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Christian GOURIEROUX
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 Related authors
 SCAILLET, Olivier
LAURENT, Jean-Paul
PHAM, Huyën
PEAUCELLE, Irina
MAGNAC, Thierry
DAROLLES, Serge
BROZE, Laurence
| | Working papers and articles: (43)
 An efficient nonparametric estimator for models with nonlinear dependence 
Gagliardini, Patrick & GOURIEROUX, Christian
(2007)
Introduction to The Econometrics of Individual Risk: Credit, Insurance, and Marketing
Christian GOURIEROUX
& Joann Jasiak (2007)
Indirect Inference for Dynamic Panel Models
Christian GOURIEROUX
& Peter C. B. Phillips & Jun Yu (2006)
Structural Laplace Transform and Compound Autoregressive Models
Serge DAROLLES
& Christian GOURIEROUX
& Joann Jasiak (2006)
Stochastic Unit Root Models
GOURIEROUX, Christian
& Robert, Christian Y. (2006)
A Classification of Two-Factor Affine Diffusion Term Structure Models
Christian GOURIEROUX
& Razvan Sufana (2006)
Autoregressive gamma processes
Joann Jasiak & Christian GOURIEROUX
(2006)
Multivariate Jacobi process with application to smooth transitions
GOURIEROUX, Christian
& Jasiak, Joann (2006)
Kernel-based nonlinear canonical analysis and time reversibility
DAROLLES, Serge
& Florens, Jean-Pierre & GOURIEROUX, Christian
(2004)
Stochastic volatility duration models
Ghysels, Eric & GOURIEROUX, Christian
& Jasiak, Joann (2004)
Dynamic Factor Models
Christian GOURIEROUX
& Joann Jasiak (2001)
Testing for Evidence of Adverse Selection in the Automobile Insurance Market: A Comment
Georges Dionne & Christian GOURIEROUX
& Charles Vanasse (2001)
Factor ARMA representation of a Markov process
DAROLLES, Serge
& Florens, Jean-Pierre & GOURIEROUX, Christian
(2001)
Truncated dynamics and estimation of diffusion equations
DAROLLES, Serge
& GOURIEROUX, Christian
(2001)
Memory and infrequent breaks
GOURIEROUX, Christian
& Jasiak, Joann (2001)
Sensitivity Analysis of Values at Risk
Christian GOURIEROUX
& J. P. LAURENT
& Olivier SCAILLET
(2000)
Intra-day market activity
GOURIEROUX, Christian
& Jasiak, Joanna & Le Fol, Gaelle (1999)
Nonlinear innovations and impulse responses
GOURIEROUX, Christian
& Jasiak, Joanna (1999)
Nonlinear persistence and copersistence
GOURIEROUX, Christian
& Josiak, Joann (1999)
Kernel Based Nonlinear Canonical Analysis
DAROLLES, Serge
& FLORENS, Jean-Pierre & GOURIEROUX, Christian
(1999)
Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators
BROZE, Laurence
& GOURIEROUX, Christian
(1998)
Instrumental Models and Indirect Encompassing
Geert Dhaene & Christian GOURIEROUX
& Olivier SCAILLET
(1998)
Modes de négociation et caractéristiques de marché
GOURIEROUX, Christian
& Le Fol, Gaëlle (1997)
Econometric specification of the risk neutral valuation model
Clément, E. & GOURIEROUX, Christian
& Monfort, Alain (1997)
Composition des portefeuilles des ménages: une analyse scores sur données françaises
GOURIEROUX, Christian
& TIOMO, A.
& Trognon, A. (1997)
Duration, transition and count data models Introduction
GOURIEROUX, Christian
& MAGNAC, Thierry
(1997)
Rank tests for unit roots
Breitung, Jorg & GOURIEROUX, Christian
(1997)
Mean-variance hedging and numeraire
GOURIEROUX, Christian
& LAURENT, Jean-Paul
& PHAM, Huyën
(1996)
Arbitrage-Based Pricing When Volatility is Stochastic
Bossaerts, Peter & Ghysels, Eric & GOURIEROUX, Christian
(1996)
Comparison of Kernel estimator based goodness of fit tests (a)
GOURIEROUX, Christian
& Tenreiro, C. (1995)
Testing, encompassing and simulating dynamic econometric models
GOURIEROUX, Christian
& Monfort, Alain (1994)
Kernel m-estimators : non parametric diagnostics for structural models
GOURIEROUX, Christian
& Monfort, Alain & Tenreiro, Carlos (1994)
Simulation-based inference : A survey with special reference to panel data models
GOURIEROUX, Christian
& Monfort, Alain (1993)
Agrégation de dynamiques de prix et modèles à facteurs à coefficients stochastiques
GOURIEROUX, Christian
& PEAUCELLE, Irina
(1993)
Prévision de mesures de prix contingents
GOURIEROUX, Christian
& Monfort, Alain & Clément, E. (1993)
Modèles linéaires à facteurs et structure à terme des taux d'intérêt
GOURIEROUX, Christian
& Monfort, Alain & Clément, E. (1993)
Quantité de monnaie (la) : russie, les années 1918-1927
Gourieroux Christian & Peaucelle Irina (1992)
Qualitative threshold arch models
Gourieroux Christian & Monfort Alain (1991)
Modèles de durée et effets de génération
Gourieroux Christian & Monfort A (1991)
Transitions in economy : price changes in russia in the twenties
Gourieroux Christian & Peaucelle Irina (1991)
Two stages generalized moment method with applications to regressions with heteroscedasticity of unkwnown form
Gourieroux Christian & Monfort Alain & Renault E (1991)
Sélection de clientèle et tarification de prêt bancaire
Fourgeaud Claude & Gourieroux Christian & Pradel Jacqueline (1990)
The Effects of Management and Provision Accounts on Hedge Fund Returns 
Serge DAROLLES
;Christian GOURIEROUX
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