Patrick Gagliardini
Patrick Gagliardini
Professor of Econometrics, Università della Svizzera Italiana
Verified email at usi.ch - Homepage
Title
Cited by
Cited by
Year
Time‐varying risk premium in large cross‐sectional equity data sets
P Gagliardini, E Ossola, O Scaillet
Econometrica 84 (3), 985-1046, 2016
1672016
Time‐varying risk premium in large cross‐sectional equity data sets
P Gagliardini, E Ossola, O Scaillet
Econometrica 84 (3), 985-1046, 2016
1672016
Testing asset pricing models with coskewness
G Barone Adesi, P Gagliardini, G Urga
Journal of Business & Economic Statistics 22 (4), 474-485, 2004
1342004
Ambiguity aversion and the term structure of interest rates
P Gagliardini, P Porchia, F Trojani
The review of financial studies 22 (10), 4157-4188, 2008
892008
Stochastic migration models with application to corporate risk
P Gagliardini, C Gouriéroux
Journal of Financial Econometrics 3 (2), 188-226, 2005
832005
Stochastic migration models with application to corporate risk
P Gagliardini, C Gouriéroux
Journal of Financial Econometrics 3 (2), 188-226, 2005
832005
Stochastic migration models with application to corporate risk
P Gagliardini, C Gouriéroux
Journal of Financial Econometrics 3 (2), 188-226, 2005
832005
Efficient derivative pricing by the extended method of moments
P Gagliardini, C Gourieroux, E Renault
Econometrica 79 (4), 1181-1232, 2011
772011
Efficient derivative pricing by the extended method of moments
P Gagliardini, C Gourieroux, E Renault
Econometrica 79 (4), 1181-1232, 2011
772011
Migration correlation: Definition and efficient estimation
P Gagliardini, C Gouriéroux
Journal of Banking & Finance 29 (4), 865-894, 2005
492005
Migration correlation: Definition and efficient estimation
P Gagliardini, C Gouriéroux
Journal of Banking & Finance 29 (4), 865-894, 2005
492005
Nonparametric instrumental variable estimation of structural quantile effects
P Gagliardini, O Scaillet
Econometrica 80 (4), 1533-1562, 2012
442012
Robust GMM tests for structural breaks
P Gagliardini, F Trojani, G Urga
Journal of Econometrics 129 (1-2), 139-182, 2005
392005
Robust GMM tests for structural breaks
P Gagliardini, F Trojani, G Urga
Journal of Econometrics 129 (1-2), 139-182, 2005
392005
An efficient nonparametric estimator for models with nonlinear dependence
P Gagliardini, C Gouriéroux
Journal of Econometrics 137 (1), 189-229, 2007
362007
A diagnostic criterion for approximate factor structure
P Gagliardini, E Ossola, O Scaillet
Journal of Econometrics 212 (2), 503-521, 2019
342019
Efficiency in large dynamic panel models with common factors
P Gagliardini, C Gourieroux
Econometric Theory 30 (5), 961-1020, 2014
262014
Tikhonov regularization for nonparametric instrumental variable estimators
P Gagliardini, O Scaillet
Journal of Econometrics 167 (1), 61-75, 2012
262012
Generalization of the Luttinger theorem for fermionic ladder systems
P Gagliardini, S Haas, TM Rice
Physical Review B 58 (15), 9603, 1998
261998
Inference in Group Factor Models With an Application to Mixed‐Frequency Data
E Andreou, P Gagliardini, E Ghysels, M Rubin
Econometrica 87 (4), 1267-1305, 2019
222019
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