Access Statistics for Christian S. Gourieroux

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A General Framework for Factor Models 0 0 1 1 0 3 19 326
ADDITIVE LOG-DIFFERENCED PROBABILITY MODELS FOR COUNT DATA 0 0 0 0 0 1 11 248
Actifs Financiers et Theorie de la Consommation 0 0 0 0 1 1 17 613
Actifs financiers et theorie de la consommation 0 0 1 1 0 6 24 322
Actifs financiers et theorie de la consommation 1 1 6 6 2 4 27 198
Actifs financiers et theorie de la consommation 0 0 0 0 1 14 79 891
Agrégation de dynamiques de prix et modèles à facteurs à coefficients stochastiques 1 2 9 23 4 28 52 165
Agrégation de processus autoregressifs d'ordre 1 0 0 0 0 1 5 12 94
Analysis of Order Queues 0 0 0 0 4 10 17 329
Approche géométrique des processus arma (une) 0 0 0 0 1 5 11 98
Arbitrage Based Pricing When Volatility Is Stochastic 3 10 31 689 10 34 100 2,963
Arbitrage-Based Pricing When Volatility is Stochastic 0 0 2 11 1 4 14 159
Arbitrage-Based Pricing When Volatility is Stochastic 0 0 0 0 3 7 15 684
Arbitrage-Based Pricing when Volatility is Stochastic 1 2 2 2 2 4 13 120
Arbitrage-Based Pricing when Volatility is Stochastic 0 0 1 1 6 12 23 500
Asymptotic comparison of tests for non-nested hypotheses by bahadur's a.r.e 0 0 0 0 0 0 3 77
Aversion Analysis 4 7 17 61 9 17 53 174
Aversion Analysis 1 2 5 64 2 7 28 251
Bartlett Identities Tests 0 0 0 0 2 8 13 223
Bartlett Identities Tests 0 0 0 0 1 4 25 260
Calibrarion By Simulation for Small Sample Bias Correction 0 0 0 0 4 12 38 657
Calibration by Simulation for Small Sample Bias Correction 0 0 1 1 1 8 24 469
Causality Between Returns and Trated Volumes 0 0 0 0 4 5 15 394
Choix de portefeuille dans un environnement d'incvestissement desagrege: le cadre statique 0 0 0 0 0 2 15 147
Classification d'Actifs Financiers selon leurs Performances 0 0 0 0 0 1 9 173
Coherency Conditions In Simultaneous Linear Equation Models With Endogenous Switching Regimes 0 2 7 56 4 27 76 430
Comparison of Kernel estimator based goodness of fit tests (a) 0 0 1 1 1 6 20 321
Composition des portefeuilles des ménages: une analyse scores sur données françaises 0 0 0 0 3 11 18 286
Compound Autoregressive Models 0 0 0 0 10 19 52 351
Computation of Multipliers in Multivariate Rational Expectations Models 0 0 0 0 0 1 4 155
Computation of multipliers in multivariate rational expectations models 0 0 0 0 0 1 9 92
Consistent m-estimators in a semi-parametric model 0 0 0 0 0 1 7 59
Contraintes linéaires mixtes 0 0 0 0 0 2 7 53
Contrats d'assurance chomage sur prets immobiliers; etude descriptive et valorisation du portefeuille 0 0 0 0 1 6 17 292
Courbes de performance et de discrimination 0 0 0 0 0 4 14 205
Court et long-terme dans les modèles de durée 0 0 0 0 3 14 18 119
Covariance Estimators and Adjusted Pseudo Maximum Likelihood Method 0 0 0 0 1 2 5 134
DYNAMIC QUANTILE MODELS 5 15 65 154 7 25 109 240
Detecting a long run relationship (with an application to the p.p.p. hypothesis) 0 1 5 19 0 2 12 84
Diffusion et Effet de Vague 0 0 0 0 3 24 45 130
Direct test of the rational expectations hypothesis (with special attention to qualitative variables) 0 0 0 0 0 1 6 156
Dynamic Factor Models 0 0 11 11 13 27 180 963
