. RePEc:bca:bocawp:17-52. Full description at Econpapers || Download paper | |
| 2017 | Risk-Neutral Moment-Based Estimation of Affine Option Pricing Models. (2017). Feunou, Bruno ; Okou, Cedric. In: Staff Working Papers. RePEc:bca:bocawp:17-55. Full description at Econpapers || Download paper | |
| 2019 | Composite Likelihood Estimation of an Autoregressive Panel Probit Model with Random Effects. (2019). Tuzcuoglu, Kerem. In: Staff Working Papers. RePEc:bca:bocawp:19-16. Full description at Econpapers || Download paper | |
| 2017 | Pairwise trading in the money market during the European sovereign debt crisis. (2017). Rainone, Edoardo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1160_17. Full description at Econpapers || Download paper | |
| 2020 | Energy costs and competitiveness in Europe. (2020). Mistretta, Alessandro ; FAIELLA, IVAN. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1259_20. Full description at Econpapers || Download paper | |
| 2017 | Pandemic crises in financial systems: a simulation-model to complement stress-testing frameworks.. (2017). Idier, Julien ; Piquard, T. In: Working papers. RePEc:bfr:banfra:621. Full description at Econpapers || Download paper | |
| 2017 | An analytical framework to calibrate macroprudential policy. (2017). Idier, Julien ; Gabrieli, Silvia ; Scalone, V ; Piquard, T ; Lopez, P ; Devulder, A ; Couaillier, C ; Bennani, T. In: Working papers. RePEc:bfr:banfra:648. Full description at Econpapers || Download paper | |
| 2018 | Cross-stock market spillovers through variance risk premiums and equity flows. (2018). SHIM, ILHYOCK ; Sugihara, Yoshihiko ; Hattori, Masazumi. In: BIS Working Papers. RePEc:bis:biswps:702. Full description at Econpapers || Download paper | |
| 2017 | Weighted pseudolikelihood for SNP set analysis with multiple secondary outcomes in case†control genetic association studies. (2017). Sofer, Tamar ; Lin, Xihong ; Christiani, David C ; Schifano, Elizabeth D. In: Biometrics. RePEc:bla:biomet:v:73:y:2017:i:4:p:1210-1220. Full description at Econpapers || Download paper | |
| 2018 | INTERACTION TERMS IN POISSON AND LOG LINEAR REGRESSION MODELS. (2018). Shang, Shengwu ; Fan, Maoyong ; Nesson, Erik. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:70:y:2018:i:1:p:e89-e96. Full description at Econpapers || Download paper | |
| 2018 | DURATION MODELS FOR CREDIT RATING MIGRATION: EVIDENCE FROM THE FINANCIAL CRISIS. (2018). Prigent, Jean-Luc ; Karaa, Adel ; ben Ayed, Myriam. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:3:p:1870-1886. Full description at Econpapers || Download paper | |
| 2017 | When a Door Closes, a Window Opens? Long-Term Labor Market Effects of Involuntary Separations. (2017). Backes-Gellner, Uschi ; Balestra, Simone. In: German Economic Review. RePEc:bla:germec:v:18:y:2017:i:1:p:1-21. Full description at Econpapers || Download paper | |
| 2018 | Advantageous Selection in Crop Insurance: Theory and Evidence. (2018). Zheng, Xiaoyong ; Rejesus, Roderick ; Yorobe, Jose . In: Journal of Agricultural Economics. RePEc:bla:jageco:v:69:y:2018:i:3:p:646-668. Full description at Econpapers || Download paper | |
| 2020 | Estimating the probability of default for no‐default and low‐default portfolios. (2020). Blumke, Oliver. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:69:y:2020:i:1:p:89-107. Full description at Econpapers || Download paper | |
| 2018 | Culturally clustered or in the cloud? How amenities drive firm location decision in Berlin. (2018). Moeller, Kristoffer. In: Journal of Regional Science. RePEc:bla:jregsc:v:58:y:2018:i:4:p:728-758. Full description at Econpapers || Download paper | |
| 2017 | Asymmetric Information in the Home Insurance Market. (2017). Aarbu, Karl Ove. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:1:p:35-72. Full description at Econpapers || Download paper | |
| 2017 | BETWEEN-GROUP ADVERSE SELECTION: EVIDENCE FROM GROUP CRITICAL ILLNESS INSURANCE. (2017). Eling, Martin ; Yao, YI ; Jia, Ruo. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:2:p:771-809. Full description at Econpapers || Download paper | |
| 2017 | Two Tests for Ex Ante Moral Hazard in a Market for Automobile Insurance. (2017). Rowell, David ; Connelly, Luke B ; Nghiem, Son. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:4:p:1103-1126. Full description at Econpapers || Download paper | |
| 2017 | Decomposing Asymmetric Information in Chinas Automobile Insurance Market. (2017). Gao, Feng ; Wang, Jun ; Powers, Michael R. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:4:p:1269-1293. Full description at Econpapers || Download paper | |
| 2017 | Time-Varying Transition Probabilities for Markov Regime Switching Models. (2017). Lucas, Andre ; Koopman, Siem Jan ; Blasques, Francisco ; Bazzi, Marco . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:3:p:458-478. Full description at Econpapers || Download paper | |
