Christian Gouriéroux (born 1949) is an
econometrician
Econometrics is an application of statistical methods to economic data in order to give empirical content to economic relationships. M. Hashem Pesaran (1987). "Econometrics", '' The New Palgrave: A Dictionary of Economics'', v. 2, p. 8 p. 8â ...
who holds a
Doctor of Philosophy
A Doctor of Philosophy (PhD, DPhil; or ) is a terminal degree that usually denotes the highest level of academic achievement in a given discipline and is awarded following a course of Postgraduate education, graduate study and original resear ...
in mathematics from the
University of Rouen
The University of Rouen Normandy (''Université de Rouen Normandie'') is a French university, in the Academy of Rouen.
History and demographics
Located not in Rouen, but in the suburb of Mont-Saint-Aignan (a "township" in the Normandy region), t ...
. He has the Professor exceptional level title from France. Gouriéroux is now a professor at University of Toronto and CREST, Paris
enter 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
Gouriéroux completed his undergraduate studies in economics and statistics at ENSAE.
He has received Doctorat honoris causa from Université de Mons-Hainaut, Université de Neuchâtel, as well as HEC Montréal.
Works
Gouriéroux has written 17 books and over 160 articles, including 12 Econometrica. He is known for his work on the
Quasi-maximum likelihood estimate In statistics a quasi-maximum likelihood estimate (QMLE), also known as a pseudo-likelihood estimate or a composite likelihood estimate, is an estimate of a parameter ''θ'' in a statistical model that is formed by maximizing a function that is rela ...
and
Indirect inference
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References
Bibliography
Christian S. Gouriéroux: IDEAS File
French economists
Living people
Econometricians
1949 births
University of Rouen Normandy alumni
Fellows of the Econometric Society
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