Christian Gourieroux

Christian Gourieroux ( * 1949 ) is an econometrician. Each year he teaches and conducts research for a semester at the University of Toronto in Canada, the other half he spends at the Center of Research in Economics and Statistics ( CREST) ​​in Paris, France.

Christian Gourieroux published worldwide in numerous journals. In 1990 he was awarded with Alain Monfort and Alain Trogon with the Koopmans Prize for their work, " General Approach to Serial Correlation ".

Publications

  • Financial Econometrics: Problems, Models, and Methods
  • Simulation -Based Econometric Methods ( Oup / Core Lecture Series )
  • Statistics and Econometric Models ( Themes in Modern Econometrics )
  • Time Series and Dynamic Models ( Themes in Modern Econometrics )
  • Statistique de l'assurance ( Collection " Economie et statistiques Avancées " )
  • ARCH Models and Financial Applications ( Springer Series in Statistics)

Article

  • Nonlinear Autocorrelograms: An Application to Inter-Trade Durations
  • Infrequent Extreme Risks
  • Kernel-based nonlinear canonical analysis and time reversibility
  • Heterogeneous INAR ( 1) model with application to car insurance
  • Stochastic volatility duration models
  • Memory and infrequent breaks
  • Testing for Evidence of Adverse Selection in the Automobile Insurance Market: A Comment
  • Instrumental Models and Indirect Encompassing

References

  • Christian S. Gourieroux: IDEAS File ( English)
  • Gourierouxs page on crest.fr (French)
  • Economist ( 20th century)
  • Economist ( 21st century)
  • University teachers ( University of Toronto )
  • University teachers (Paris)
  • Frenchman
  • Born in 1949
  • Man
Integrated Authority File
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