| 2017 | Do Neighbours Influence Value-Added-Tax Introduction? A Spatial Duration Analysis. (2017). Iek, Pavel ; Ligthart, Jenny E ; Lei, Jinghua. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:1:p:25-54. Full description at Econpapers || Download paper | |
| 2017 | International Menu Costs and Price Dynamics. (2017). Schoenle, Raphael. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:3:p:578-606. Full description at Econpapers || Download paper | |
| 2018 | Threat of falling high status and corporate bribery: Evidence from the revealed accounting records of two South Korean presidents. (2018). Jeong, Yujin ; Siegel, Jordan I. In: Strategic Management Journal. RePEc:bla:stratm:v:39:y:2018:i:4:p:1083-1111. Full description at Econpapers || Download paper | |
| 2018 | System dynamics at sixty: the path forward. (2018). Sterman, John. In: System Dynamics Review. RePEc:bla:sysdyn:v:34:y:2018:i:1-2:p:5-47. Full description at Econpapers || Download paper | |
| 2017 | EU Trade Regulation for Baby Food: Protecting Health or Trade?. (2017). Drogué, Sophie ; Demaria, Federica ; Drogue, Sophie ; De Maria, Federica. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:7:p:1430-1453. Full description at Econpapers || Download paper | |
| 2019 | The Identification Zoo - Meanings of Identification in Econometrics. (2019). Lewbel, Arthur. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:957. Full description at Econpapers || Download paper | |
| 2017 | Persistent vs. Permanent Income Shocks in the Buffer-Stock Model. (2017). Jørgensen, Thomas ; Thomas, Jorgensen ; Jeppe, Druedahl . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:17:y:2017:i:1:p:16:n:9. Full description at Econpapers || Download paper | |
| 2019 | Nonparametric Recovery of the Yield Curve Evolution from Cross-Section and Time Series Information. (2019). LINTON, OLIVER ; la Vecchia, D ; Koo, B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1916. Full description at Econpapers || Download paper | |
| 2019 | Instrumental-Variable Estimation of Gravity Equations. (2019). Verardi, Vincenzo ; Jochmans, Koen. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1994. Full description at Econpapers || Download paper | |
| 2017 | Resolving the Public Sector Wage Premium Puzzle by Indirect Inference. (2017). Zhou, Peng ; Minford, A. Patrick ; Wang, YI. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2017/13. Full description at Econpapers || Download paper | |
| 2017 | Matrix Inequality Constraints for Vector (Asymmetric Power) GARCH/HEAVY Models and MEM with spillovers: some New (Mixture) Formulations. (2017). Xu, Yongdeng ; Karanasos, Menelaos. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2017/14. Full description at Econpapers || Download paper | |
| 2017 | Firm-level Human Capital and Innovation: Evidence from China. (2017). Ghosal, Vivek ; Li, Haizheng ; Sun, Xiuli . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6370. Full description at Econpapers || Download paper | |
| 2017 | The Diffusion of New Institutions: Evidence from Renaissance Venices Patent System. (2017). graziano, clara ; comino, stefano ; Galasso, Alberto. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6612. Full description at Econpapers || Download paper | |
| 2018 | Getting Life Expectancy Estimates Right for Pension Policy: Period versus Cohort Approach. (2018). Bravo, Jorge ; Ayuso, mercedes ; Holzman, Robert ; Miguelbravo, Jorge. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7349. Full description at Econpapers || Download paper | |
| 2017 | More Giving of More Givers? The Effects of Tax Incentives on Charitable Donations in the UK. (2017). Scharf, Kimberley ; Lockwood, Ben ; Almunia, Miguel. In: CAGE Online Working Paper Series. RePEc:cge:wacage:335. Full description at Econpapers || Download paper | |
| 2018 | Homeownership, Labour Market Transitions and Earnings. (2018). Lacroix, Guy ; Kamionka, Thierry. In: CIRANO Working Papers. RePEc:cir:cirwor:2018s-35. Full description at Econpapers || Download paper | |
| 2018 | Inference in Second-Order Identified Models. (2018). Hall, Alastair ; Kleibergen, Frank ; Dovonon, Prosper. In: CIRANO Working Papers. RePEc:cir:cirwor:2018s-36. Full description at Econpapers || Download paper | |
| 2018 | Specification Tests for Non-Gaussian Maximum Likelihood Estimators. (2018). Sentana, Enrique ; Fiorentini, Gabriele. In: Working Papers. RePEc:cmf:wpaper:wp2018_1804. Full description at Econpapers || Download paper | |
| 2017 | Ecological Factors Associated to Social and Emotional Skill Development: Chronic exposure to violence in the context of the Colombian Civil Conflict. (2017). Cristancho, Juan-Camilo ; Molano, Andres ; Harker, Arturo. In: Documentos de trabajo. RePEc:col:000547:017649. Full description at Econpapers || Download paper | |
