Access Statistics for Christian S. Gourieroux

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Actifs Financiers et Theorie de la Consommation 0 0 0 0 3 4 35 647
Actifs financiers et theorie de la consommation 0 0 5 10 2 7 34 230
Actifs financiers et theorie de la consommation 0 0 0 0 3 16 62 952
Agrégation de dynamiques de prix et modèles à facteurs à coefficients stochastiques 2 5 7 29 6 17 38 199
Agrégation de processus autoregressifs d'ordre 1 0 0 0 0 0 2 13 106
Approche géométrique des processus arma (une) 0 0 0 0 0 2 13 110
Arbitrage Based Pricing When Volatility Is Stochastic 1 3 19 705 3 12 79 3,032
Arbitrage-Based Pricing When Volatility is Stochastic 0 0 1 12 0 0 8 166
Arbitrage-Based Pricing when Volatility is Stochastic 0 0 3 4 0 2 14 132
Arbitrage-Based Pricing when Volatility is Stochastic 0 0 0 1 0 3 48 542
Asymptotic comparison of tests for non-nested hypotheses by bahadur's a.r.e 0 0 0 0 2 4 9 86
Aversion Analysis 0 0 6 63 1 2 23 188
Aversion Analysis 0 0 4 67 2 4 19 268
Bartlett Identities Tests 3 6 13 117 9 19 62 558
Bartlett identities tests 0 0 0 0 0 2 20 241
Calibrarion By Simulation for Small Sample Bias Correction 0 0 0 0 2 12 48 701
Coherency Conditions In Simultaneous Linear Equation Models With Endogenous Switching Regimes 0 2 11 67 10 32 89 515
Comparison of Kernel estimator based goodness of fit tests (a) 0 0 0 1 0 1 8 328
Composition des portefeuilles des ménages: une analyse scores sur données françaises 0 0 0 0 3 6 27 310
Computation of multipliers in multivariate rational expectations models 0 0 0 0 1 1 7 99
Conditions for Optimality in Experimental Designs 0 2 2 2 1 6 37 378
Consistent m-estimators in a semi-parametric model 0 0 0 0 2 6 11 70
Contraintes linéaires mixtes 0 0 0 0 0 0 3 56
Court et long-terme dans les modèles de durée 0 0 0 0 0 2 13 129
Covariance Estimators and Adjusted Pseudo Maximum Likelihood Method 0 0 0 0 0 0 6 139
DYNAMIC QUANTILE MODELS 5 21 75 224 10 36 129 362
Detecting a long run relationship (with an application to the p.p.p. hypothesis) 0 1 5 24 1 3 14 98
Direct test of the rational expectations hypothesis (with special attention to qualitative variables) 0 0 0 0 0 1 10 166
Econometric specification of the risk neutral valuation model 0 0 0 0 2 10 63 691
Efficient Derivative Pricing by Extended Method of Moments 4 8 25 129 7 18 79 280
Estimation and test in probit models with serial correlation 0 0 0 1 7 20 49 411
Estimation of the term structure from bond data 0 0 0 0 2 7 25 339
Evidence of Adverse Selection in Automobile Insurance Markets 0 0 0 4 5 24 43 713
Evidence of Adverse Selection in Automobile Insurance Markets 0 0 0 0 3 16 42 929
Evidence of adverse selection in automobile insurance markets 0 0 0 0 3 8 17 193
Factor ARMA Representation of a Markov Process 1 2 2 2 1 3 16 198
Functional averages and statistical inference 0 0 0 0 1 2 6 63
Functional limit theorem for fractional processes (a) 0 0 0 0 1 2 18 112
General approach of serial correlation (a) 0 0 0 0 0 3 18 139
Heterogeneity and hazard dominance in duration data models 0 0 0 0 0 0 0 53
Hétérogénéité dans les modèles à représentation linéaire 0 0 0 0 0 0 2 31
Hétérogénéité/i/cas linéaire (le) 1 1 2 11 3 6 23 105
Hétérogénéité/ii/etude de biais (sous l'hypothèse d'exogénéité faible) 0 0 0 0 1 3 13 91
Identification & consistent estimation of multi-variate linear models with rational expectations of current variables 0 0 0 0 0 0 2 84
Indirect Inference 0 0 0 4 5 14 41 416
Indirect Inference for Dynamic Panel Models 3 13 34 227 5 35 114 518
Kernel Autocorrelogram for Time Deformed Processes 1 2 7 148 3 8 38 1,434
Kernel Based Nonlinear Canonical Analysis 0 0 0 1 3 12 39 286
Kernel Based Nonlinear Canonical Analysis 1 3 10 18 1 5 16 42
Kernel Based Nonlinear Canonical Analysis and Time Reversibility 0 3 5 5 0 4 24 621
Kernel m-estimators: non parametric diagnostics for structural models 0 0 0 2 4 9 28 181
Learning procedure and convergence to rationality 0 0 0 0 1 2 11 81
Market Time and Asset Price Movements Theory and Estimation 3 8 33 548 7 22 82 2,055
Market Time and Asset Price Movements: Theory and Estimation 0 4 13 14 0 4 22 151
