1. Convolution‐based filtering and forecasting: An application to WTI crude oil prices. (21st February 2021) Authors: Gourieroux, Christian; Jasiak, Joann; Tong, Michelle Journal: Journal of forecasting Issue: Volume 40:Number 7(2021) Page Start: 1230 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Dynamic deconvolution and identification of independent autoregressive sources. (10th August 2022) Authors: Gourieroux, Christian; Jasiak, Joann Journal: Journal of time series analysis Issue: Volume 44:Number 2(2023) Page Start: 151 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. EFFICIENCY IN LARGE DYNAMIC PANEL MODELS WITH COMMON FACTORS. (16th April 2014) Authors: Gagliardini, Patrick; Gourieroux, Christian Journal: Econometric theory Issue: Volume 30:Number 5(2014:Oct.) Page Start: 961 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. ESTIMATION-ADJUSTED VAR. (8th January 2013) Authors: Gourieroux, Christian; Zakoïan, Jean-Michel Journal: Econometric theory Issue: Volume 29:Number 4(2013:Aug.) Page Start: 735 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. Filtering, Prediction and Simulation Methods for Noncausal Processes. (10th November 2015) Authors: Gourieroux, Christian; Jasiak, Joann Journal: Journal of time series analysis Issue: Volume 37:Number 3(2016:May) Page Start: 405 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. Forecast performance and bubble analysis in noncausal MAR(1, 1) processes. (12th August 2020) Authors: Gourieroux, Christian; Hencic, Andrew; Jasiak, Joann Journal: Journal of forecasting Issue: Volume 40:Number 2(2021) Page Start: 301 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. Local Likelihood Density Estimation and Value-at-Risk. (22nd April 2010) Authors: Gourieroux, Christian; Jasiak, Joann Other Names: Zitikis Ričardas Academic Editor. Journal: Journal of probability and statistics Issue: Volume 2010(2010) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. Transition model for coronavirus management. (23rd March 2022) Authors: Djogbenou, Antoine; Gourieroux, Christian; Jasiak, Joann; Rilstone, Paul; Bandehali, Maygol Other Names: Aguirregabiria Victor guestEditor.; Anderson Siwan guestEditor.; Khan Hashmat guestEditor. Journal: Canadian journal of economics Issue: Volume 55:Supplement S1(2022) Page Start: 665 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