Dynamiques tronquees et estimation de modeles de diffusion 0 0 0 0 1 2 10 460
ECONOMETRICS BASED ON ENDOGENOUS SAMPLES 0 0 1 1 2 5 23 242
ECONOMETRICS OF COUNT DATA: THE A.L.D.P. MODEL 0 0 0 0 0 2 12 302
Econometric Specification of the Risk Neutral Valuation Model 0 0 0 0 8 14 71 1,387
Econometric specification of the risk neutral valuation model 0 0 0 0 11 22 61 639
Efficient Derivative Pricing by Extended Method of Moments 3 8 23 107 5 23 60 206
Efficient Fitted Portfolios 0 0 0 0 0 1 4 57
Estimation and test in probit models with serial correlation 0 0 1 1 2 8 37 364
Estimation of a Dynamic Hedge 0 0 1 1 1 21 77 846
Estimation of the term structure from bond data 0 0 0 0 1 6 25 315
Evidence of Adverse Selction in Automobile Insurance Markets 0 0 2 2 3 15 51 453
Evidence of Adverse Selection in Automobile Insurance Markets 0 0 4 4 1 6 36 671
Evidence of Adverse Selection in Automobile Insurance Markets 0 0 0 0 1 10 30 888
Evidence of adverse selection in automobile insurance markets 0 0 0 0 0 3 12 176
Factor ARMA Representation of a Markoc Process 0 0 0 0 1 5 14 183
Functional averages and statistical inference 0 0 0 0 1 1 4 58
Functional limit theorem for fractional processes (a) 0 0 0 0 4 5 16 98
General approach of serial correlation (a) 0 0 0 0 1 5 21 122
Heterogeneity and hazard dominance in duration data models 0 0 0 0 0 2 5 53
Hétérogénéité dans les modèles à représentation linéaire 0 0 0 0 0 0 4 29
Hétérogénéité/i/cas linéaire (le) 0 1 4 9 0 11 34 82
Hétérogénéité/ii/etude de biais (sous l'hypothèse d'exogénéité faible) 0 0 0 0 0 1 7 78
Identification & consistent estimation of multi-variate linear models with rational expectations of current variables 0 0 0 0 0 2 6 82
Indirect Inference 0 0 2 2 5 11 32 260
Indirect Inference 0 0 4 4 5 12 38 380
Indirect Inference for Dynamic Panel Models 1 8 42 194 7 22 116 411
Intra-Day Market Activity 0 0 4 4 8 21 60 711
Kernel Autocorrelogram for Time Deformed Processes 1 3 5 142 2 11 33 1,398
Kernel Based Nonlinear Canonical Analysis 0 0 1 1 1 3 22 248
Kernel Based Nonlinear Canonical Analysis 0 0 6 8 2 3 12 28
Kernel Based Nonlinear Canonical Analysis and Time Reversibility 0 0 0 0 1 9 33 598
Kernel M-Estimators and Functional residual Plots 0 0 3 3 0 2 18 182
Kernel m-estimators: non parametric diagnostics for structural models 0 0 2 2 4 10 35 157
LEAST SQUARES AND FRACTIONALLY INTEGRATED REGRESSORS 0 0 1 1 2 8 18 374
Learning procedure and convergence to rationality 0 0 0 0 0 2 12 70
Les transitions en economie: les changements de prix en russie dans les annees vingt 0 0 0 0 1 5 22 175
Linear Factor Models and the Term Structure of Interest Rates 0 0 0 0 1 8 28 273
M-estimateurs ponderes ou comment corriger des biais de sondage 0 0 0 0 3 11 30 210
Market Time and Asset Price Movements Theory and Estimation 5 9 28 520 16 32 89 1,989
Market Time and Asset Price Movements: Theory and Estimation 2 3 3 3 3 8 25 132
Market Time and Asset Price Movements: Theory and Estimation 0 0 0 0 3 7 27 234
Matching Procedures and Market Characteristics 0 0 0 0 0 0 8 440
Mean-variance hedging and numeraire 0 0 1 1 6 14 43 323
Modeles de comptage Semi-parametriques 0 0 1 1 1 7 24 390
