Advanced Search
MyIDEAS: Login to follow this author

Christian S. Gourieroux

Contents:

This is information that was supplied by Christian Gourieroux in registering through RePEc. If you are Christian S. Gourieroux , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Christian
Middle Name: S.
Last Name: Gourieroux
Suffix:

RePEc Short-ID: pgo144

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address:
Phone:

Affiliation

Department of Economics
University of Toronto
Location: Toronto, Canada
Homepage: http://www.economics.utoronto.ca/
Email:
Phone: (416) 978-4724
Fax:
Postal: 150 St. George Street, Toronto, Ontario
Handle: RePEc:edi:deutoca (more details at EDIRC)

Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Christian Gourieroux in Wikipedia (English)
  2. Christian Gourieroux in Wikipedia (German)

Works

as in new window

Working papers

  1. Christian Gouriéroux & Alain Monfort & Jean-Paul Renne, 2013. "Pricing Default Events : Surprise, Exogeneity and Contagion," Working Papers 2013-03, Centre de Recherche en Economie et Statistique.
  2. Christian Gouriéroux & Jean-Cyprien Heam & Alain Monfort, 2013. "Liquidation Equilibrium with Seniority and Hidden CDO," Working Papers 2013-06, Centre de Recherche en Economie et Statistique.
  3. Christian Gouriéroux & Jean-Michel Zakoian, 2013. "Explosive Bubble Modelling by Noncausal Process," Working Papers 2013-04, Centre de Recherche en Economie et Statistique.
  4. Christian Gouriéroux & Joann Jasiak & Peng Xu, 2013. "Non-tradable S&P 500 Index and the Pricing of Its Traded Derivatives," Working Papers 2013-05, Centre de Recherche en Economie et Statistique.
  5. Christian Gouriéroux & Yang Lu, 2013. "Love and Death : A Freund Model with Frailty," Working Papers 2013-09, Centre de Recherche en Economie et Statistique.
  6. Serge Darolles & Patrick Gagliardini & Christian Gouriéroux, 2012. "Survival of Hedge Funds : Frailty vs Contagion," Working Papers 2012-36, Centre de Recherche en Economie et Statistique.
  7. Patrick Gagliardini & Christian Gouriéroux, 2012. "Correlated Risks vs Contagion in Stochastic Transition Models," Working Papers 2012-07, Centre de Recherche en Economie et Statistique.
  8. Dubecq , S. & Gourieroux , C., 2012. "A term structure model with level factor cannot be realistic and arbitrage free," Working papers 359, Banque de France.
  9. Dubecq, S. & Gourieroux, C., 2012. "Shock on Variable or Shock on Distribution with Application to Stress-Tests," Working papers 368, Banque de France.
  10. Christian Gouriéroux & Jean-Michel Zakoian, 2012. "Estimation Adjusted VaR," Working Papers 2012-16, Centre de Recherche en Economie et Statistique.
  11. Gourieroux, C. & Heam, J.C. & Monfort, A., 2012. "Bilateral Exposures and Systemic Solvency Risk," Working papers 414, Banque de France.
  12. Serge Darolles & Christian Gouriéroux & Emmanuelle Jay, 2012. "Robust Portfolio Allocation with Systematic Risk Contribution Restrictions," Working Papers 2012-35, Centre de Recherche en Economie et Statistique.
  13. Christian GOURIEROUX & Alain MONFORT, 2011. "Allocating Systematic and Unsystematic Risks in a Regulatory Perspective," Working Papers 2011-04, Centre de Recherche en Economie et Statistique.
  14. Christian Gouriéroux & University of Lugano, 2011. "Granularity Theory with Application to Finance and Insurance," Working Papers 2011-22, Centre de Recherche en Economie et Statistique.
  15. Patrick GAGLIARDINI & Christian GOURIEROUX, 2010. "Approximate Derivative Pricing for Large Classes of Homogeneous Assets with Systematic Risk," Working Papers 2010-07, Centre de Recherche en Economie et Statistique.
  16. Simon Dubecq & Christian Gourieroux, 2010. "An Analysis of the Ultra Long-Term Yields," Working Papers 2010-49, Centre de Recherche en Economie et Statistique.
  17. Patrick GAGLIARDINI & Christian GOURIEROUX & Alain MONFORT, 2009. "Microinformation, Nonlinear Filtering and Granularity," Swiss Finance Institute Research Paper Series 10-23, Swiss Finance Institute, revised May 2010.
  18. Patrick GAGLIARDINI & Christian GOURIEROUX, 2008. "Efficiency in Large Dynamic Panel Models with Common Factor," Swiss Finance Institute Research Paper Series 09-12, Swiss Finance Institute, revised Mar 2009.
  19. Christian Gourieroux & Alain Monfort, 2007. "Quadratic Stochastic Intensity and Prospective Mortality Tables," Working Papers 2007-30, Centre de Recherche en Economie et Statistique.
  20. Christian Gourieroux & Wei Liu, 2006. "Sensitivity Analysis of Distortion Risk Measures," Working Papers 2006-33, Centre de Recherche en Economie et Statistique.
  21. Christian Gourieroux & Wei Liu, 2006. "Efficient Portfolio Analysis Using Distortion Risk Measures," Working Papers 2006-17, Centre de Recherche en Economie et Statistique.
  22. Joan Jasiak & D. Feng & C. Gourieroux, 2006. "The Ordered Qualitative Model For Credit Rating Transitions," Working Papers 2006_2, York University, Department of Economics.
  23. Christian Gourieroux & Peter C. B. Phillips & Jun Yu, 2006. "Indirect Inference for Dynamic Panel Models," Cowles Foundation Discussion Papers 1550, Cowles Foundation for Research in Economics, Yale University.
  24. Joan Jasiak & C. Gourieroux, 2006. "Dynamic Quantile Models," Working Papers 2006_4, York University, Department of Economics.
  25. Christian Gourieroux & Alain Monfort, 2006. "(Non) consistency of the Beta Kernel Estimator for Recovery Rate Distribution," Working Papers 2006-31, Centre de Recherche en Economie et Statistique.
  26. Christian Gourieroux & Joann Jasiak, 2006. "A Degeneracy in the Analysis of Volatility and Covolatility Effects," Working Papers 2006-30, Centre de Recherche en Economie et Statistique.
  27. Christian Gourieroux & Alain Monfort & Vassilis Polimenis, 2005. "Affine Model for Credit Risk Analysis," Working Papers 2005-44, Centre de Recherche en Economie et Statistique.
  28. Christian Gourieroux & Razvan Sufana, 2005. "A Classification of Two Factor Affine Diffusion Term Structure Models," Working Papers 2005-42, Centre de Recherche en Economie et Statistique.
  29. Christian Gourieroux, 2005. "Wishart Autoregressive Model for Stochastic Risk," Working Papers 2005-43, Centre de Recherche en Economie et Statistique.
  30. Christian Gourieroux & Alain Monfort & Razvan Sufana, 2005. "International Money and Stock Market Contingent Claims," Working Papers 2005-41, Centre de Recherche en Economie et Statistique.
  31. Joan Jasiak & R. Sufana & C. Gourieroux, 2005. "The Wishart Autoregressive Process of Multivariate Stochastic Volatility," Working Papers 2005_2, York University, Department of Economics.