| 2019 | DCC-HEAVY: A multivariate GARCH model based on realized variances and correlations. (2019). Yongdeng, XU ; Luc, BAUWENS. In: CORE Discussion Papers. RePEc:cor:louvco:2019025. Full description at Econpapers || Download paper | |
| 2019 | Capital social et anthroponomie. (2002). peaucelle, irina. In: CEPREMAP Working Papers (Couverture Orange). RePEc:cpm:cepmap:0204. Full description at Econpapers || Download paper | |
| 2017 | The Diffusion of New Institutions: Evidence from Renaissance Venices Patent System. (2017). graziano, clara ; comino, stefano ; Galasso, Alberto. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12102. Full description at Econpapers || Download paper | |
| 2017 | The returns to entrepreneurship: Evidence from matched person-firm data. (2017). Praag, Mirjam ; van Praag, Mirjam ; Raknerud, Arvid. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12330. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
christian s. gourieroux has edited the books:
| Year | Title | Type | Cited |
|---|
Works by christian s. gourieroux:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1987 | Kullback Causality Measures In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 4 |
| 1987 | Une approche géométrique des processus ARMA In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 1988 | Agrégation de processus autorégressifs dordre 1 In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 1990 | Hétérogénéité - 1. Etude des biais destimation dans le cas linéaire In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 3 |
| 1990 | Hétérogénéité - 2. Etude des biais de représentativité (sous lhypothèse dexogénéité faible) In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 1990 | Hétérogénéité et hasard dans les modèles de durée In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 1991 | Simulation Based Inference in Models with Heterogeneity In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 4 |
| 1992 | Courbes de performances, de sélection et de discrimination In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 1993 | Tests sur le noyau, limage et le rang de la matrice des coefficients dun modéle linéaire multivarié In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 1995 | Linear Factor Models and the Term Structure of Interest Rates In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 1996 | Diffusion et effet de vague In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 2000 | Causality between Returns and Traded Volumes In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
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| 2014 | EFFICIENCY IN LARGE DYNAMIC PANEL MODELS WITH COMMON FACTORS.(2014) In: Econometric Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
| 2010 | Efficient Derivative Pricing By The Extended Method of Moments In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 21 |
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| 2011 | Efficient Derivative Pricing by the Extended Method of Moments.(2011) In: Econometrica. [Citation analysis] This paper has another version. Agregated cites: 21 | article | |
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| 1995 | Trading Patterns, Time Deformation and Stochastic Volatility in Foreign Exchange Markets In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 13 |
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| 2007 | An efficient nonparametric estimator for models with nonlinear dependence In: Journal of Econometrics. [Full Text][Citation analysis] | article | 7 |
| 2008 | Dynamic quantile models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 35 |
| 2006 | DYNAMIC QUANTILE MODELS.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
| 2009 | The Wishart Autoregressive process of multivariate stochastic volatility In: Journal of Econometrics. [Full Text][Citation analysis] | article | 117 |
| 2005 | The Wishart Autoregressive Process of Multivariate Stochastic Volatility.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 117 | paper | |
| 1981 | Kuhn-Tucker, likelihood ratio and Wald tests for nonlinear models with inequality constraints on the parameters In: Journal of Econometrics. [Full Text][Citation analysis] | article | 7 |
| 1981 | Asymptotic properties of the maximum likelihood estimator in dichotomous logit models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 6 |
| 2015 | Pricing with finite dimensional dependence In: Journal of Econometrics. [Full Text][Citation analysis] | article | 5 |
| 2017 | Noncausal vector autoregressive process: Representation, identification and semi-parametric estimation In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2017 | Double instrumental variable estimation of interaction models with big data In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2018 | Misspecification of noncausal order in autoregressive processes In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 1983 | Testing nested or non-nested hypotheses In: Journal of Econometrics. [Full Text][Citation analysis] | article | 18 |
