Christian Gourieroux
Christian Gourieroux (* 1949 ) is an econometrician . Every year he teaches and researches for one semester at the University of Toronto in Canada , the other half of the year he spends at the Center of Research in Economics and Statistics (CREST) in Paris , France .
Christian Gourieroux published in numerous specialist journals around the world.
In 1990, together with Alain Monfort and Alain Trogon, he was awarded the Tjalling C. Koopmans Prize for their work "General Approach to Serial Correlation".
Publications
Books
- 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)
items
- 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
Web links
- Christian S. Gourieroux: IDEAS File (English)
- Gourieroux's page on crest.fr (French)
Individual evidence
- ^ Past Tjalling C. Koopmans Prizes. korora.econ.yale.edu, accessed November 20, 2015 .
| personal data | |
|---|---|
| SURNAME | Gourieroux, Christian |
| BRIEF DESCRIPTION | Econometrician |
| DATE OF BIRTH | 1949 |