  32. Patrick Gagliardini & C. Gourieroux & E. Renault, 2005. "Efficient Derivative Pricing by Extended Method of Moments," University of St. Gallen Department of Economics working paper series 2005 2005-05, Department of Economics, University of St. Gallen.
  33. Christian Gourieroux & Joann Jasiak & Razvan Sufana, 2004. "The Wishart Autoregressive of Multivariate Stochastic Volatility," Working Papers 2004-32, Centre de Recherche en Economie et Statistique.
  34. Patrick GAGLIARDINI & Christian GOURIEROUX & Eric RENAULT, 2004. "Efficient Derivative Pricing By The Extended Method of Moments," Swiss Finance Institute Research Paper Series 10-07, Swiss Finance Institute, revised Oct 2009.
  35. Patrick Gagliardini & Christian Gourieroux, 2004. "Stochastic Migration Models with Application to Corporate Risk," Working Papers 2004-35, Centre de Recherche en Economie et Statistique.
  36. Christian Gourieroux & Razvan Sufana, 2004. "Derivative Pricing with Multivariate Stochastic Volatility : Application to Credit Risk," Working Papers 2004-31, Centre de Recherche en Economie et Statistique.
  37. Christian Gourieroux & Razvan Sufana, 2003. "Whishart Quadratic Term Structure Models," Working Papers 2003-50, Centre de Recherche en Economie et Statistique.
  38. ALLARD, Marie & BRONSARD, Camille & GOURIÉROUX Christian, 2003. "Aversion Analysis," Cahiers de recherche 2003-06, Universite de Montreal, Departement de sciences economiques.
    • ALLARD, Marie & BRONSARD, Camille & GOURIÉROUX, Christian, 2003. "Aversion Analysis," Cahiers de recherche 04-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  39. Christian Gourieroux & Alain Monfort, 2002. "Pricing with Splines," Working Papers 2002-50, Centre de Recherche en Economie et Statistique.
  40. Christian Gourieroux & Alain Monfort & Vassilis Polimenis, 2002. "Affine Term Structure Models," Working Papers 2002-49, Centre de Recherche en Economie et Statistique.
  41. Christian Gourieroux & Alain Monfort, 2002. "“Equidependence in Qualitative and Duration Models with Application to Credit Risk”," Working Papers 2002-51, Centre de Recherche en Economie et Statistique.
  42. Patrick Gagliardini & Christian Gourieroux, 2002. "Duration Time Series Models with Proportional Hazard," Working Papers 2002-21, Centre de Recherche en Economie et Statistique.
  43. Patrick Gagliardini & Christian Gourieroux, 2002. "Constrained Nonparametric Copulas," Working Papers 2002-20, Centre de Recherche en Economie et Statistique.
  44. Pierre Druilhet, 2001. "Conditions for Optimality in Experimental Designs," Working Papers 2001-20, Centre de Recherche en Economie et Statistique.
  45. Christian Gourieroux & Christian Yann Robert, 2001. "Tails and Extremal Behaviour of Stochastic Unit Root Models," Working Papers 2001-28, Centre de Recherche en Economie et Statistique.
  46. Serge Darolles & Christian Gourieroux & Joanna Jasiak, 2001. "Compound Autoregressive Models," Working Papers 2001-21, Centre de Recherche en Economie et Statistique.
  47. Cécile Boyer & Christian Gourieroux & Gaëlle Le Fol, 2001. "Ajustement des prix bid et ask en présence d'information privée," Working Papers 2001-25, Centre de Recherche en Economie et Statistique.
  48. Christian Gourieroux & Joanna Jasiak, 2001. "Local Likelihood Density Estimation and Value at Risk," Working Papers 2001-31, Centre de Recherche en Economie et Statistique.
  49. Christian Gourieroux & J. P. Laurent & Olivier Scaillet, 2000. "Sensitivity Analysis of Values at Risk," Econometric Society World Congress 2000 Contributed Papers 0162, Econometric Society.
  50. Serge Darolles & Jean-Pierre Florens & Christian Gourieroux, 2000. "Factor ARMA Representation of a Markov Process," Working Papers 2000-26, Centre de Recherche en Economie et Statistique.
  51. Serge Darolles & Jean-Pierre Florens & Christian Gourieroux, 2000. "Kernel Based Nonlinear Canonical Analysis and Time Reversibility," Working Papers 2000-18, Centre de Recherche en Economie et Statistique.
  52. Christian Gourieroux & Joanna Jasiak, 1999. "Dynamic Factor Models," Working Papers 99-08, Centre de Recherche en Economie et Statistique.
  53. Chesher, Andrew & Dhaene, Geert & Gouriéroux, Christian & Scaillet, Olivier, 1999. "Bartlett Identities Tests," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1999019, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  54. Darolles, S. & Florens, J.-P. & Gourieroux, C., 1999. "Kernel Based Nonlinear Canonical Analysis," Papers 99.514, Toulouse - GREMAQ.
  55. Gourieroux, Christian & Jasiak, Joanna, 1999. "Nonlinear innovations and impulse responses," CEPREMAP Working Papers (Couverture Orange) 9906, CEPREMAP.
  56. Gourieroux, Christian & Josiak, Joann, 1999. "Nonlinear persistence and copersistence," CEPREMAP Working Papers (Couverture Orange) 9920, CEPREMAP.
  57. Christian Gourieroux & Alain Monfort, 1998. "The Econometrics of Efficient Frontiers," Working Papers 98-34, Centre de Recherche en Economie et Statistique.
  58. Christian Gourieroux & Joanna Jasiak, 1998. "Nonlinear Autocorrelograms : An Application to Intra-Trade Durations," Working Papers 98-41, Centre de Recherche en Economie et Statistique.
  59. Christian Gourieroux & Joanna Jasiak, 1998. "Truncated Maximum Likelihood and Nonparametric Tail Analysis," Working Papers 98-25, Centre de Recherche en Economie et Statistique.
  60. Christian Gourieroux & Gaëlle Le Fol, 1998. "Matching Procedures and Market Characteristics," Working Papers 98-15, Centre de Recherche en Economie et Statistique.
  61. Eric Ghysels & Christian Gourieroux & Joanna Jasiak, 1998. "Causality Between Returns and Trated Volumes," Working Papers 98-40, Centre de Recherche en Economie et Statistique.
  62. Christian Gourieroux & Joanna Jasiak, 1998. "Nonlinear Panel Data Models with Dynamic Heterogeneity," Working Papers 98-50, Centre de Recherche en Economie et Statistique.
  63. Gourieroux, Christian & Jasiaky, Joanna, 1998. "Truncated maximum likelihood, goodness of fit tests and tail analysis," SFB 373 Discussion Papers 1998,36, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  64. Dionne, G. & Gourieroux, C. & Vanasse, C., 1998. "Evidence of Adverse Selection in Automobile Insurance Markets," Papers 9822, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
  65. Dionne, G. & Gourieroux, C. & Vanasse, C., 1998. "The Informational Content of Household Decisions with Applications to Insurance under Adverse Selection," Papers 9806, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
  66. Clément, E. & Gourieroux, Christian & Monfort, Alain, 1997. "Econometric specification of the risk neutral valuation model," CEPREMAP Working Papers (Couverture Orange) 9706, CEPREMAP.