| 1984 | Specification pre-test estimator In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2 |
| 1984 | Some theoretical results for generalized ridge regression estimators In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 1987 | Simulated residuals In: Journal of Econometrics. [Full Text][Citation analysis] | article | 21 |
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| 1992 | Qualitative threshold ARCH models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 61 |
| 1993 | Simulation-based inference : A survey with special reference to panel data models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 113 |
| 1997 | Duration, transition and count data models Introduction In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
| 1997 | A count data model with unobserved heterogeneity In: Journal of Econometrics. [Full Text][Citation analysis] | article | 10 |
| 1997 | Rank tests for unit roots In: Journal of Econometrics. [Full Text][Citation analysis] | article | 36 |
| 1996 | Rank tests for unit roots.(1996) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | paper | |
| 1986 | Direct test of the rational expectation hypothesis In: European Economic Review. [Full Text][Citation analysis] | article | 11 |
| 2005 | The econometrics of efficient portfolios In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 14 |
| 2008 | The ordered qualitative model for credit rating transitions In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 24 |
| 2006 | The Ordered Qualitative Model For Credit Rating Transitions.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
| 2009 | L-performance with an application to hedge funds In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 10 |
| 2013 | Linear-price term structure models In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 3 |
| 1995 | Prepayment analysis for securitization In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 1 |
| 1999 | Econometrics of efficient fitted portfolios In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 7 |
| 1999 | Intra-day market activity In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 48 |
| 1997 | Unemployment insurance and mortgages In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 0 |
| 2004 | Heterogeneous INAR(1) model with application to car insurance In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 15 |
| 2005 | Migration correlation: Definition and efficient estimation In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 9 |
| 2010 | Conditionally fitted Sharpe performance with an application to hedge fund rating In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 15 |
| 2012 | Granularity adjustment for default risk factor model with cohorts In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 2 |
| 2009 | Managing hedonic housing price indexes: The French experience In: Journal of Housing Economics. [Full Text][Citation analysis] | article | 7 |
| 2001 | Local Power Properties of Kernel Based Goodness of Fit Tests In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 6 |
| 1998 | The informational content of household decisions with applications to insurance under adverse selection In: THEMA Working Papers. [Citation analysis] | paper | 4 |
| 1998 | The Informational Content of Household Decisions with Applications to Insurance under Adverse Selection.(1998) In: Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor.. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 1992 | Indirect Inference. In: Toulouse - GREMAQ. [Citation analysis] | paper | 521 |
| 1993 | Indirect Inference..(1993) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 521 | article | |
| 1996 | Actifs Financiers et Theorie de la Consommation. In: Toulouse - GREMAQ. [Citation analysis] | paper | 0 |
| 1996 | Actifs financiers et theorie de la consommation..(1996) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1996 | Actifs financiers et theorie de la consommation..(1996) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1996 | Calibrarion By Simulation for Small Sample Bias Correction. In: Toulouse - GREMAQ. [Citation analysis] | paper | 2 |
| 1980 | Tests of the Equilibrium vs. Disequilibrium Hypotheses: A Comment. In: International Economic Review. [Full Text][Citation analysis] | article | 0 |
| 1985 | The Aggregation of Commodities in Quantity Rationing Models. In: International Economic Review. [Full Text][Citation analysis] | article | 5 |
| 2006 | Autoregressive gamma processes In: Journal of Forecasting. [Full Text][Citation analysis] | article | 56 |
