Alain Monfort
Alain Monfort
Professeur
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Pseudo maximum likelihood methods: Theory
C Gourieroux, A Monfort, A Trognon
Econometrica: journal of the Econometric Society, 681-700, 1984
2459*1984
Indirect inference
C Gourieroux, A Monfort, E Renault
Journal of applied econometrics 8 (S1), S85-S118, 1993
18881993
Simulation-based econometric methods
M Gourieroux, C Gourieroux, A Monfort, DA Monfort
Oxford university press, 1996
14501996
Statistics and econometric models
C Gourieroux, A Monfort
Cambridge University Press, 1995
7921995
Likelihood ratio test, Wald test, and Kuhn-Tucker test in linear models with inequality constraints on the regression parameters
C Gourieroux, A Holly, A Monfort
Econometrica: journal of the Econometric Society, 63-80, 1982
5361982
Generalised residuals
C Gourieroux, A Monfort, E Renault, A Trognon
Journal of econometrics 34 (1-2), 5-32, 1987
5341987
Bivariate alternatives to the Tobit model
R Blundell, C Meghir
Journal of Econometrics 34 (1-2), 179-200, 1987
5131987
Séries temporelles et modèles dynamiques
C Gouriéroux, A Monfort
Economica, 1995
3401995
Time series and dynamic models
C Gourieroux, A Monfort
Cambridge University Press, 1997
3161997
Simulation-based inference: A survey with special reference to panel data models
C Gourieroux, A Monfort
Journal of Econometrics 59 (1-2), 5-33, 1993
2641993
Statistique et modèles économétriques: Notions générales, estimation, prévision, algorithmes
C Gouriéroux, A Monfort
Dunod, 1989
2641989
Qualitative threshold ARCH models
C Gourieroux, A Monfort
Journal of econometrics 52 (1-2), 159-199, 1992
2221992
Coherency conditions in simultaneous linear equation models with endogenous switching regimes
C Gourieroux, JJ Laffont, A Monfort
National Bureau of Economic Research, 1979
1981979
Identification of a mixed autoregressive-moving average process: The corner method
JM Beguin, C Gourieroux, A Monfort
Time series, 423-436, 1980
1911980
Simulation based inference in models with heterogeneity
C Gourieroux, A Monfort
Annales d'Economie et de Statistique, 69-107, 1990
1871990
Rational expectations in dynamic linear models: analysis of the solutions
C Gourieroux, JJ Laffont, A Monfort
Econometrica: Journal of the Econometric Society, 409-425, 1982
1561982
Testing non-nested hypotheses
C Gourieroux, A Monfort
Handbook of econometrics 4, 2583-2637, 1994
1451994
Moindres carrés asymptotiques
C Gourieroux, A Monfort, A Trognon
Annales de l'INSEE, 91-122, 1985
1311985
Is economic activity in the G7 synchronized? Common shocks versus spillover effects
A Monfort, JP Renne, R Rüffer, G Vitale
Common Shocks Versus Spillover Effects (November 2003), 2003
1232003
Testing nested or non-nested hypotheses
C Gourieroux, A Monfort, A Trognon
Journal of Econometrics 21 (1), 83-115, 1983
1121983
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