  67. Christian Gourieroux & A, Tiomo & Alain Trognon, 1997. "The Portfolio Composition of Households : A Scoring Analysis from French Data," Working Papers 97-06, Centre de Recherche en Economie et Statistique.
  68. Gourieroux, Christian & Le Fol, Gaëlle, 1997. "Modes de négociation et caractéristiques de marché," CEPREMAP Working Papers (Couverture Orange) 9714, CEPREMAP.
  69. Denis Fougère & Christian Gourieroux & A, Tiomo & Alain Trognon, 1997. "An Econometric Analysis of Household Portfolio Allocation," Working Papers 97-45, Centre de Recherche en Economie et Statistique.
  70. Gouriéroux, C. & Scaillet, O., 1997. "Multiregime Term Structure Models," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1998002, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), revised 00 Dec 1997.
  71. Christian Gourieroux & Alain Monfort, 1997. "Modèles de comptage semi-paramétriques," Working Papers 97-34, Centre de Recherche en Economie et Statistique.
  72. Christian Gouriéroux & Olivier Scaillet & Ariane Szafarz, 1997. "Econométrie de la Finance: approches historiques," ULB Institutional Repository 2013/651, ULB -- Universite Libre de Bruxelles.
  73. Serge Darolles & Christian Gourieroux, 1997. "Dynamiques tronquées et estimation de modèles de diffusion," Working Papers 97-04, Centre de Recherche en Economie et Statistique.
  74. Serge Darolles & Christian Gourieroux, 1997. "Truncated Dynamics and Estimation of DiffusionEquations," Working Papers 97-36, Centre de Recherche en Economie et Statistique.
  75. Gourieroux, Christian & Tiomo, A. & Trognon, A., 1997. "Composition des portefeuilles des ménages: une analyse scores sur données françaises," CEPREMAP Working Papers (Couverture Orange) 9716, CEPREMAP.
  76. Eric Ghysels & Christian Gourieroux & Joanna Jasiak, 1997. "Stochastic Volatility Duration Models," Working Papers 97-46, Centre de Recherche en Economie et Statistique.
  77. Georges Dionne & Christian Gourieroux & Charles Vanasse, 1997. "The Informational Content of Household Decisions," Working Papers 97-01, Centre de Recherche en Economie et Statistique.
  78. Gourieroux, C. & Renault, E. & Touzi, N., 1996. "Calibrarion By Simulation for Small Sample Bias Correction," Papers 96.428, Toulouse - GREMAQ.
  79. Bossaerts, P. & Ghysels, E. & Gourieroux, C., 1996. "Arbitrage-Based Pricing when Volatility is Stochastic," Cahiers de recherche 9615, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  80. Gourieroux, Christian & Laurent, Jean-Paul & Pham, Huyên, 1996. "Mean-variance hedging and numeraire," CEPREMAP Working Papers (Couverture Orange) 9611, CEPREMAP.
  81. Allard, M. & Bronsard, C. & Gourieroux, C., 1996. "Actifs financiers et theorie de la consommation," Cahiers de recherche 9617, Universite de Montreal, Departement de sciences economiques.
  82. Eric Ghysels & Christian Gouriéroux & Joanna Jasiak, 1996. "Kernel Autocorrelogram for Time Deformed Processes," CIRANO Working Papers 96s-19, CIRANO.
  83. Breitung, Jörg & Gouriéroux, Christian, 1996. "Rank tests for unit roots," SFB 373 Discussion Papers 1996,9, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  84. Laurence Broze & Christian Gouriéroux & Ariane Szafarz, 1995. "Solutions of Multivariate Rational Expectations Models," ULB Institutional Repository 2013/701, ULB -- Universite Libre de Bruxelles.
  85. Gourieroux, Christian & Tenreiro, C., 1995. "Comparison of Kernel estimator based goodness of fit tests (a)," CEPREMAP Working Papers (Couverture Orange) 9513, CEPREMAP.
  86. Ghysels, E. & Gourieroux, C. & Jasiak, J., 1995. "Market Time and Asset Price Movements: Theory and Estimation," Cahiers de recherche 9536, Universite de Montreal, Departement de sciences economiques.
  87. Eric Ghysels & Christian Gouriéroux & Joanna Jasiak, 1995. "Trading Patterns, Time Deformation and Stochastic Volatility in Foreign Exchange Markets," CIRANO Working Papers 95s-42, CIRANO.
  88. Gouriéroux, Christian & Monfort, Alain & Tenreiro, Carlos, 1994. "Kernel m-estimators : non parametric diagnostics for structural models," CEPREMAP Working Papers (Couverture Orange) 9405, CEPREMAP.
  89. Gouriéroux, Christian & Jouneau, F., 1994. "Multivariate distributions for limited dependent variable models," CEPREMAP Working Papers (Couverture Orange) 9414, CEPREMAP.
  90. Gouriéroux, Christian, 1994. "Modèles économétriques : utilisation et interprétation (les)," CEPREMAP Working Papers (Couverture Orange) 9423, CEPREMAP.
  91. Gouriéroux, Christian & Scaillet, O., 1994. "Estimation of the term structure from bond data," CEPREMAP Working Papers (Couverture Orange) 9415, CEPREMAP.
  92. Gouriéroux, Christian & Monfort, Alain, 1994. "Testing, encompassing and simulating dynamic econometric models," CEPREMAP Working Papers (Couverture Orange) 9406, CEPREMAP.
  93. Gouriéroux, Christian & Monfort, Alain & Clément, E., 1993. "Modèles linéaires à facteurs et structure à terme des taux d'intérêt," CEPREMAP Working Papers (Couverture Orange) 9306, CEPREMAP.
  94. BROZE, Laurence & GOURIEROUX , Christian, 1993. "Covariance Estimators and Adjusted Pseudo Maximum Likelihood Method," CORE Discussion Papers 1993013, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  95. Gouriéroux, Christian & Monfort, Alain & Clément, E., 1993. "Prévision de mesures de prix contingents," CEPREMAP Working Papers (Couverture Orange) 9310, CEPREMAP.
  96. Gouriéroux, Christian & Peaucelle, Irina, 1993. "Agrégation de dynamiques de prix et modèles à facteurs à coefficients stochastiques," CEPREMAP Working Papers (Couverture Orange) 9326, CEPREMAP.
  97. Gourieroux, C. & Monfort, A. & Renault, E., 1992. "Indirect Inference," Papers 92.279, Toulouse - GREMAQ.
  98. Gourieroux Christian & Peaucelle Irina, 1992. "Quantité de monnaie (la) : russie, les années 1918-1927," CEPREMAP Working Papers (Couverture Orange) 9201, CEPREMAP.
  99. Gourieroux Christian & Monfort Alain, 1991. "Qualitative threshold arch models," CEPREMAP Working Papers (Couverture Orange) 9109, CEPREMAP.
  100. Broze, L. & Gourieroux, Ch. & Szafarz, A., 1991. "Computation of multipliers in multivariate rational expectations models," CORE Discussion Papers 1991016, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  101. Gourieroux Christian & Peaucelle Irina, 1991. "Transitions in economy : price changes in russia in the twenties," CEPREMAP Working Papers (Couverture Orange) 9127, CEPREMAP.
  102. Gourieroux Christian & Monfort A, 1991. "Modèles de durée et effets de génération," CEPREMAP Working Papers (Couverture Orange) 9131, CEPREMAP.
  103. Gourieroux Christian & Monfort Alain & Renault E, 1991. "Two stages generalized moment method with applications to regressions with heteroscedasticity of unkwnown form," CEPREMAP Working Papers (Couverture Orange) 9110, CEPREMAP.
