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ISBN: 9780691120669 - The Econometrics of Individual Risk The Econometrics of Individual Risk
Christian Gourieroux, Joann Jasiak

ISBN10: 0691120668  ISBN13: 9780691120669
Publisher: Princeton University Press
Edition: illustrated edition
Format: Hardback
Publication date: 02 Jan 2007
"I don't know of any other book with this orientation. It promises to fill a gap in both the econometric and finance literature."--Torben G. Andersen, Kellogg School of Management, Northwestern University""The Econometrics of Individual Risk"... More

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ISBN: 9780387948768 - ARCH Models and Financial Applications ARCH Models and Financial Applications
Christian Gourieroux

ISBN10: 0387948767  ISBN13: 9780387948768
Publisher: Springer-Verlag New York Inc.
Format: Hardback
Publication date: 01 Mar 1997
ARCH models provide an appropriate framework for studying financial and monetary problems.This book surveys recent work with ARCH models from the perspective of statistical theory, financial models, and applications. Translated from the French... More

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New & used from £35.83
ISBN: 9780691088723 - Financial Econometrics Financial Econometrics
Christian Gourieroux, Joann Jasiak

ISBN10: 0691088721  ISBN13: 9780691088723
Publisher: Princeton University Press
Edition: illustrated edition
Format: Hardback
Publication date: 19 Nov 2001
Financial econometrics is a great success story in economics. Econometrics uses data and statistical inference methods, together with structural and descriptive modeling, to address rigorous economic problems. Its development within the world of... More

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ISBN: 9780521589857 - Econometrics of Qualitative Dependent Variables Econometrics of Qualitative Dependent Variables
Christian Gourieroux Christian gourieroux Phillips, Peter C B Gourieroux, Christian

ISBN10: 0521589851  ISBN13: 9780521589857
Publisher: Cambridge University Press
Edition: illustrated edition
Format: Paperback
Publication date: 09 Oct 2000
This text introduces students progressively to various aspects of qualitative models and assumes a knowledge of basic principles of statistics and econometrics. After the introduction, Chapters 2 through 6 present models with endogenous... More

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ISBN: 9780198774754 - Simulation-based Econometric Methods Simulation-based Econometric Methods
Christian Gourieroux, Alain Monfort

ISBN10: 0198774753  ISBN13: 9780198774754
Publisher: Oxford University Press
Edition: illustrated edition
Format: Multimedia Item
Publication date: 09 Jan 1997
Simulation-Based Econometric Methods introduces a new generation of econometric methods in the classical domain. After linear models leading to analytical expressions for estimators and non-linear models using numerical optimization algorithms... More

£112.00
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New & used from £113.22
ISBN: 9780415269261 - Reduced Forms of Rational Expectations Models Reduced Forms of Rational Expectations Models
L Broze, Christian Gourieroux, A Szafarz

ISBN10: 0415269261  ISBN13: 9780415269261
Publisher: Taylor & Francis Ltd
Edition: illustrated edition
Format: Hardback
Publication date: 06 Dec 2001
A comprehensive exposition of rational expectations models is provided here, working up from simple univariate models to more sophisticated multivariate and non-linear models. A comprehensive exposition of rational expectations models is provided... More

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ISBN: 9780521471626 - Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, (v. 2) Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, (v. 2)
Christian Gourieroux, Alain Monfort Phillips, Peter C B Gourieroux, Christian

ISBN10: 0521471621  ISBN13: 9780521471626
Publisher: Cambridge University Press
Format: Hardback
Publication date: 26 Oct 1995
This two-volume work aims to present as completely as possible the methods of statistical inference with special reference to their economic applications. The reader will find a description not only of the classical concepts and results of... More

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New & used from £69.86
ISBN: 9780521331494 - Econometrics of Qualitative Dependent Variables Econometrics of Qualitative Dependent Variables
Christian Gourieroux Phillips, Peter C B Gourieroux, Christian

ISBN10: 0521331498  ISBN13: 9780521331494
Publisher: Cambridge University Press
Format: Hardback
Publication date: 16 Oct 2000
This text aims to introduce students progressively to various aspects of qualitative models and assumes a knowledge of basic principles of statistics and econometrics. Inferring qualitative characteristics of data on socioeconomic class... More

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New & used from £32.98
ISBN: 9780521477451 - Statistics and Econometric Models (v.2) Statistics and Econometric Models (v.2)
Christian Gourieroux, Alain Monfort Gourieroux, Christain Phillips, Peter C B

ISBN10: 052147745X  ISBN13: 9780521477451
Publisher: Cambridge University Press
Format: Paperback
Publication date: 26 Oct 1995
This two-volume work aims to present as completely as possible the methods of statistical inference with special reference to their economic applications. The reader will find a description not only of the classical concepts and results of... More

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ISBN: 9780521477444 - Statistics and Econometric Models (v.1) Statistics and Econometric Models (v.1)
Christian Gourieroux, Alain Monfort Monfort, Alain Phillips, Peter C B

ISBN10: 0521477441  ISBN13: 9780521477444
Publisher: Cambridge University Press
Format: Paperback
Publication date: 26 Oct 1995
This two-volume work aims to present as completely as possible the methods of statistical inference with special reference to their economic applications. It is a well-integrated textbook presenting a wide diversity of models in a coherent and... More