Market Time and Asset Price Movements: Theory and Estimation 0 0 0 0 2 14 40 271
Mean-variance hedging and numeraire 0 0 0 1 1 8 50 367
Modes de négociation et caractéristiques de marché 0 0 0 0 2 13 34 296
Modèles a anticipations rationnelles apprentissage par regression 0 0 0 0 0 2 6 87
Modèles de durée et effets de génération 0 0 0 0 4 6 24 160
Modèles linéaires à facteurs et structure à terme des taux d'intérêt 0 0 0 0 2 6 26 230
Modèles économétriques: utilisation et interprétation (les) 0 0 0 0 2 10 44 284
Multiregime Term Structure Models 0 0 4 124 0 0 9 371
Multivariate distributions for limited dependent variable models 0 0 0 0 1 3 10 91
Nonlinear Persistence and Copersistence 0 2 12 28 1 4 20 49
Nonlinear innovations and impulse responses 2 6 17 236 3 13 54 1,096
Nonlinear persistence and copersistence 3 5 12 141 4 9 37 535
Prévision de mesures de prix contingents 0 0 0 0 1 1 8 62
Pseudo maximum likelihood methods: theory 0 0 0 1 5 23 66 416
Pseudo maximum lilelihood methods: applications to poisson models 0 0 0 1 6 20 58 275
Qualitative threshold arch models 0 0 0 0 4 18 60 244
Quantité de monnaie (la): russie, les années 1918-1927 0 1 2 14 2 7 35 210
Rank Tests for Unit Roots 0 0 0 30 3 5 13 120
Rational expectations models and bounded memory 0 0 0 0 0 4 9 121
Reduction and identification of simultaneous equations models with rational expectations 0 0 0 0 2 7 13 103
Revision adaptative des anticipations et convergence vers les anticipations rationnelles 0 0 0 0 0 2 12 341
Sensitivity Analysis of Values at Risk 11 26 96 1,176 34 92 355 3,015
Sensitivity Analysis of Values at Risk 1 4 9 13 3 9 69 2,249
Sensitivity Analysis of Values at Risk 4 9 37 642 7 18 60 1,176
Sensitivity analysis of values at risk 0 0 0 1 4 11 39 313
Simulated residuals 0 0 0 0 1 4 15 100
Solutions of dynamic linear rational expectations models 0 0 0 0 1 1 9 100
Some theoretical results for generalized ridge regression estimators 0 0 0 1 2 5 16 305
Strong concentration ordering 0 0 0 0 1 3 11 74
Sélection de clientèle et tarification de prêt bancaire 0 0 0 0 10 16 44 332
Testing unknown linear restrictions on parameter functions 0 0 0 0 0 3 15 232
Testing, encompassing and simulating dynamic econometric models 0 0 0 1 2 8 26 140
The Informational Content of Household Decisions with Applications to Insurance under Adverse Selection 0 0 0 1 2 11 36 536
The Ordered Qualitative Model For Credit Rating Transitions 9 25 102 314 22 61 244 654
The Wishart Autoregressive Process of Multivariate Stochastic Volatility 13 45 160 348 21 71 257 574
The agregation of commodities in quantity rationing models 0 0 0 0 0 1 6 203
The informational content of household decisions with applications to insurance under adverse selection 0 0 0 0 1 5 17 82
Trading Patterns, Time Deformation and Stochastic Volatility in Foreign Exchange Markets 4 10 65 668 8 36 177 2,567
Transitions in economy: price changes in russia in the twenties 0 0 3 10 2 7 26 170
Truncated Maximum Likelihood, Goodness of Fit Tests and Tail Analysis 0 0 0 49 2 5 33 239
Two stages generalized moment method with applications to regressions with heteroscedasticity of unkwnown form 0 0 0 0 1 4 23 224
Vérification empirique de deux schémas d'anticipation adaptatif et rationnel 1 1 6 18 2 9 32 130
Total Working Papers 73 218 807 6,258 297 994 3,848 40,169

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Classification of Two-Factor Affine Diffusion Term Structure Models 1 3 14 56 1 6 32 117
A count data model with unobserved heterogeneity 0 0 3 22 0 1 8 80
Affine Models for Credit Risk Analysis 5 13 46 97 7 22 90 197
An efficient nonparametric estimator for models with nonlinear dependence 0 2 9 26 1 3 11 44
Asymptotic properties of the maximum likelihood estimator in dichotomous logit models 1 1 12 42 3 4 24 78
Autoregressive gamma processes 4 5 16 63 6 9 34 158
Coherency Conditions in Simultaneous Linear Equation Models with Endogenous Switching Regimes 0 2 5 38 0 6 17 224
DYNAMIC FACTOR MODELS 1 4 33 140 2 12 65 283
Direct test of the rational expectation hypothesis 0 0 12 29 0 1 20 55
Disequilibrium Econometrics in Simultaneous Equations Systems 1 4 8 47 2 6 21 222