  104. Fourgeaud Claude & Gourieroux Christian & Pradel Jacqueline, 1990. "Sélection de clientèle et tarification de prêt bancaire," CEPREMAP Working Papers (Couverture Orange) 9004, CEPREMAP.
  105. Laurence Broze & Christian Gouriéroux & Ariane Szafarz, 1990. "Reduced Forms of Rational Expectations Models," ULB Institutional Repository 2013/647, ULB -- Universite Libre de Bruxelles.
  106. Gourieroux, Christian & Peaucelle, Irina, 1989. "Detecting a long run relationship (with an application to the p.p.p. hypothesis)," CEPREMAP Working Papers (Couverture Orange) 8902, CEPREMAP.
  107. Laurence Broze & Christian Gourieroux & Ariane Szafarz, 1989. "Speculative Bubbles and Exchange of Information on the Market of a Storable Good," ULB Institutional Repository 2013/106047, ULB -- Universite Libre de Bruxelles.
  108. Gourieroux Christian & Akonom, J., 1988. "Functional limit theorem for fractional processes (a)," CEPREMAP Working Papers (Couverture Orange) 8801, CEPREMAP.
  109. Fourgeaud Claude & Gourieroux Christian & Pradel Jacqueline, 1988. "Hétérogénéité dans les modèles à représentation linéaire," CEPREMAP Working Papers (Couverture Orange) 8805, CEPREMAP.
  110. Gourieroux Christian & Peaucelle Irina, 1988. "Hétérogénéité/i/cas linéaire (le)," CEPREMAP Working Papers (Couverture Orange) 8809, CEPREMAP.
  111. Gourieroux Christian, 1988. "Hétérogénéité/ii/etude de biais (sous l'hypothèse d'exogénéité faible)," CEPREMAP Working Papers (Couverture Orange) 8817, CEPREMAP.
  112. Gourieroux Christian & Monfort Alain & Renault Eric, 1987. "Consistent m-estimators in a semi-parametric model," CEPREMAP Working Papers (Couverture Orange) 8720, CEPREMAP.
  113. Gourieroux Christian, 1987. "Contraintes linéaires mixtes," CEPREMAP Working Papers (Couverture Orange) 8730, CEPREMAP.
  114. Fourgeaud C & Gourieroux Christian & Pradel J, 1987. "Heterogeneity and hazard dominance in duration data models," CEPREMAP Working Papers (Couverture Orange) 8736, CEPREMAP.
  115. Goncalves E & Gourieroux Christian, 1987. "Agrégation de processus autoregressifs d'ordre 1," CEPREMAP Working Papers (Couverture Orange) 8722, CEPREMAP.
  116. Dujancourt M & Gourieroux Christian, 1987. "Functional averages and statistical inference," CEPREMAP Working Papers (Couverture Orange) 8724, CEPREMAP.
  117. Fourgeaud C & Gourieroux Christian & Pradel J, 1987. "Court et long-terme dans les modèles de durée," CEPREMAP Working Papers (Couverture Orange) 8737, CEPREMAP.
  118. Broze, Laurence & Gourieroux Christian & Szafarz A, 1986. "Identification & consistent estimation of multi-variate linear models with rational expectations of current variables," CEPREMAP Working Papers (Couverture Orange) 8617, CEPREMAP.
  119. Broze, Laurence & Gourieroux Christian & Szafarz A, 1986. "Reduction and identification of simultaneous equations models with rational expectations," CEPREMAP Working Papers (Couverture Orange) 8601, CEPREMAP.
  120. Fourgeaud Claude & Gourieroux Christian & Pradel J, 1986. "Strong concentration ordering," CEPREMAP Working Papers (Couverture Orange) 8612, CEPREMAP.
  121. Laurence Broze & Christian Gouriéroux & Ariane Szafarz, 1986. "Bulles spéculatives et transmission d'information sur le marché d'un bien stockable," ULB Institutional Repository 2013/683, ULB -- Universite Libre de Bruxelles.
  122. Gourieroux Christian, 1986. "Approche géométrique des processus arma (une)," CEPREMAP Working Papers (Couverture Orange) 8611, CEPREMAP.
  123. Gourieroux Christian & Peaucelle Irina, 1985. "Vérification empirique de deux schémas d'anticipation adaptatif et rationnel," CEPREMAP Working Papers (Couverture Orange) 8517, CEPREMAP.
  124. Gourieroux Christian & Monfort Alain & Renault E, 1985. "Testing unknown linear restrictions on parameter functions," CEPREMAP Working Papers (Couverture Orange) 8516, CEPREMAP.
  125. Gourieroux Christian & Monfort Alain & Renault E & Trognon A, 1985. "Simulated residuals," CEPREMAP Working Papers (Couverture Orange) 8502, CEPREMAP.
  126. Broze, Laurence & Gourieroux Christian & Szafarz A, 1984. "Solutions of dynamic linear rational expectations models," CEPREMAP Working Papers (Couverture Orange) 8421, CEPREMAP.
  127. Fourgeaud Claude & Gourieroux Christian & Pradel J, 1984. "Learning procedure and convergence to rationality," CEPREMAP Working Papers (Couverture Orange) 8411, CEPREMAP.
  128. Gourieroux Christian & Monfort Alain & Trognon A, 1984. "General approach of serial correlation (a)," CEPREMAP Working Papers (Couverture Orange) 8424, CEPREMAP.
  129. Fourgeaud Claude & Gourieroux Christian & Pradel J, 1983. "Rational expectations models and bounded memory," CEPREMAP Working Papers (Couverture Orange) 8310, CEPREMAP.
  130. Fourgeaud Claude & Gourieroux Christian & Pradel J, 1983. "Modèles a anticipations rationnelles apprentissage par regression," CEPREMAP Working Papers (Couverture Orange) 8327, CEPREMAP.
  131. Gourieroux Christian & Pradel J, 1983. "Direct test of the rational expectations hypothesis (with special attention to qualitative variables)," CEPREMAP Working Papers (Couverture Orange) 8328, CEPREMAP.
  132. Gourieroux, Christian & Laroque, Guy, 1983. "The agregation of commodities in quantity rationing models," CEPREMAP Working Papers (Couverture Orange) 8305, CEPREMAP.
  133. Fourgeaud Claude & Gourieroux Christian & Pradel J, 1982. "Some theoretical results for generalized ridge regression estimators," CEPREMAP Working Papers (Couverture Orange) 8207, CEPREMAP.
  134. Gourieroux Christian & Monfort Alain & Trognon A, 1982. "Estimation and test in probit models with serial correlation," CEPREMAP Working Papers (Couverture Orange) 8220, CEPREMAP.
  135. Gourieroux Christian & Laffont Jean-jacques & Monfort Alain, 1982. "Revision adaptative des anticipations et convergence vers les anticipations rationnelles," CEPREMAP Working Papers (Couverture Orange) 8218, CEPREMAP.
  136. Gourieroux Christian & Monfort Alain & Trognon A, 1982. "Pseudo maximum lilelihood methods : applications to poisson models," CEPREMAP Working Papers (Couverture Orange) 8203, CEPREMAP.
  137. Gourieroux Christian, 1982. "Asymptotic comparison of tests for non-nested hypotheses by bahadur's a.r.e," CEPREMAP Working Papers (Couverture Orange) 8215, CEPREMAP.
  138. Gourieroux Christian & Monfort Alain & Trognon A, 1981. "Pseudo maximum likelihood methods : theory," CEPREMAP Working Papers (Couverture Orange) 8129, CEPREMAP.
  139. C. Gourieroux & Jean-Jacques Laffont & A. Monfort, 1979. "Coherency Conditions In Simultaneous Linear Equation Models With Endogenous Switching Regimes," NBER Working Papers 0343, National Bureau of Economic Research, Inc.

