Items where Author is "Gouriéroux, Christian"

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Number of items: 11.

Article

Gouriéroux, Christian and Jasiak, Joann (2019) Robust Analysis of the Martingale Hypothesis. Econometrics and Statistics, 9. pp. 14-41.

Gouriéroux, Christian, Monfort, Alain and Zakoïan, Jean-Michel (2019) Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations. Econometrica, 87 (1). pp. 327-345.

Darolles, Serge, Florens, Jean-Pierre and Gouriéroux, Christian (2004) Kernel Based Nonlinear Canonical Analysis and Time Reversibility. Journal of Econometrics, 119 (2). pp. 323-353.

Darolles, Serge, Florens, Jean-Pierre and Gouriéroux, Christian (2001) Factor ARMA Representation of Markov Process. Economics Letters, 71 (2). pp. 165-171.

Gouriéroux, Christian, Laffont, Jean-Jacques and Monfort, Alain (1983) Révision Adaptative des Anticipations et Convergence vers les Anticipations Rationnelle. Économie Appliquée.

Gouriéroux, Christian, Laffont, Jean-Jacques and Monfort, Alain (1982) Rational Expectations in Dynamic Linear Models: Analysis of the Solution. Econometrica, 50 (2). pp. 409-426.

Gouriéroux, Christian, Laffont, Jean-Jacques and Monfort, Alain (1981) Modèles Linéaires avec Anticipations Rationnelles : Solutions et Critères de Selection. Cahiers du Séminaire d'économétrie (23). pp. 15-46.

Gouriéroux, Christian, Laffont, Jean-Jacques and Monfort, Alain (1980) Coherency Conditions in Simultaneous Linear Equation Models with Endogenous Regimes. Econometrica, 48 (3). pp. 675-696.

Gouriéroux, Christian, Laffont, Jean-Jacques and Monfort, Alain (1980) Test of the Equilibrium Versus Disequilibrium Hypothesis : a Comment. International Economic Review, 21 (1). pp. 245-247.

Gouriéroux, Christian, Laffont, Jean-Jacques and Monfort, Alain (1980) Desiquilibrium Econometrics in Simultaneous Equations Systems. Econometrica, 48 (1). pp. 75-96.

Gouriéroux, Christian, Laffont, Jean-Jacques and Monfort, Alain (1980) On the Backward-Forward Procedure. Economics Letters, vol. 5 (n° 3). pp. 215-217.

This list was generated on Sun Oct 20 06:36:09 2019 CEST.