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Christian Gouriéroux

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Christian Gouriéroux
Born1949 (age 74–75)
NationalityFrench
Alma materUniversity of Rouen
Scientific career
FieldsStatistics
Econometrics
InstitutionsUniversity of Toronto
Center for Research in Economics and Statistics
Doctoral advisorJean-Pierre Raoult

Christian Gouriéroux (born 1949) is an econometrician who holds a Doctor of Philosophy in mathematics from the University of Rouen. He has the Professor exceptional level title from France. Gouriéroux is now a professor at University of Toronto and CREST, Paris [Center for Research in Economics and Statistics].

Gouriéroux has published in journals worldwide, and was a recipient of the Koopmans Prize (with two fellow partners) for their project, "General Approach to Serial Correlation" in 1985–1987. He was also awarded the Silver Medal of the Conseil National de Recherche Scientifique by the French Ministry of Research. He is a fellow of the Econometric Society.

Biography

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Gouriéroux completed his undergraduate studies in economics and statistics at ENSAE.[1] He has received Doctorat honoris causa from Université de Mons-Hainaut, Université de Neuchâtel, as well as HEC Montréal.

Works

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Gouriéroux has written 17 books and over 160 articles, including 12 Econometrica. He is known for his work on the Quasi-maximum likelihood estimate[2] and Indirect inference[3]

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.
Articles/Essays/Papers

References

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  1. ^ Ghysels, Eric; Renault, Eric (2012). "The ET interview: Christian Gouriéroux and Alain Monfort". Econometric Theory. 28 (4): 889–914. doi:10.1017/S0266466611000818. S2CID 120107194.
  2. ^ Gourieroux, C.; Monfort, A.; Trognon, A. (1984). "Pseudo Maximum Likelihood Methods: Theory" (PDF). Econometrica. 52 (3): 681–700. doi:10.2307/1913471. JSTOR 1913471. S2CID 122981013.
  3. ^ Gourieroux, C.; Monfort, A.; Renault, E. (1993). "Indirect inference". Journal of Applied Econometrics. 8: S85–S118. doi:10.1002/jae.3950080507.