28
H index
61
i10 index
3790
Citations
christian s. gourieroux : Citation Profile
University of Toronto | RESEARCH PRODUCTION: 137 Articles 166 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 | |
| 2017 | Aggregated Fractional Regression Estimation: Some Monte Carlo Evidence. (2017). Song, Jingyu ; Preckel, Paul ; Delgado, Michael. 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 | |
| 2018 | Pairs Trading under Drift Uncertainty and Risk Penalization. (2018). Altay, Suhan ; Eksi, Zehra ; Colaneri, Katia. 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 | |
| 2018 | Indirect Inference with a Non-Smooth Criterion Function. (2018). 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). Ye, Wilson ; Gerlach, Richard H. 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). Foo, Jessica ; Wong, Ken Sze-Wai ; Lim, Lek-Heng . 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). Filipovi, Damir ; Larsson, Martin. In: Papers. RePEc:arx:papers:1711.08043. Full description at Econpapers || Download paper | |
| 2018 | Dynamic Clearing and Contagion in Financial Networks. (2018). Banerjee, Tathagata ; Feinstein, Zachary ; Bernstein, Alex. In: Papers. RePEc:arx:papers:1801.02091. Full description at Econpapers || Download paper | |
| 2018 | Structural Estimation of Behavioral Heterogeneity. (2018). Shi, Zhentao ; Zheng, Huanhuan. 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. (2018). 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). Alfonsi, Aur'elien ; Tankov, Peter ; Krief, David. In: Papers. RePEc:arx:papers:1806.06883. Full description at Econpapers || Download paper | |
| 2018 | Incremental Sharpe and other performance ratios. (2018). Benhamou, Eric ; Guez, Beatrice. 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). Escobar, Daniela ; Pflug, Georg. In: Papers. RePEc:arx:papers:1809.06592. Full description at Econpapers || Download paper | |
| 2018 | Pricing of debt and equity in a financial network with comonotonic endowments. (2018). Banerjee, Tathagata ; Feinstein, Zachary. 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 ; Bastianin, Andrea ; Castelnovo, Paolo. 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). Lu, Cuicui ; Wooldridge, Jeffrey M ; Wang, Weining. In: Papers. RePEc:arx:papers:1810.05855. Full description at Econpapers || Download paper | |
| 2018 | Reverse Quantum Annealing Approach to Portfolio Optimization Problems. (2018). Venturelli, Davide ; Kondratyev, Alexei . In: Papers. RePEc:arx:papers:1810.08584. 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 | |
| 2019 | Subgeometrically ergodic autoregressions. (2019). Meitz, Mika ; Saikkonen, Pentti. 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 | |
| 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, Jose. 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 | |
| 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 | |
| 2017 | Pandemic crises in financial systems: a simulation-model to complement stress-testing frameworks.. (2017). Idier, J ; Piquard, T. In: Working papers. RePEc:bfr:banfra:621. Full description at Econpapers || Download paper | |
| 2017 | An analytical framework to calibrate macroprudential policy. (2017). Gabrieli, Silvia ; Scalone, V ; Piquard, T ; Lopez, P ; Idier, J ; 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 | |
| 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 | |
| 2018 | The Identification Zoo - Meanings of Identification in Econometrics. (2018). 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 | |
| 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 ; Sun, Xiuli ; Li, Haizheng. 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. 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). Dovonon, Prosper ; Hall, Alastair ; Kleibergen, Frank . 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 | 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 | |
| 2017 | Consumer Demand for Credit Card Services. (2017). Alexandrov, Alexei ; Grodzicki, Daniel ; Bedre-Defolie, Izlem. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12506. Full description at Econpapers || Download paper | |
| 2018 | Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads. (2018). Song, Dongho ; Chernov, Mikhail ; Augustin, Patrick. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12857. Full description at Econpapers || Download paper | |
| 2018 | A Practical Guide to Parallelization in Economics. (2018). Fernandez-Villaverde, Jesus ; Valencia, David Zarruk. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12890. Full description at Econpapers || Download paper | |
| 2018 | Specification tests for non-Gaussian maximum likelihood estimators. (2018). Sentana, Enrique ; Fiorentini, Gabriele. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12934. Full description at Econpapers || Download paper | |
| 2018 | Seasonal quasi-vector autoregressive models for macroeconomic data. (2018). Escribano, Alvaro ; Blazsek, Szabolcs ; Saez, Alvaro Escribano ; Licht, Adrian. In: UC3M Working papers. Economics. RePEc:cte:werepe:26316. Full description at Econpapers || Download paper | |
