Gourieroux, Christian
- Generalized Covariance Estimator
2021/07/14 by Gourieroux, Christian, Jasiak, Joann · 2 citations
#Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Methodology (stat.ME)
- Nonlinear Fore(Back)casting and Innovation Filtering for Causal-Noncausal VAR Models
2022/05/20 by Christian Gouriéroux, Joann Jasiak, Gourieroux, Christian +1 · 2 citations
Engineering · #62G #62H #62M10 #62P20 #Econometrics (econ.EM) #FOS: Economics and business #Fault Detection and Control Systems #I.6.3 #I.6.4