793:
22:
242:
Gouriéroux completed his undergraduate studies in economics and statistics at ENSAE. He has received
Doctorat honoris causa from Université de Mons-Hainaut, Université de Neuchâtel, as well as HEC Montréal.
660:
223:. He has the Professor exceptional level title from France. Gouriéroux is now a professor at University of Toronto and CREST, Paris [Center for Research in Economics and Statistics].
778:
837:
184:
876:
502:
Dionne, Georges; Gouriéroux, Christian; Vanasse, Charles (2001). "Testing for
Evidence of Adverse Selection in the Automobile Insurance Market: A Comment".
881:
891:
230:(with two fellow partners) for their project, "General Approach to Serial Correlation" in 1985–1987. He was also awarded the Silver Medal of the
830:
86:
58:
886:
252:
105:
43:
36:
65:
231:
823:
72:
608:
Gourieroux, C.; Monfort, A.; Trognon, A. (1984). "Pseudo
Maximum Likelihood Methods: Applications to Poisson Models".
54:
323:
Gourieroux, Christian; Jasiak, Joann (2002). "Nonlinear
Autocorrelograms: An Application to Inter-Trade Durations".
856:
251:
Gouriéroux has written 17 books and over 160 articles, including 12 Econometrica. He is known for his work on the
32:
392:
866:
861:
480:
449:
332:
196:
180:
79:
871:
440:
Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joann (2004). "Stochastic volatility duration models".
216:
419:
Gourieroux, C.; Jasiak, J. (2004). "Heterogeneous INAR(1) model with application to car insurance".
227:
485:
337:
220:
149:
454:
730:
722:
680:
633:
625:
596:
588:
552:
519:
379:
350:
256:
807:
757:
714:
672:
617:
580:
544:
532:
511:
490:
459:
428:
407:
371:
342:
191:
375:
699:
565:
494:
463:
411:
850:
800:
734:
684:
637:
600:
523:
432:
383:
354:
212:
170:
21:
234:
by the French
Ministry of Research. He is a fellow of the Econometric Society.
676:
166:
471:
Gourieroux, Christian; Jasiak, Joann (2001). "Memory and infrequent breaks".
803:
346:
761:
226:
Gouriéroux has published in journals worldwide, and was a recipient of the
792:
773:
748:
Gourieroux, C.; Monfort, A.; Renault, E. (1993). "Indirect inference".
726:
629:
592:
556:
391:
Darolles, Serge; Florens, Jean-Pierre; Gouriéroux, Christian (2004).
139:
718:
621:
584:
548:
515:
393:"Kernel-based nonlinear canonical analysis and time reversibility"
362:
Gourieroux, C.; Monfort, A. (2004). "Infrequent
Extreme Risks".
531:
Dhaene, Geert; Gourieroux, Christian; Scaillet, Oliver (1998).
15:
661:"The ET interview: Christian Gouriéroux and Alain Monfort"
811:
269:
190:
176:
162:
145:
135:
127:
120:
698:Gourieroux, C.; Monfort, A.; Trognon, A. (1984).
564:Gourieroux, C.; Monfort, A.; Trognon, A. (1984).
303:. Collection "Economie et statistiques avancées".
533:"Instrumental Models and Indirect Encompassing"
185:Center for Research in Economics and Statistics
364:The Geneva Papers on Risk and Insurance Theory
831:
8:
700:"Pseudo Maximum Likelihood Methods: Theory"
566:"Pseudo Maximum Likelihood Methods: Theory"
838:
824:
232:Conseil National de Recherche Scientifique
117:
484:
453:
336:
106:Learn how and when to remove this message
651:
309:ARCH Models and Financial Applications
42:Please improve this article by adding
659:Ghysels, Eric; Renault, Eric (2012).
7:
789:
787:
421:Insurance: Mathematics and Economics
277:Simulation-Based Econometric Methods
877:University of Rouen Normandy alumni
774:Christian S. Gouriéroux: IDEAS File
882:Fellows of the Econometric Society
810:. You can help Knowledge (XXG) by
376:10.1023/B:GEPA.0000032563.83435.50
14:
285:Statistics and Econometric Models
253:Quasi-maximum likelihood estimate
791:
433:10.1016/j.insmatheco.2003.11.005
311:. Springer Series in Statistics.