Articles

  1. C. Gourieroux & A. Monfort, 2013. "Granularity Adjustment for Efficient Portfolios," Econometric Reviews, Taylor & Francis Journals, vol. 32(4), pages 449-468, December.
  2. Gourieroux, C. & Jasiak, J., 2012. "Granularity adjustment for default risk factor model with cohorts," Journal of Banking & Finance, Elsevier, vol. 36(5), pages 1464-1477.
  3. C. Gouriéroux & J.-C. Héam & A. Monfort, 2012. "Bilateral exposures and systemic solvency risk," Canadian Journal of Economics, Canadian Economics Association, vol. 45(4), pages 1273-1309, November.
  4. Patrick Gagliardini & Christian Gouriéroux, 2011. "Approximate Derivative Pricing for Large Classes of Homogeneous Assets with Systematic Risk," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 9(2), pages 237-280, Spring.
  5. Gourieroux, Christian & Sufana, Razvan, 2011. "Discrete time Wishart term structure models," Journal of Economic Dynamics and Control, Elsevier, vol. 35(6), pages 815-824, June.
  6. P. Gagliardini & C. Gourieroux & E. Renault, 2011. "Efficient Derivative Pricing by the Extended Method of Moments," Econometrica, Econometric Society, vol. 79(4), pages 1181-1232, 07.
  7. Darolles, Serge & Gourieroux, Christian, 2010. "Conditionally fitted Sharpe performance with an application to hedge fund rating," Journal of Banking & Finance, Elsevier, vol. 34(3), pages 578-593, March.
  8. Gourieroux, C. & Monfort, A. & Sufana, R., 2010. "International money and stock market contingent claims," Journal of International Money and Finance, Elsevier, vol. 29(8), pages 1727-1751, December.
  9. Gourieroux, Christian & Sufana, Razvan, 2010. "Derivative Pricing With Wishart Multivariate Stochastic Volatility," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(3), pages 438-451.
  10. Gouriéroux, Christian & Phillips, Peter C.B. & Yu, Jun, 2010. "Indirect inference for dynamic panel models," Journal of Econometrics, Elsevier, vol. 157(1), pages 68-77, July.
  11. Darolles, Serge & Gourieroux, Christian & Jasiak, Joann, 2009. "L-performance with an application to hedge funds," Journal of Empirical Finance, Elsevier, vol. 16(4), pages 671-685, September.
  12. Christian Gourieroux & Wei Liu, 2009. "Control and Out-of-Sample Validation of Dependent Risks," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 76(3), pages 683-707.
  13. Gourieroux, C. & Jasiak, J. & Sufana, R., 2009. "The Wishart Autoregressive process of multivariate stochastic volatility," Journal of Econometrics, Elsevier, vol. 150(2), pages 167-181, June.
  14. Gouriéroux, Christian & Laferrère, Anne, 2009. "Managing hedonic housing price indexes: The French experience," Journal of Housing Economics, Elsevier, vol. 18(3), pages 206-213, September.
  15. Gourieroux, C. & Monfort, A., 2008. "Quadratic stochastic intensity and prospective mortality tables," Insurance: Mathematics and Economics, Elsevier, vol. 43(1), pages 174-184, August.
  16. P. Gagliardini & C. Gourieroux, 2008. "Duration time-series models with proportional hazard," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(1), pages 74-124, 01.
  17. Gourieroux, C. & Jasiak, J., 2008. "Dynamic quantile models," Journal of Econometrics, Elsevier, vol. 147(1), pages 198-205, November.
  18. Feng, D. & Gourieroux, C. & Jasiak, J., 2008. "The ordered qualitative model for credit rating transitions," Journal of Empirical Finance, Elsevier, vol. 15(1), pages 111-130, January.
  19. Christian Gouriéroux, 2008. "Bon ou mauvais usage des notations," Revue d'Économie Financière, Programme National Persée, vol. 7(1), pages 259-263.
  20. Christian GOURIEROUX & Eric RENAULT & Pascale VALERY, 2007. "Diffusion Processes with Polynomial Eigenfunctions," Annales d'Economie et de Statistique, ENSAE, issue 85, pages 115-130.
  21. Gourieroux, C. & Monfort, A., 2007. "Econometric specification of stochastic discount factor models," Journal of Econometrics, Elsevier, vol. 136(2), pages 509-530, February.
  22. C. Gourieroux, 2007. "Positivity Conditions for a Bivariate Autoregressive Volatility Specification," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 5(4), pages 624-636, Fall.
  23. Gagliardini, Patrick & Gourieroux, Christian, 2007. "An efficient nonparametric estimator for models with nonlinear dependence," Journal of Econometrics, Elsevier, vol. 137(1), pages 189-229, March.
  24. Sandra FOULCHER & Christian GOURIEROUX & André TIOMO, 2006. "Migration Correlation: Estimation Method and Application to French Corporates Ratings," Annales d'Economie et de Statistique, ENSAE, issue 82, pages 71-101.
  25. Serge Darolles & Christian Gourieroux & Joann Jasiak, 2006. "Structural Laplace Transform and Compound Autoregressive Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(4), pages 477-503, 07.
  26. Gourieroux, Christian & Jasiak, Joann, 2006. "Multivariate Jacobi process with application to smooth transitions," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 475-505.
  27. Gourieroux, Christian & Robert, Christian Y., 2006. "Stochastic Unit Root Models," Econometric Theory, Cambridge University Press, vol. 22(06), pages 1052-1090, December.
  28. C. Gourieroux, 2006. "Continuous Time Wishart Process for Stochastic Risk," Econometric Reviews, Taylor & Francis Journals, vol. 25(2-3), pages 177-217.
  29. Joann Jasiak & Christian Gourieroux, 2006. "Autoregressive gamma processes," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(2), pages 129-152.
  30. Christian Gourieroux & Razvan Sufana, 2006. "A Classification of Two-Factor Affine Diffusion Term Structure Models," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 4(1), pages 31-52.
  31. C. Gourieroux & A. Monfort & V. Polimenis, 2006. "Affine Models for Credit Risk Analysis," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 4(3), pages 494-530.
  32. Christian GOURIEROUX & Alain MONFORT, 2006. "Pricing with Splines," Annales d'Economie et de Statistique, ENSAE, issue 82, pages 3-33.
  33. Gourieroux, C. & Monfort, A., 2005. "The econometrics of efficient portfolios," Journal of Empirical Finance, Elsevier, vol. 12(1), pages 1-41, January.
  34. Gagliardini, P. & Gourieroux, C., 2005. "Migration correlation: Definition and efficient estimation," Journal of Banking & Finance, Elsevier, vol. 29(4), pages 865-894, April.
  35. Christian GOURIEROUX & Joann JASIAK, 2005. "Nonlinear Innovations and Impulse Responses with Application to VaR Sensitivity," Annales d'Economie et de Statistique, ENSAE, issue 78, pages 1-31.
  36. C. Gourieroux & A. Monfort, 2004. "Infrequent Extreme Risks," The Geneva Papers on Risk and Insurance Theory, Springer, vol. 29(1), pages 5-22, 06.
  37. Darolles, Serge & Florens, Jean-Pierre & Gourieroux, Christian, 2004. "Kernel-based nonlinear canonical analysis and time reversibility," Journal of Econometrics, Elsevier, vol. 119(2), pages 323-353, April.
  38. Ghysels, Eric & Gourieroux, Christian & Jasiak, Joann, 2004. "Stochastic volatility duration models," Journal of Econometrics, Elsevier, vol. 119(2), pages 413-433, April.
