Christian Gourieroux Books
Statistics and Econometric Models
By Christian Gourieroux, Alain Monfort
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 onl...
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Financial Econometrics
By Christian Gourieroux, Joann Jasiak
"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 econo...
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