Duration time-series models with proportional hazard 0 5 22 33 1 6 36 59
Duration, transition and count data models Introduction 1 3 11 49 1 4 19 128
Dynamic quantile models 3 12 18 18 8 26 43 43
Econometric specification of stochastic discount factor models 5 10 22 85 7 13 33 148
Econometric specification of the risk neutral valuation model 0 1 8 61 0 1 15 139
Econometrics of efficient fitted portfolios 1 2 4 36 3 4 13 82
Factor ARMA representation of a Markov process 0 0 5 23 0 2 12 76
Generalised residuals 3 20 82 151 12 37 131 229
Heterogeneous INAR(1) model with application to car insurance 2 4 17 102 2 5 31 207
Indirect Inference 11 36 127 854 20 68 237 1,881
Infrequent Extreme Risks 1 4 15 90 3 8 29 199
Infrequent Extreme Risks 0 1 10 10 3 4 18 20
Instrumental Models and Indirect Encompassing 0 0 0 0 2 4 16 148
Intra-day market activity 2 6 16 121 5 11 39 203
Kernel-based nonlinear canonical analysis and time reversibility 0 1 5 52 0 3 9 121
Kuhn-Tucker, likelihood ratio and Wald tests for nonlinear models with inequality constraints on the parameters 1 1 12 28 3 3 25 55
Learning Procedures and Convergence to Rationality 0 0 3 23 0 1 13 105
Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters 16 29 218 774 40 113 1,053 3,275
Local Power Properties of Kernel Based Goodness of Fit Tests 0 0 0 0 1 1 3 3
Memory and infrequent breaks 1 5 6 27 2 7 11 54
Migration correlation: Definition and efficient estimation 0 2 7 51 3 11 37 197
Multivariate Jacobi process with application to smooth transitions 1 2 11 59 1 6 23 108
On the Problem of Missing Data in Linear Models 0 0 11 43 0 2 27 111
On the backward-forward procedure 0 2 5 15 2 8 22 63
On the characterization of a joint probability distribution by conditional distributions 1 2 10 28 3 6 53 140
Prepayment analysis for securitization 4 5 16 102 4 7 28 204
Pseudo Maximum Likelihood Methods: Applications to Poisson Models 9 25 100 342 22 62 230 1,000
Pseudo Maximum Likelihood Methods: Theory 17 48 199 681 32 99 387 1,666
Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators 0 1 7 37 0 2 12 81
Quadratic stochastic intensity and prospective mortality tables 0 2 8 8 2 6 22 22
Qualitative threshold ARCH models 2 11 38 166 4 25 77 333
Rank tests for unit roots 2 2 11 38 3 3 16 77
Rational Expectations Models and Bounded Memory 0 0 3 19 0 0 10 75
Rational Expectations in Dynamic Linear Models: Analysis of the Solutions 0 1 9 54 0 1 14 144
STOCHASTIC UNIT ROOT MODELS 0 0 2 6 0 2 6 8
Sensitivity analysis of Values at Risk 1 4 19 298 2 6 42 644
Simulated residuals 0 4 18 36 1 5 28 67
Simulation-based inference: A survey with special reference to panel data models 0 8 35 147 2 18 59 238
Some theoretical results for generalized ridge regression estimators 0 2 6 24 2 5 16 46
Specification pre-test estimator 0 1 4 12 0 5 19 44
Stochastic volatility duration models 2 5 22 169 5 14 48 344
Structural Laplace Transform and Compound Autoregressive Models 1 3 15 62 2 8 33 147
Sufficient Linear Structures: Econometric Applications 0 0 5 12 0 1 10 53
Testing for Common Roots 0 2 4 15 1 4 10 111
Testing for Evidence of Adverse Selection in the Automobile Insurance Market: A Comment 1 9 39 180 5 19 81 443
Testing nested or non-nested hypotheses 0 1 8 36 1 4 23 72
Tests of the Equilibrium vs. Disequilibrium Hypotheses: A Comment 0 4 5 17 3 14 39 135
The Aggregation of Commodities in Quantity Rationing Models 0 0 2 5 0 2 5 36
The econometrics of efficient portfolios 0 2 13 87 1 8 42 170
The ordered qualitative model for credit rating transitions 5 10 28 36 10 26 78 98
Truncated dynamics and estimation of diffusion equations 0 0 3 15 0 1 4 39
Unemployment insurance and mortgages 0 0 1 11 0 0 9 56
Total Journal Articles 106 332 1,423 5,908 246 771 3,618 15,605

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Introduction to The Econometrics of Individual Risk: Credit, Insurance, and Marketing 3 18 85 103 10 37 161 199
Testing non-nested hypotheses 1 4 29 130 4 11 70 273
Total Chapters 4 22 114 233 14 48 231 472

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Statistics updated 2009-07-03