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Publications by Christian Gourieroux

Least Impulse Response Estimator for Stress Test Exercises

SSRN Electronic Journal

English

Conditionally Fitted Sharpe Performance With an Application to Hedge Fund Rating

SSRN Electronic Journal

English

Related publications

Impulse Response Functions and Causality Test of Financial Stress and Stock Market Risk Premiums

SSRN Electronic Journal

English

Distribution Theory of the Least Squares Averaging Estimator

Journal of Econometrics

Philosophy of Science

Applied Mathematics

English

Least Squares Estimator for Vasicek Model Driven by Fractional Levy Processes

JOURNAL OF ADVANCES IN MATHEMATICS

English

Numerical Impulse Response Test to Identify Parametric Models for Closed-Slot Deep-Bar Induction Motors

IET Electric Power Applications

Electronic Engineering

English

Impulse Response Matching Estimators for DSGE Models

SSRN Electronic Journal

English

Least Mean M-Estimate Algorithms for Robust Adaptive Filtering in Impulse Noise

IEEE Transactions on Circuits and Systems II: Analog and Digital Signal Processing

English

Equivariant Adjusted Least Squares Estimator in Two-Line Fitting Model

Modern Stochastics: Theory and Applications

English

An Asymptotically Efficient Weighted Least Squares Estimator for Co-Array-Based DoA Estimation

IEEE Transactions on Signal Processing

Electronic Engineering

Signal Processing

English

Nonlinear Impulse Response Functions

Journal of Economic Dynamics and Control

Applied Mathematics

English