  39. Gourieroux, C. & Jasiak, J., 2004. "Heterogeneous INAR(1) model with application to car insurance," Insurance: Mathematics and Economics, Elsevier, vol. 34(2), pages 177-192, April.
  40. Gouriéroux, Christian, 2003. "Économétrie de la finance : l’exemple du risque de crédit," L'Actualité Economique, Société Canadienne de Science Economique, vol. 79(4), pages 399-418, Décembre.
  41. Georges Dionne & Christian Gourieroux & Charles Vanasse, 2001. "Testing for Evidence of Adverse Selection in the Automobile Insurance Market: A Comment," Journal of Political Economy, University of Chicago Press, vol. 109(2), pages 444-473, April.
  42. Gouriéroux, Christian & Tenreiro, Carlos, 2001. "Local Power Properties of Kernel Based Goodness of Fit Tests," Journal of Multivariate Analysis, Elsevier, vol. 78(2), pages 161-190, August.
  43. Darolles, Serge & Gourieroux, Christian, 2001. "Truncated dynamics and estimation of diffusion equations," Journal of Econometrics, Elsevier, vol. 102(1), pages 1-22, May.
  44. Gourieroux, Christian & Jasiak, Joann, 2001. "Memory and infrequent breaks," Economics Letters, Elsevier, vol. 70(1), pages 29-41, January.
  45. Darolles, Serge & Florens, Jean-Pierre & Gourieroux, Christian, 2001. "Factor ARMA representation of a Markov process," Economics Letters, Elsevier, vol. 71(2), pages 165-171, May.
  46. Christian Gourieroux & Joann Jasiak, 2001. "Dynamic Factor Models," Econometric Reviews, Taylor & Francis Journals, vol. 20(4), pages 385-424.
  47. Serge DAROLLES & Christian GOURIÉROUX & Gaëlle LE FOL, 2000. "Intraday Transaction Price Dynamics," Annales d'Economie et de Statistique, ENSAE, issue 60, pages 207-238.
  48. Gourieroux, C. & Laurent, J. P. & Scaillet, O., 2000. "Sensitivity analysis of Values at Risk," Journal of Empirical Finance, Elsevier, vol. 7(3-4), pages 225-245, November.
  49. Clement, E. & Gourieroux, C. & Monfort, A., 2000. "Econometric specification of the risk neutral valuation model," Journal of Econometrics, Elsevier, vol. 94(1-2), pages 117-143.
  50. Eric GHYSELS & Christian GOURIÉROUX & Joann JASIAK, 2000. "Causality between Returns and Traded Volumes," Annales d'Economie et de Statistique, ENSAE, issue 60, pages 189-206.
  51. Gourieroux, Christian & Jasiak, Joanna & Le Fol, Gaelle, 1999. "Intra-day market activity," Journal of Financial Markets, Elsevier, vol. 2(3), pages 193-226, August.
  52. Gourieroux, C. & Jouneau, F., 1999. "Econometrics of efficient fitted portfolios," Journal of Empirical Finance, Elsevier, vol. 6(1), pages 87-118, January.
  53. Christian Gourieroux & Jean Paul Laurent & Huy�n Pham, 1998. "Mean-Variance Hedging and Numéraire," Mathematical Finance, Wiley Blackwell, vol. 8(3), pages 179-200.
  54. Gaëlle Le Fol & Christian Gouriéroux, 1998. "Effet des modes de négociation sur les échanges," Revue Économique, Programme National Persée, vol. 49(3), pages 795-808.
  55. Broze, Laurence & Gourieroux, Christian, 1998. "Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators," Journal of Econometrics, Elsevier, vol. 85(1), pages 75-98, July.
  56. Geert Dhaene & Christian Gourieroux & Olivier Scaillet, 1998. "Instrumental Models and Indirect Encompassing," Econometrica, Econometric Society, vol. 66(3), pages 673-688, May.
  57. Breitung, Jorg & Gourieroux, Christian, 1997. "Rank tests for unit roots," Journal of Econometrics, Elsevier, vol. 81(1), pages 7-27, November.
  58. Gouriéroux, Christian & Monfort, Alain, 1997. "Modèles de comptage semi-paramétriques," L'Actualité Economique, Société Canadienne de Science Economique, vol. 73(1), pages 525-550, mars-juin.
  59. Gourieroux, Christian & Magnac, Thierry, 1997. "Duration, transition and count data models Introduction," Journal of Econometrics, Elsevier, vol. 79(2), pages 195-199, August.
  60. Gourieroux, C. & Scaillet, O., 1997. "Unemployment insurance and mortgages," Insurance: Mathematics and Economics, Elsevier, vol. 20(3), pages 173-195, October.
  61. Gourieroux, C. & Visser, M., 1997. "A count data model with unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 79(2), pages 247-268, August.
  62. Forest, Danielle & Gouriéroux, Christian & Salvas-Bronsard, Lise, 1997. "D’une analyse de variabilités à un modèle d’investissement des firmes," L'Actualité Economique, Société Canadienne de Science Economique, vol. 73(1), pages 331-350, mars-juin.
  63. Christian GOURIÉROUX & Irina PEAUCELLE, 1996. "Diffusion et effet de vague," Annales d'Economie et de Statistique, ENSAE, issue 44, pages 191-217.
  64. Broze, Laurence & Gouriéroux, Christian & Szafarz, Ariane, 1995. "Solutions of multivariate Rational Expectations Models," Econometric Theory, Cambridge University Press, vol. 11(02), pages 229-257, February.
  65. Gouriéroux, Christian & Monfort, Alain, 1995. "Testing, Encompassing, and Simulating Dynamic Econometric Models," Econometric Theory, Cambridge University Press, vol. 11(02), pages 195-228, February.
  66. Christian Gouriéroux & Jean-François Boulier, 1995. "Des mathématiques financières à la finance quantitative : Évolution récente des modèles mathématiques utilisés par les financiers," Revue d'Économie Financière, Programme National Persée, vol. 32(1), pages 167-182.
  67. Emmanuelle CLEMENT & Christian GOURIEROUX & Alain MONFORT, 1995. "Linear Factor Models and the Term Structure of Interest Rates," Annales d'Economie et de Statistique, ENSAE, issue 40, pages 37-65.
  68. De Toldi, M. & Gourieroux, C. & Monfort, A., 1995. "Prepayment analysis for securitization," Journal of Empirical Finance, Elsevier, vol. 2(1), pages 45-70, March.
  69. Gouriéroux, Christian, 1994. "Création d’actifs financiers et remboursements anticipés," L'Actualité Economique, Société Canadienne de Science Economique, vol. 70(3), pages 227-245, septembre.
  70. Irina Peaucelle & Christian Gouriéroux, 1993. "Les transitions en économie.; Les changements de prix en Russie dans les années vingt," Économie et Prévision, Programme National Persée, vol. 109(3), pages 101-113.
  71. Christian GOURIEROUX & Alain MONFORT & Eric RENAULT, 1993. "Tests sur le noyau, l'image et le rang de la matrice des coefficients d'un modéle linéaire multivarié," Annales d'Economie et de Statistique, ENSAE, issue 32, pages 81-111.
  72. Gourieroux, Christian & Monfort, Alain, 1993. "Simulation-based inference : A survey with special reference to panel data models," Journal of Econometrics, Elsevier, vol. 59(1-2), pages 5-33, September.
  73. Gourieroux, C & Monfort, A & Renault, E, 1993. "Indirect Inference," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(S), pages S85-118, Suppl. De.
  74. Gourieroux, Christian & Monfort, Alain, 1992. "Qualitative threshold ARCH models," Journal of Econometrics, Elsevier, vol. 52(1-2), pages 159-199.
  75. Gouriéroux, Christian & Peaucelle, Irina, 1992. "Séries codépendantes : application à l’hypothèse de parité du pouvoir d’achat," L'Actualité Economique, Société Canadienne de Science Economique, vol. 68(1), pages 283-304, mars et j.