295:. Themes in Modern Econometrics.
287:. Themes in Modern Econometrics.
20:
892:French academic biography stubs
750:Journal of Applied Econometrics
325:Journal of Time Series Analysis
293:Time Series and Dynamic Models
1:
495:10.1016/S0165-1765(00)00346-3
464:10.1016/S0304-4076(03)00202-1
412:10.1016/S0304-4076(03)00199-4
44:secondary or tertiary sources
504:Journal of Political Economy
131:1949 (age 74–75)
908:
786:
301:Statistique de l'assurance
279:. Oup/Core Lecture Series.
677:10.1017/S0266466611000818
202:
155:
887:European economist stubs
219:in mathematics from the
799:This biography about a
779:Global Investor Profile
442:Journal of Econometrics
400:Journal of Econometrics
347:10.1111/1467-9892.00259
762:10.1002/jae.3950080507
317:Articles/Essays/Papers
55:"Christian Gouriéroux"
31:relies excessively on
181:University of Toronto
217:Doctor of Philosophy
209:Christian Gouriéroux
122:Christian Gouriéroux
221:University of Rouen
150:University of Rouen
665:Econometric Theory
257:Indirect inference
211:(born 1949) is an
197:Jean-Pierre Raoult
857:French economists
819:
818:
473:Economics Letters
206:
205:
157:Scientific career
116:
115:
108:
90:
899:
840:
833:
826:
795:
788:
766:
765:
745:
739:
738:
704:
695:
689:
688:
656:
641:
604:
570:
560:
527:
498:
488:
467:
457:
436:
415:
397:
387:
358:
340:
312:
304:
296:
288:
280:
272:
192:Doctoral advisor
118:
111:
104:
100:
97:
91:
89:
48:
24:
16:
907:
906:
902:
901:
900:
898:
897:
896:
867:Econometricians
847:
846:
845:
844:
784:
770:
769:
747:
746:
742:
719:10.2307/1913471
702:
697:
696:
692:
658:
657:
653:
648:
622:10.2307/1913472
607:
585:10.2307/1913471
568:
563:
549:10.2307/2998579
530:
501:
470:
439:
418:
395:
390:
361:
322:
307:
299:
291:
283:
275:
267:
249:
240:
183:
169:
146:Alma mater
123:
112:
101:
95:
92:
49:
47:
41:
37:primary sources
25:
12:
11:
5:
905:
903:
895:
894:
889:
884:
879:
874:
869:
864:
859:
849:
848:
843:
842:
835:
828:
820:
817:
816:
796:
782:
781:
776:
768:
767:
740:
713:(3): 681–700.
690:
671:(4): 889–914.
650:
649:
647:
644:
643:
642:
616:(3): 701–720.
605:
579:(3): 681–700.
561:
543:(3): 673–688.
528:
516:10.1086/319557
510:(2): 444–453.
499:
486:10.1.1.26.7340
468:
448:(2): 413–433.
437:
427:(2): 177–192.
416:
406:(2): 323–353.
388:
359:
338:10.1.1.27.7647
331:(2): 127–154.