| 2018 | Seasonality Detection in Small Samples using Score-Driven Nonlinear Multivariate Dynamic Location Models. (2018). Escribano, Alvaro ; Blazsek, Szabolcs ; Saez, Alvaro Escribano ; Licht, Adrian. In: UC3M Working papers. Economics. RePEc:cte:werepe:27483. Full description at Econpapers || Download paper | |
| 2018 | Seasonal Quasi-Vector Autoregressive Models with an Application to Crude Oil Production and Economic Activity in the United States and Canada. (2018). Escribano, Alvaro ; Blazsek, Szabolcs ; Saez, Alvaro Escribano ; Licht, Adrian. In: UC3M Working papers. Economics. RePEc:cte:werepe:27484. Full description at Econpapers || Download paper | |
| 2019 | Exchange Rates, Foreign Currency Exposure and Sovereign Risk. (2019). Bernoth, Kerstin ; Herwartz, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1792. Full description at Econpapers || Download paper | |
| 2018 | Walk on the wild side: Multiplicative sunspots and temporarily unstable paths. (2018). Bonomolo, Paolo ; Ascari, Guido ; Lopes, Hedibert. In: DNB Working Papers. RePEc:dnb:dnbwpp:597. Full description at Econpapers || Download paper | |
| 2018 | Application of Granularity Adjustment Approximation Method to Incremental Value-at-Risk in Concentrated Portfolios. (2018). Takata, YU. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00874. Full description at Econpapers || Download paper | |
| 2017 | A Simple R-Estimation Method for Semiparametric Duration Models. (2017). Hallin, Marc ; la Vecchia, Davide . In: Working Papers ECARES. RePEc:eca:wpaper:2013/243446. Full description at Econpapers || Download paper | |
| 2019 | Vector Autoregressive with Exogenous Variable Model and its Application in Modeling and Forecasting Energy Data: Case Study of PTBA and HRUM Energy. (2019). Usman, Mustofa ; Widiarti, Widiarti ; Wamiliana, Wamiliana ; Russels, Edwin ; Warsono, Warsono. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-02-45. Full description at Econpapers || Download paper | |
| 2018 | FH Puzzle in the Eurozone: A time-varying analysis Preliminary Draft. (2018). Camarero, Mariam ; Tamarit, Cecilio ; Sapena, Juan. In: Working Papers. RePEc:eec:wpaper:1813. Full description at Econpapers || Download paper | |
| 2017 | Can the US keep the PACE? A natural experiment in accelerating the growth of solar electricity. (2017). Pisu, Mauro ; Kammen, Daniel M ; Ameli, Nadia . In: Applied Energy. RePEc:eee:appene:v:191:y:2017:i:c:p:163-169. Full description at Econpapers || Download paper | |
| 2017 | A novel method for estimating the common signals for consensus across multiple ranked lists. (2017). Vendova, Vendula ; Schimek, Michael G. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:115:y:2017:i:c:p:122-135. Full description at Econpapers || Download paper | |
| 2017 | Optimal portfolios when variances and covariances can jump. (2017). Branger, Nicole ; Weisheit, Stefan ; Seifried, Frank Thomas ; Muck, Matthias. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:85:y:2017:i:c:p:59-89. Full description at Econpapers || Download paper | |
| 2017 | Estimating the value of beach recreation for locals in the Great Barrier Reef Marine Park, Australia. (2017). Prayaga, Prabha . In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:53:y:2017:i:c:p:9-18. Full description at Econpapers || Download paper | |
| 2017 | On estimating long-run effects in models with lagged dependent variables. (2017). Reed, W. ; Zhu, Min. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:302-311. Full description at Econpapers || Download paper | |
| 2018 | A term structure model under cyclical fluctuations in interest rates. (2018). Novales, Alfonso ; Platania, Federico ; Moreno, Manuel . In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:140-150. Full description at Econpapers || Download paper | |
| 2018 | Moment-based tests for random effects in the two-way error component model with unbalanced panels. (2018). Wu, Jian Hong ; Xia, Qiang ; Li, Guodong. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:61-76. Full description at Econpapers || Download paper | |
| 2018 | High-dimensional covariance forecasting based on principal component analysis of high-frequency data. (2018). Jian, Zhi Hong ; Zhu, Zhican ; Deng, Pingjun. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:422-431. Full description at Econpapers || Download paper | |
| 2017 | Modeling Latin-American stock and Forex markets volatility: Empirical application of a model with random level shifts and genuine long memory. (2017). RodrÃguez, Gabriel ; Rodriguez, Gabriel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:393-420. 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 | 0 |
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| 2010 | Efficient Derivative Pricing By The Extended Method of Moments In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 16 |
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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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| 1982 | Rational Expectations in Dynamic Linear Models: Analysis of the Solutions. In: Econometrica. [Full Text][Citation analysis] | article | 36 |
| 1984 | Pseudo Maximum Likelihood Methods: Theory. In: Econometrica. [Full Text][Citation analysis] | article | 370 |