  76. Christian GOURIEROUX, 1992. "Courbes de performances, de sélection et de discrimination," Annales d'Economie et de Statistique, ENSAE, issue 28, pages 107-123.
  77. Christian GOURIEROUX & Alain MONFORT, 1991. "Simulation Based Inference in Models with Heterogeneity," Annales d'Economie et de Statistique, ENSAE, issue 20-21, pages 69-107.
  78. Christian GOURIEROUX & Irina PEAUCELLE, 1990. "Hétérogénéité - 1. Etude des biais d'estimation dans le cas linéaire," Annales d'Economie et de Statistique, ENSAE, issue 17, pages 163-183.
  79. Christian GOURIEROUX, 1990. "Hétérogénéité - 2. Etude des biais de représentativité (sous l'hypothèse d'exogénéité faible)," Annales d'Economie et de Statistique, ENSAE, issue 17, pages 185-204.
  80. Claude FOURGEAUD & Christian GOURIEROUX & Jacqueline PRADEL, 1990. "Hétérogénéité et hasard dans les modèles de durée," Annales d'Economie et de Statistique, ENSAE, issue 18, pages 1-23.
  81. Gourieroux, C. & Monfort, A., 1989. "A General Framework for Testing a Null Hypothesis in a “Mixed” Form," Econometric Theory, Cambridge University Press, vol. 5(01), pages 63-82, April.
  82. Gourieroux, Christian & Monfort, Alan & Renault, Eric, 1989. "Testing for Common Roots," Econometrica, Econometric Society, vol. 57(1), pages 171-85, January.
  83. Esmeralda GONCALVES & Christian GOURIEROUX, 1988. "Agrégation de processus autorégressifs d'ordre 1," Annales d'Economie et de Statistique, ENSAE, issue 12, pages 127-149.
  84. Gourieroux, C. & Peaucelle, I., 1988. "Fonctions de production représentatives de fonctions à complémentarité stricte," L'Actualité Economique, Société Canadienne de Science Economique, vol. 64(2), pages 209-230, juin.
  85. Christian GOURIEROUX & Pierre MALGRANGE, 1987. "Avant-propos," Annales d'Economie et de Statistique, ENSAE, issue 6-7, pages 1-5, pp. 7-.
  86. Gourieroux, Christian & Monfort, Alain & Renault, Eric & Trognon, Alain, 1987. "Generalised residuals," Journal of Econometrics, Elsevier, vol. 34(1-2), pages 5-32.
  87. Gourieroux, Christian & Monfort, Alain & Renault, Eric & Trognon, Alain, 1987. "Simulated residuals," Journal of Econometrics, Elsevier, vol. 34(1-2), pages 201-252.
  88. Christian GOURIEROUX, 1987. "Une approche géométrique des processus ARMA," Annales d'Economie et de Statistique, ENSAE, issue 8, pages 135-159.
  89. Christian GOURIEROUX & Alain MONFORT & Eric RENAULT, 1987. "Kullback Causality Measures," Annales d'Economie et de Statistique, ENSAE, issue 6-7, pages 369-410.
  90. Gourieroux, Christian & Pradel, Jacqueline, 1986. "Direct test of the rational expectation hypothesis," European Economic Review, Elsevier, vol. 30(2), pages 265-284, April.
  91. Broze, L. & Gouriéroux, C. & Szafarz, A., 1986. "Bulles spéculatives et transmission d’information sur le marché d’un bien stockable," L'Actualité Economique, Société Canadienne de Science Economique, vol. 62(2), pages 166-184, juin.
  92. Fourgeaud, Claude & Gourieroux, Christian & Pradel, Jacqueline, 1986. "Learning Procedures and Convergence to Rationality," Econometrica, Econometric Society, vol. 54(4), pages 845-68, July.
  93. Gourieroux, Christian & Laroque, Guy, 1985. "The Aggregation of Commodities in Quantity Rationing Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 26(3), pages 681-99, October.
  94. Broze, L. & Gourieroux, C. & Szafarz, A., 1985. "Solutions of Linear Rational Expectations Models," Econometric Theory, Cambridge University Press, vol. 1(03), pages 341-368, December.
  95. Fourgeaud, C & Gourieroux, C & Pradel, J, 1985. "Rational Expectations Models and Bounded Memory," Econometrica, Econometric Society, vol. 53(4), pages 977-85, July.
  96. Gourieroux, C. & Monfort, A. & Trognon, A., 1985. "A General Approach to Serial Correlation," Econometric Theory, Cambridge University Press, vol. 1(03), pages 315-340, December.
  97. Gourieroux, Christian & Monfort, Alain & Trognon, Alain, 1984. "Pseudo Maximum Likelihood Methods: Applications to Poisson Models," Econometrica, Econometric Society, vol. 52(3), pages 701-20, May.
  98. Fourgeaud, C. & Gourieroux, C. & Pradel, J., 1984. "Some theoretical results for generalized ridge regression estimators," Journal of Econometrics, Elsevier, vol. 25(1-2), pages 191-203.
  99. Gourieroux, Christian & Monfort, Alain & Trognon, Alain, 1984. "Pseudo Maximum Likelihood Methods: Theory," Econometrica, Econometric Society, vol. 52(3), pages 681-700, May.
  100. Gourieroux, C. & Trognon, A., 1984. "Specification pre-test estimator," Journal of Econometrics, Elsevier, vol. 25(1-2), pages 15-27.
  101. Gourieroux, Christian & Monfort, Alain & Trognon, Alain, 1983. "Testing nested or non-nested hypotheses," Journal of Econometrics, Elsevier, vol. 21(1), pages 83-115, January.
  102. Gourieroux, C & Laffont, J J & Monfort, Alain, 1982. "Rational Expectations in Dynamic Linear Models: Analysis of the Solutions," Econometrica, Econometric Society, vol. 50(2), pages 409-25, March.
  103. Gourieroux, Christian & Holly, Alberto & Monfort, Alain, 1982. "Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters," Econometrica, Econometric Society, vol. 50(1), pages 63-80, January.
  104. Gourieroux, Christian & Monfort, Alain, 1981. "Asymptotic properties of the maximum likelihood estimator in dichotomous logit models," Journal of Econometrics, Elsevier, vol. 17(1), pages 83-97, September.
  105. Gourieroux, Christian & Monfort, Alain, 1981. "On the Problem of Missing Data in Linear Models," Review of Economic Studies, Wiley Blackwell, vol. 48(4), pages 579-86, October.
  106. Gourieroux, Christian & Holly, Alberto & Monfort, Alain, 1981. "Kuhn-Tucker, likelihood ratio and Wald tests for nonlinear models with inequality constraints on the parameters," Journal of Econometrics, Elsevier, vol. 16(1), pages 166-166, May.
  107. Gourieroux, C & Laffont, J-J & Monfort, A, 1980. "Disequilibrium Econometrics in Simultaneous Equations Systems," Econometrica, Econometric Society, vol. 48(1), pages 75-96, January.
  108. Gourieroux, C. & Laffont, J. J. & Montfort, A., 1980. "On the backward-forward procedure," Economics Letters, Elsevier, vol. 5(3), pages 215-217.
  109. Gourieroux, Christian & Laffont, Jean-Jacques & Monfort, Alain, 1980. "Tests of the Equilibrium vs. Disequilibrium Hypotheses: A Comment," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 21(1), pages 245-47, February.
  110. Gourieroux, Christian & Monfort, Alain, 1980. "Sufficient Linear Structures: Econometric Applications," Econometrica, Econometric Society, vol. 48(5), pages 1083-97, July.
  111. Gourieroux, C & Laffont, J J & Monfort, A, 1980. "Coherency Conditions in Simultaneous Linear Equation Models with Endogenous Switching Regimes," Econometrica, Econometric Society, vol. 48(3), pages 675-95, April.
  112. Gourieroux, Christian & Monfort, Alain, 1979. "On the characterization of a joint probability distribution by conditional distributions," Journal of Econometrics, Elsevier, vol. 10(1), pages 115-118, April.

