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Alain Monfort
Alain Monfort
Professeur
Verified email at ensae.fr - Homepage
Title
Cited by
Cited by
Year
Pseudo maximum likelihood methods: Theory
C Gourieroux, A Monfort, A Trognon
Econometrica: journal of the Econometric Society, 681-700, 1984
2716*1984
Indirect inference
C Gourieroux, A Monfort, E Renault
Journal of applied econometrics 8 (S1), S85-S118, 1993
21161993
Simulation-based econometric methods
C Gourieroux, M Gourieroux, A Monfort, DA Monfort
Oxford university press, 1996
15211996
Statistics and econometric models
C Gourieroux, A Monfort
Cambridge University Press, 1995
8711995
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
6021982
Generalised residuals
C Gourieroux, A Monfort, E Renault, A Trognon
Journal of econometrics 34 (1-2), 5-32, 1987
5601987
Séries temporelles et modèles dynamiques
C Gouriéroux, A Monfort
Economica, 1995
3601995
Time series and dynamic models
C Gourieroux, A Monfort, G Christian
Cambridge University Press, 1997
3411997
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
2901993
Statistique et modèles économétriques: Notions générales, estimation, prévision, algorithmes
C Gouriéroux, A Monfort
Dunod, 1989
2661989
Qualitative threshold ARCH models
C Gourieroux, A Monfort
Journal of econometrics 52 (1-2), 159-199, 1992
2301992
Coherency conditions in simultaneous linear equation models with endogenous switching regimes
C Gourieroux, JJ Laffont, A Monfort
National Bureau of Economic Research, 1979
2081979
Simulation based inference in models with heterogeneity
C Gourieroux, A Monfort
Annales d'Economie et de Statistique, 69-107, 1990
1951990
Identification of a mixed autoregressive-moving average process: The corner method
JM Beguin, C Gourieroux, A Monfort
Time series, 423-436, 1980
1951980
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
1651982
Testing non-nested hypotheses
C Gourieroux, A Monfort
Handbook of econometrics 4, 2583-2637, 1994
1491994
Moindres carrés asymptotiques
C Gourieroux, A Monfort, A Trognon
Annales de l'INSEE, 91-122, 1985
1331985
Disequilibrium econometrics in simultaneous equations systems
C Gourieroux, JJ Laffont, A Monfort
Econometrica: Journal of the Econometric Society, 75-96, 1980
1291980
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
1282003
Testing nested or non-nested hypotheses
C Gourieroux, A Monfort, A Trognon
Journal of Econometrics 21 (1), 83-115, 1983
1231983
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