| 1984 | Pseudo Maximum Likelihood Methods: Applications to Poisson Models. In: Econometrica. [Full Text][Citation analysis] | article | 460 |
| 1985 | Rational Expectations Models and Bounded Memory. In: Econometrica. [Full Text][Citation analysis] | article | 0 |
| 1986 | Learning Procedures and Convergence to Rationality. In: Econometrica. [Full Text][Citation analysis] | article | 31 |
| 1989 | Testing for Common Roots. In: Econometrica. [Full Text][Citation analysis] | article | 1 |
| 1998 | Instrumental Models and Indirect Encompassing In: Econometrica. [Citation analysis] | article | 5 |
| 2011 | Discrete time Wishart term structure models In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 11 |
| 1986 | Testing non-nested hypotheses In: Handbook of Econometrics. [Full Text][Citation analysis] | chapter | 7 |
| 1980 | On the backward-forward procedure In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2001 | Memory and infrequent breaks In: Economics Letters. [Full Text][Citation analysis] | article | 52 |
| 1979 | On the characterization of a joint probability distribution by conditional distributions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 4 |
| 2006 | Multivariate Jacobi process with application to smooth transitions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 22 |
| 2007 | Econometric specification of stochastic discount factor models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 31 |
| 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 | 30 |
| 2006 | DYNAMIC QUANTILE MODELS.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
| 2009 | The Wishart Autoregressive process of multivariate stochastic volatility In: Journal of Econometrics. [Full Text][Citation analysis] | article | 107 |
| 2005 | The Wishart Autoregressive Process of Multivariate Stochastic Volatility.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 107 | 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 | 6 |
| 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 | 2 |
| 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 |
| 1987 | Generalised residuals In: Journal of Econometrics. [Full Text][Citation analysis] | article | 173 |
| 1992 | Qualitative threshold ARCH models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 60 |
| 1993 | Simulation-based inference : A survey with special reference to panel data models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 109 |
| 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 | 9 |
| 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 | 19 |
| 2006 | The Ordered Qualitative Model For Credit Rating Transitions.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2009 | L-performance with an application to hedge funds In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 8 |
| 2009 | L-performance with an application to hedge funds.(2009) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2013 | Linear-price term structure models In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 1 |
| 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 | 46 |
| 1999 | Intra-day market activity.(1999) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 46 | paper | |
| 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 | 12 |
| 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 |
| 2010 | Conditionally fitted Sharpe performance with an application to hedge fund rating.(2010) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 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 | 517 |
| 1993 | Indirect Inference..(1993) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 517 | 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 |
| 2016 | Introduction to the special issue on recent developments in Financial Econometrics In: Post-Print. [Citation analysis] | paper | 0 |
| 2014 | Contagion Analysis In The Banking Sector In: Post-Print. [Full Text][Citation analysis] | paper | 1 |
| 2015 | The Dynamics of Hedge Fund Performance In: Post-Print. [Citation analysis] | paper | 0 |
| 2015 | Performance fees and hedge fund return dynamics In: Post-Print. [Citation analysis] | paper | 0 |
| 1998 | Effet des Modes de Négociation sur les Echanges In: Post-Print. [Citation analysis] | paper | 6 |
| 1998 | Effet des modes de négociation sur les échanges.(1998) In: Revue Économique. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 1997 | Volatilités et mesures de risque In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
| 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 | 46 |
| 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 |
| 1997 | Simulation-based Econometric Methods In: OUP Catalogue. [Citation analysis] | book | 41 |
| 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 |
| 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 | 23 |
| 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 | 86 |
| 1989 | Speculative Bubbles and Exchange of Information on the Market of a Storable Good In: ULB Institutional Repository. [Citation analysis] | paper | 1 |
| 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 | 4 |
| 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 | 1 |
| 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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