Modeles de duree et effets de generation 0 0 0 0 1 4 14 188
Modeles statistiques de valorisation par arbitrage 0 0 0 0 5 12 27 265
Modes de négociation et caractéristiques de marché 0 0 0 0 3 7 28 265
Modèles a anticipations rationnelles apprentissage par regression 0 0 0 0 0 2 9 81
Modèles de durée et effets de génération 0 0 0 0 1 2 12 137
Modèles linéaires à facteurs et structure à terme des taux d'intérêt 0 0 0 0 0 6 34 204
Modèles économétriques: utilisation et interprétation (les) 0 0 0 0 3 10 29 243
Multivariate distributions for limited dependent variable models 0 0 0 0 3 8 15 84
Non-Nested Hypothesis and Instrumental Models 0 0 0 0 1 3 7 232
Nonlinear Autocorrelograms: an Application to Intra-Trade Durations 0 0 0 0 0 11 26 229
Nonlinear Innovations and Impulse Responses 0 0 0 0 1 4 20 285
Nonlinear Panel Data Models with Dynamic Heterogeneity 0 0 0 0 3 10 38 436
Nonlinear Persistence and Copersistence 0 1 9 16 0 6 21 29
Nonlinear Persistence and Copersistence 0 0 1 1 2 5 16 96
Nonlinear innovations and impulse responses 3 8 10 222 8 22 50 1,050
Nonlinear persistence and copersistence 1 5 11 130 3 18 33 501
On Seasonal Effects in Duration Models 0 0 0 0 1 6 12 122
Prediction of Contingent Price Measures 0 0 0 0 1 5 14 108
Prévision de mesures de prix contingents 0 0 0 0 0 2 7 54
Pseudo Maximum Likelihood Method, Adjusted Pseudo Maximum Likelihood Method and Covariance Estimators 0 0 1 1 1 5 16 435
Pseudo maximum likelihood methods: theory 0 0 1 1 4 13 56 354
Pseudo maximum lilelihood methods: applications to poisson models 0 0 1 1 3 10 44 220
Pseudo-likelihood methods 0 0 1 1 4 14 42 412
QUALITATIVE THRESHOLD ARCH MODELS 0 0 0 0 2 12 42 461
Quadratic Hedging and Numeraire 0 0 1 1 2 7 18 508
Qualitative threshold arch models 0 0 0 0 9 20 56 193
Quantité de monnaie (la): russie, les années 1918-1927 0 2 5 12 3 21 52 178
Rank Tests for Unit Roots 0 0 0 0 2 5 29 406
Rank Tests for Unit Roots 0 0 0 30 2 4 13 109
Rational expectations models and bounded memory 0 0 0 0 0 0 4 112
Reduction and identification of simultaneous equations models with rational expectations 0 0 0 0 0 0 11 90
Revision adaptative des anticipations et convergence vers les anticipations rationnelles 0 0 0 0 2 2 14 331
Sensitivity Analysis of Values at Risk 0 0 4 4 16 60 402 2,196
Sensitivity Analysis of Values at Risk 5 18 49 610 8 26 88 1,124
Sensitivity analysis of values at risk 0 0 0 1 5 12 39 279
Series Codependantes Application a l'Hypothese de Parite du Pouvoir d'achat 0 0 0 0 0 19 44 501
Simulated residuals 0 0 0 0 1 3 14 86
Simulation Based Inference: A Survey with Special Reference to Panel Data Models 0 0 1 1 3 5 23 358
Solutions of dynamic linear rational expectations models 0 0 0 0 1 3 14 92
Some theoretical results for generalized ridge regression estimators 0 0 1 1 1 12 41 290
Strong concentration ordering 0 0 0 0 0 2 11 63
Sélection de clientèle et tarification de prêt bancaire 0 0 0 0 2 8 21 290
Testing Non Nested Hypotheses 0 0 1 1 4 8 22 159
Testing unknown linear restrictions on parameter functions 0 0 0 0 1 2 11 218
Testing, Encompassing and Simulating Dynamic Econometric Models 0 0 1 1 0 2 11 146
