Knowledge (XXG)

Christian Gouriéroux

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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".
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Gourieroux, C.; Monfort, A.; Trognon, A. (1984). "Pseudo Maximum Likelihood Methods: Applications to Poisson Models".
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Gourieroux, Christian; Jasiak, Joann (2002). "Nonlinear Autocorrelograms: An Application to Inter-Trade Durations".
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Gouriéroux has written 17 books and over 160 articles, including 12 Econometrica. He is known for his work on the
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Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joann (2004). "Stochastic volatility duration models".
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Gourieroux, C.; Jasiak, J. (2004). "Heterogeneous INAR(1) model with application to car insurance".
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by the French Ministry of Research. He is a fellow of the Econometric Society.
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Gourieroux, Christian; Jasiak, Joann (2001). "Memory and infrequent breaks".
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Gouriéroux has published in journals worldwide, and was a recipient of the
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Gourieroux, C.; Monfort, A.; Renault, E. (1993). "Indirect inference".
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Darolles, Serge; Florens, Jean-Pierre; Gouriéroux, Christian (2004).
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Gourieroux, C.; Monfort, A. (2004). "Infrequent Extreme Risks".
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Dhaene, Geert; Gourieroux, Christian; Scaillet, Oliver (1998).
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Financial Econometrics: Problems, Models, and Methods
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Index


references
primary sources
secondary or tertiary sources
"Christian Gouriéroux"
news
newspapers
books
scholar
JSTOR
Learn how and when to remove this message
French
University of Rouen
Statistics
Econometrics
University of Toronto
Center for Research in Economics and Statistics
Doctoral advisor
Jean-Pierre Raoult
econometrician
Doctor of Philosophy
University of Rouen
Koopmans Prize
Conseil National de Recherche Scientifique
Quasi-maximum likelihood estimate
Indirect inference
CiteSeerX
10.1.1.27.7647
doi
10.1111/1467-9892.00259

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