Chapters

  1. Christian Gourieroux & Joann Jasiak, 2007. "Introduction to The Econometrics of Individual Risk: Credit, Insurance, and Marketing
    [The Econometrics of Individual Risk: Credit, Insurance, and Marketing]
    ," Introductory Chapters, Princeton University Press.
  2. Gourieroux, C. & Monfort, A., 1986. "Testing non-nested hypotheses," Handbook of Econometrics, in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 44, pages 2583-2637 Elsevier.

Books

  1. Gourieroux, Christian & Monfort, Alain, 1997. "Simulation-based Econometric Methods," OUP Catalogue, Oxford University Press, number 9780198774754, September.

NEP Fields

30 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (7) 2011-03-19 2011-03-19 2012-10-06 2013-01-07 2013-06-04 2013-06-04 2013-06-04. Author is listed
  2. NEP-BEC: Business Economics (2) 2005-05-29 2011-03-19
  3. NEP-CBA: Central Banking (1) 2002-02-10
  4. NEP-CFN: Corporate Finance (1) 2013-01-07
  5. NEP-DCM: Discrete Choice Models (1) 2006-11-18
  6. NEP-ECM: Econometrics (9) 1999-09-17 2000-06-29 2005-05-29 2006-01-24 2006-11-25 2006-11-25 2009-06-03 2012-10-06 2013-06-04. Author is listed
  7. NEP-ETS: Econometric Time Series (7) 1999-09-17 2000-06-29 2006-01-24 2006-11-25 2009-06-03 2012-05-22 2013-06-04. Author is listed
  8. NEP-FIN: Finance (1) 2005-05-29
  9. NEP-FMK: Financial Markets (2) 2002-02-10 2013-06-04
  10. NEP-HEA: Health Economics (1) 2013-06-04
  11. NEP-IAS: Insurance Economics (2) 2012-05-22 2013-06-04
  12. NEP-MAC: Macroeconomics (1) 2012-02-08
  13. NEP-MIC: Microeconomics (1) 2003-08-31
  14. NEP-MST: Market Microstructure (1) 2006-11-25
  15. NEP-ORE: Operations Research (1) 2012-05-22
  16. NEP-RMG: Risk Management (11) 2003-08-31 2003-12-14 2006-11-25 2011-03-19 2012-03-14 2012-05-22 2012-10-06 2013-01-07 2013-06-04 2013-06-04 2013-06-04. Author is listed
  17. NEP-TID: Technology & Industrial Dynamics (1) 1999-09-17

Statistics

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Works
  3. Number of Distinct Works
  4. Number of Distinct Works, Weighted by Simple Impact Factor
  5. Number of Distinct Works, Weighted by Recursive Impact Factor
  6. Number of Distinct Works, Weighted by Number of Authors
  7. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  8. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  9. Number of Citations
  10. Number of Citations, Discounted by Citation Age
  11. Number of Citations, Weighted by Simple Impact Factor
  12. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  13. Number of Citations, Weighted by Recursive Impact Factor
  14. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  15. Number of Citations, Weighted by Number of Authors
  16. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  17. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  18. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  19. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  20. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  21. h-index
  22. Number of Registered Citing Authors
  23. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  24. Number of Journal Pages
  25. Number of Journal Pages, Weighted by Simple Impact Factor
  26. Number of Journal Pages, Weighted by Recursive Impact Factor
  27. Number of Journal Pages, Weighted by Number of Authors
  28. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  29. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  30. Number of Abstract Views in RePEc Services over the past 12 months
  31. Number of Downloads through RePEc Services over the past 12 months
  32. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  33. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  34. Closeness measure in co-authorship network
  35. Betweenness measure in co-authorship network
  36. Breadth of citations across fields
  37. Wu-Index
  38. Strength of students

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Christian Gourieroux should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.