Testing, encompassing and simulating dynamic econometric models 0 0 1 1 4 8 25 118
The Econometrics of Efficient Frontiers 0 0 3 3 6 25 105 1,043
The Informational Content of Household Decisions 0 0 1 1 1 1 12 680
The Informational Content of Household Decisions with Applications to Insurance under Adverse Selection 0 0 1 1 6 12 49 506
The Ordered Qualitative Model For Credit Rating Transitions 9 26 109 221 25 63 238 435
The Portfolio Composition of Households: A Scoring Analysis from French Data 0 0 0 0 2 8 19 458
The Wishart Autoregressive Process of Multivariate Stochastic Volatility 11 40 130 199 19 64 221 336
The agregation of commodities in quantity rationing models 0 0 0 0 1 5 14 198
The informational content of household decisions with applications to insurance under adverse selection 0 0 0 0 3 5 20 68
Trading Patterns, Time Deformation and Stochastic Volatility in Foreign Exchange Markets 8 17 60 611 20 56 170 2,410
Trading Patterns, Time Deformation and Stochastic Volatility in Foreign Exchange Markets 0 0 1 1 11 30 95 553
Transitions in economy: price changes in russia in the twenties 0 0 2 7 0 1 17 144
Truncated Dynamics and Estimation of Diffusion Equations 0 0 0 0 2 4 13 413
Truncated Maximum Likelihood, Goodness of Fit Tests and Tail Analysis 0 0 0 49 1 4 25 207
Truncated Maximum Likelihood, and Nonparametric Tail Analysis 0 0 1 1 5 14 50 466
Two Stage Generalized Moment Method with Applications to Regressions with heteroscedasticity of Unknown Form 0 0 0 0 2 4 14 338
Two stages generalized moment method with applications to regressions with heteroscedasticity of unkwnown form 0 0 0 0 4 6 18 205
UNE NOTE SUR L'EFFICACITE DES PROCEDURES D'ESTIMATION EN DEUX ETAPES 0 0 0 0 0 1 8 312
Vérification empirique de deux schémas d'anticipation adaptatif et rationnel 0 0 3 12 3 6 35 101
tests sur le noyau, l'image et le rang de la matrice de coefficients d'un modele lineaire multivarie 0 0 0 0 2 17 46 300
Total Working Papers 65 191 714 4,254 448 1,503 5,345 54,890

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 4 10 43 1 7 27 86
A count data model with unobserved heterogeneity 1 3 6 20 1 5 12 73
Affine Models for Credit Risk Analysis 3 8 30 54 5 18 66 112
An efficient nonparametric estimator for models with nonlinear dependence 1 3 14 18 1 5 25 34
Asymptotic properties of the maximum likelihood estimator in dichotomous logit models 0 2 11 30 0 6 25 54
Autoregressive gamma processes 1 4 20 48 2 8 42 126
Coherency Conditions in Simultaneous Linear Equation Models with Endogenous Switching Regimes 1 1 4 34 1 10 31 208
DYNAMIC FACTOR MODELS 5 14 51 112 7 23 92 225
Direct test of the rational expectation hypothesis 2 3 10 19 3 8 20 38
Disequilibrium Econometrics in Simultaneous Equations Systems 0 0 4 39 0 3 14 201
Duration, transition and count data models Introduction 0 1 4 38 1 4 19 110
Econometric specification of stochastic discount factor models 2 8 34 65 2 12 53 117
Econometric specification of the risk neutral valuation model 3 5 21 56 3 9 44 127
Econometrics of efficient fitted portfolios 0 1 5 32 1 3 13 70
Factor ARMA representation of a Markov process 1 1 3 19 2 3 14 66
Generalised residuals 7 16 44 76 8 21 64 106