| 2004 | Infrequent Extreme Risks In: The Geneva Papers on Risk and Insurance Theory. [Full Text][Citation analysis] | article | 1 |
| 2004 | Infrequent Extreme Risks.(2004) In: The Geneva Risk and Insurance Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2003 | Aversion Analysis In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 4 |
| 2003 | Aversion Analysis.(2003) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2008 | Converting Tail-VaR to VaR: An Econometric Study In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2016 | The Tradability Premium on the S&P 500 Index In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2007 | Positivity Conditions for a Bivariate Autoregressive Volatility Specification In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 5 |
| 1981 | On the Problem of Missing Data in Linear Models In: Review of Economic Studies. [Full Text][Citation analysis] | article | 22 |
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| 2017 | Pseudo-Maximum Likelihood and Lie Groups of Linear Transformations In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1993 | Les transitions en économie. ; Les changements de prix en Russie dans les années vingt In: Économie et Prévision. [Full Text][Citation analysis] | article | 0 |
| 1995 | Des mathématiques financières à la finance quantitative : Évolution récente des modèles mathématiques utilisés par les financiers In: Revue d'Économie Financière. [Full Text][Citation analysis] | article | 0 |
| 2008 | Bon ou mauvais usage des notations In: Revue d'Économie Financière. [Full Text][Citation analysis] | article | 0 |
| 1998 | Effet des modes de négociation sur les échanges In: Revue Économique. [Full Text][Citation analysis] | article | 6 |
| 2007 | Introduction to The Econometrics of Individual Risk: Credit, Insurance, and Marketing In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 4 |
| 2015 | Introduction In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 1 |
| 2015 | The Econometrics of Individual Risk: Credit, Insurance, and Marketing In: Economics Books. [Citation analysis] | book | 0 |
| 2015 | Financial Regulations and Procyclicality In: Bankers, Markets & Investors. [Full Text][Citation analysis] | article | 0 |
| 1986 | Bulles spéculatives et transmission d’information sur le marché d’un bien stockable In: L'Actualité Economique. [Full Text][Citation analysis] | article | 0 |
| 1986 | Bulles spéculatives et transmission dinformation sur le marché dun bien stockable.(1986) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1988 | Fonctions de production représentatives de fonctions à complémentarité stricte In: L'Actualité Economique. [Full Text][Citation analysis] | article | 1 |
| 1992 | Séries codépendantes : application à l’hypothèse de parité du pouvoir d’achat In: L'Actualité Economique. [Full Text][Citation analysis] | article | 12 |
| 1994 | Création d’actifs financiers et remboursements anticipés In: L'Actualité Economique. [Full Text][Citation analysis] | article | 0 |
| 1997 | D’une analyse de variabilités à un modèle d’investissement des firmes In: L'Actualité Economique. [Full Text][Citation analysis] | article | 0 |
| 2003 | Économétrie de la finance : l’exemple du risque de crédit In: L'Actualité Economique. [Full Text][Citation analysis] | article | 0 |
| 2017 | Nonparametric estimation of a scalar diffusion model from discrete time data: a survey In: Annals of Operations Research. [Full Text][Citation analysis] | article | 0 |
| 2006 | Continuous Time Wishart Process for Stochastic Risk In: Econometric Reviews. [Full Text][Citation analysis] | article | 27 |
| 2013 | Granularity Adjustment for Efficient Portfolios In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
| 2001 | Testing for Evidence of Adverse Selection in the Automobile Insurance Market: A Comment In: Journal of Political Economy. [Full Text][Citation analysis] | article | 90 |
| 1989 | Speculative Bubbles and Exchange of Information on the Market of a Storable Good In: ULB Institutional Repository. [Citation analysis] | paper | 2 |
| 1990 | Reduced Forms of Rational Expectations Models In: ULB Institutional Repository. [Citation analysis] | paper | 11 |
| 1997 | Econométrie de la Finance: approches historiques In: ULB Institutional Repository. [Citation analysis] | paper | 5 |
| 1985 | Solutions of Dynamic Linear Rational Expectations Models In: ULB Institutional Repository. [Citation analysis] | paper | 11 |
| 2013 | ALLOCATING SYSTEMIC RISK IN A REGULATORY PERSPECTIVE In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 4 |
| 2008 | CAR AND AFFINE PROCESSES In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 1998 | Truncated maximum likelihood, goodness of fit tests and tail analysis In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
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