319:
318:
314:
313:
305:
297:
289:
281:
273:
264:
263:
248:
245:
239:
236:
228:Koopmans Prize
213:econometrician
204:
203:
200:
199:
194:
188:
187:
178:
174:
173:
164:
160:
159:
153:
152:
147:
143:
142:
137:
133:
132:
129:
125:
124:
121:
114:
113:
28:
26:
19:
13:
10:
9:
6:
4:
3:
2:
904:
893:
890:
888:
885:
883:
880:
878:
875:
873:
870:
868:
865:
863:
862:Living people
860:
858:
855:
854:
852:
841:
836:
834:
829:
827:
822:
821:
815:
813:
809:
805:
802:
797:
794:
790:
785:
780:
777:
775:
772:
771:
763:
759:
755:
751:
744:
741:
736:
732:
728:
724:
720:
716:
712:
708:
701:
694:
691:
686:
682:
678:
674:
670:
666:
662:
655:
652:
645:
639:
635:
631:
627:
623:
619:
615:
611:
606:
602:
598:
594:
590:
586:
582:
578:
574:
567:
562:
558:
554:
550:
546:
542:
538:
534:
529:
525:
521:
517:
513:
509:
505:
500:
496:
492:
487:
482:
478:
474:
469:
465:
461:
456:
455:10.1.1.27.636
451:
447:
443:
438:
434:
430:
426:
422:
417:
413:
409:
405:
401:
394:
389:
385:
381:
377:
373:
369:
365:
360:
356:
352:
348:
344:
339:
334:
330:
326:
321:
320:
316:
315:
310:
306:
302:
298:
294:
290:
286:
282:
278:
274:
270:
266:
265:
261:
260:
259:
258:
254:
246:
244:
237:
235:
233:
229:
224:
222:
218:
214:
210:
201:
198:
195:
193:
189:
186:
182:
179:
175:
172:
168:
165:
161:
158:
154:
151:
148:
144:
141:
138:
134:
130:
126:
119:
110:
107:
99:
88:
85:
81:
78:
74:
71:
67:
64:
60:
57: –
56:
52:
51:Find sources:
45:
39:
38:
34:
29:This article
27:
23:
18:
17:
812:expanding it
798:
783:
756:: S85–S118.
753:
749:
743:
710:
707:Econometrica
706:
693:
668:
664:
654:
613:
610:Econometrica
609:
576:
573:Econometrica
572:
540:
537:Econometrica
536:
507:
503:
479:(1): 29–41.
476:
472:
445:
441:
424:
420:
403:
399:
367:
363:
328:
324:
308:
300:
292:
284:
276:
268:
250:
241:
225:
215:who holds a
208:
207:
177:Institutions
171:Econometrics
156:
102:
93:
83:
76:
69:
62:
50:
30:
872:1949 births
370:(1): 5–22.
136:Nationality
851:Categories
646:References
167:Statistics
66:newspapers
33:references
804:economist
735:122981013
685:120107194
638:122906184
601:122981013
524:154681165
481:CiteSeerX
450:CiteSeerX
333:CiteSeerX
238:Biography
384:55416745
96:May 2021
727:1913471
630:1913472
593:1913471
557:2998579
355:5882434
80:scholar
801:French
733:
725:
683:
636:
628:
599:
591:
555:
522:
483:
452:
382:
353:
335:
163:Fields
140:French
82:
75:
68:
61:
53:
806:is a
731:S2CID
723:JSTOR
703:(PDF)
681:S2CID
634:S2CID
626:JSTOR
597:S2CID
589:JSTOR
569:(PDF)
553:JSTOR
520:S2CID
396:(PDF)
380:S2CID
351:S2CID
262:Books
247:Works
87:JSTOR
73:books
808:stub
255:and
128:Born
59:news
758:doi
715:doi
673:doi
618:doi
581:doi
545:doi
512:doi
508:109
491:doi
460:doi
446:119
429:doi
408:doi
404:119
372:doi
343:doi
35:to
853::
752:.
729:.
721:.
711:52
709:.
705:.
679:.
669:28
667:.
663:.
632:.
624:.
614:52
612:.
595:.
587:.
577:52
575:.
571:.
551:.
541:66
539:.
535:.
518:.
506:.
489:.
477:70
475:.
458:.
444:.
425:34
423:.
402:.
398:.
378:.
368:29
366:.
349:.
341:.
329:23
327:.
46:.
839:e
832:t
825:v
814:.
764:.
760::
754:8
737:.
717::
687:.
675::
640:.
620::
603:.
583::
559:.
547::
526:.
514::
497:.
493::
466:.
462::
435:.
431::
414:.
410::
386:.
374::
357:.
345::
271:.
109:)
103:(
98:)
94:(
84:·
77:·
70:·
63:·
40:.
Text is available under the Creative Commons Attribution-ShareAlike License. Additional terms may apply.