Heterogeneous INAR(1) model with application to car insurance 2 5 14 87 5 9 28 181
Indirect Inference 16 40 144 743 34 90 311 1,678
Infrequent Extreme Risks 3 3 11 78 5 8 24 175
Instrumental Models and Indirect Encompassing 0 0 0 0 0 4 6 132
Intra-day market activity 0 7 32 105 4 16 56 168
Kernel-based nonlinear canonical analysis and time reversibility 0 0 2 47 0 3 14 112
Kuhn-Tucker, likelihood ratio and Wald tests for nonlinear models with inequality constraints on the parameters 1 1 9 17 2 2 17 32
Learning Procedures and Convergence to Rationality 0 0 4 20 1 5 13 93
Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters 27 74 145 583 138 456 822 2,360
Memory and infrequent breaks 0 0 6 21 0 0 10 43
Migration correlation: Definition and efficient estimation 0 4 16 44 2 16 53 162
Multivariate Jacobi process with application to smooth transitions 3 5 20 51 3 10 35 88
On the Problem of Missing Data in Linear Models 0 2 8 32 0 7 22 84
On the backward-forward procedure 0 0 5 10 0 8 23 41
On the characterization of a joint probability distribution by conditional distributions 0 2 10 18 0 13 59 87
Prepayment analysis for securitization 1 4 24 87 1 10 50 177
Pseudo Maximum Likelihood Methods: Applications to Poisson Models 7 16 57 249 13 40 128 783
Pseudo Maximum Likelihood Methods: Theory 7 23 85 489 14 55 199 1,293
Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators 0 0 3 30 1 2 7 70
Qualitative threshold ARCH models 3 7 30 131 6 17 61 262
Rank tests for unit roots 1 2 8 28 2 3 13 63
Rational Expectations Models and Bounded Memory 1 2 3 17 2 3 6 67
Rational Expectations in Dynamic Linear Models: Analysis of the Solutions 0 1 6 45 0 2 17 130
STOCHASTIC UNIT ROOT MODELS 1 2 15 35 2 6 33 86
Sensitivity analysis of Values at Risk 3 7 36 282 5 13 88 607
Simulated residuals 2 6 11 20 2 7 20 41
Simulation-based inference: A survey with special reference to panel data models 6 11 36 118 7 14 54 186
Some theoretical results for generalized ridge regression estimators 0 4 11 18 2 8 20 32
Specification pre-test estimator 1 1 6 9 2 4 18 27
Stochastic volatility duration models 0 2 31 147 0 9 58 296
Structural Laplace Transform and Compound Autoregressive Models 2 5 21 49 3 8 51 117
Sufficient Linear Structures: Econometric Applications 0 0 2 7 1 1 3 44
Testing for Common Roots 0 0 1 11 1 1 9 102
Testing for Evidence of Adverse Selection in the Automobile Insurance Market: A Comment 3 7 19 144 4 11 31 366
Testing nested or non-nested hypotheses 1 1 15 29 2 4 29 51
Tests of the Equilibrium vs. Disequilibrium Hypotheses: A Comment 0 1 2 12 0 3 26 96
The Aggregation of Commodities in Quantity Rationing Models 0 0 0 3 1 5 10 32
The econometrics of efficient portfolios 2 6 19 76 6 14 36 134
Truncated dynamics and estimation of diffusion equations 1 2 6 13 1 3 9 36
Unemployment insurance and mortgages 0 1 3 10 0 1 6 47
Total Journal Articles 122 328 1,147 4,618 310 1,036 3,036 12,334

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Testing non-nested hypotheses 3 9 39 104 7 18 77 210
Total Chapters 3 9 39 104 7 18 77 210

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Statistics updated 2008-08-03