Group by: Item Type | Date | No Grouping
Jump to: 1980 | 1981 | 1982 | 1983 | 2001 | 2004 | 2019 | 2020 | 2021 | 2022 | 2023
Number of items: 17.

1980

Gourieroux, 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.

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

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

1981

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

1982

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

1983

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

2001

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

2004

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

2019

Florens, Jean-Pierre, Gourieroux, Christian and Monfort, Alain (2019) Model Risk Management: Limits and Future of Bayesian Approaches. The Annals of Economics and Statistics, vol. 136. pp. 1-26.

Gourieroux, Christian and Jasiak, Joann (2019) Robust analysis of the martingale hypothesis. Econometrics and Statistics, vol. 9. pp. 14-41.

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

2020

Gourieroux, Christian, Jasiak, Joann and Monfort, Alain (2020) Stationary Bubble Equilibria in Rational Expectation Models. Journal of Econometrics, vol.218 (n°2). pp. 714-735.

Gourieroux, Christian, Monfort, Alain and Renne, Jean-Paul (2020) Identification and Estimation in Nonfundamental Structural Models. Review of Economic Studies, vol.87 (n°4). pp. 1915-1953.

2021

Gourieroux, Christian, Monfort, Alain, Mouabbi, Sarah and Renne, Jean-Paul (2021) Disastrous Defaults. TSE Working Paper, n. 21-1237, Toulouse, France

2022

Gourieroux, Christian, Monfort, Alain and Renne, Jean-Paul (2022) Required Capital for Long-Run Risks. Journal of Economic Dynamics and Control, vol.144 (104502).

Djogbenou, Antoine, Gourieroux, Christian, Jasiak, Joann and Rilstone, Paul (2022) An econometric panel data model of the COVID-19 pandemic. Journal of Statistical and Econometric Methods, vol. 11 (n° 1). pp. 33-89.

2023

Gourieroux, Christian and Jasiak, Joann (2023) Time Varying Markov Process with Partially Observed Aggregate Data: An Application To Coronavirus. Journal of Econometrics, vol. 232 (n°1). pp. 35-51.

This list was generated on Wed Jul 17 19:09:58 2024 CEST.