| Time‐varying risk premium in large cross‐sectional equity data sets P Gagliardini, E Ossola, O Scaillet Econometrica 84 (3), 985-1046, 2016 | 130 | 2016 |
| Time‐varying risk premium in large cross‐sectional equity data sets P Gagliardini, E Ossola, O Scaillet Econometrica 84 (3), 985-1046, 2016 | 130 | 2016 |
| Testing asset pricing models with coskewness G Barone Adesi, P Gagliardini, G Urga Journal of Business & Economic Statistics 22 (4), 474-485, 2004 | 130 | 2004 |
| Stochastic migration models with application to corporate risk P Gagliardini, C Gouriéroux Journal of Financial Econometrics 3 (2), 188-226, 2005 | 88 | 2005 |
| Stochastic migration models with application to corporate risk P Gagliardini, C Gouriéroux Journal of Financial Econometrics 3 (2), 188-226, 2005 | 88 | 2005 |
| Stochastic migration models with application to corporate risk P Gagliardini, C Gouriéroux Journal of Financial Econometrics 3 (2), 188-226, 2005 | 88 | 2005 |
| 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 | 86 | 2008 |
| Efficient derivative pricing by the extended method of moments P Gagliardini, C Gourieroux, E Renault Econometrica 79 (4), 1181-1232, 2011 | 73 | 2011 |
| Efficient derivative pricing by the extended method of moments P Gagliardini, C Gourieroux, E Renault Econometrica 79 (4), 1181-1232, 2011 | 73 | 2011 |
| Migration correlation: Definition and efficient estimation P Gagliardini, C Gouriéroux Journal of Banking & Finance 29 (4), 865-894, 2005 | 44 | 2005 |
| Migration correlation: Definition and efficient estimation P Gagliardini, C Gouriéroux Journal of Banking & Finance 29 (4), 865-894, 2005 | 44 | 2005 |
| Nonparametric instrumental variable estimation of structural quantile effects P Gagliardini, O Scaillet Econometrica 80 (4), 1533-1562, 2012 | 40 | 2012 |
| Robust GMM tests for structural breaks P Gagliardini, F Trojani, G Urga Journal of Econometrics 129 (1-2), 139-182, 2005 | 40 | 2005 |
| Robust GMM tests for structural breaks P Gagliardini, F Trojani, G Urga Journal of Econometrics 129 (1-2), 139-182, 2005 | 40 | 2005 |
| An efficient nonparametric estimator for models with nonlinear dependence P Gagliardini, C Gouriéroux Journal of Econometrics 137 (1), 189-229, 2007 | 32 | 2007 |
| Tikhonov regularization for nonparametric instrumental variable estimators P Gagliardini, O Scaillet Journal of Econometrics 167 (1), 61-75, 2012 | 26 | 2012 |
| Efficiency in large dynamic panel models with common factors P Gagliardini, C Gourieroux Econometric Theory, 961-1020, 2014 | 24 | 2014 |
| Generalization of the Luttinger theorem for fermionic ladder systems P Gagliardini, S Haas, TM Rice Physical Review B 58 (15), 9603, 1998 | 24 | 1998 |
| A diagnostic criterion for approximate factor structure P Gagliardini, E Ossola, O Scaillet Journal of Econometrics 212 (2), 503-521, 2019 | 20 | 2019 |
| Nonparametric instrumental variable estimation of quantile structural effects V Chernozhukov, P Gagliardini, O Scaillet HEC, 2008 | 19 | 2008 |
