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~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Billio, Monica"
~subject:"Kointegration"
~subject:"Theory"
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Billio, Monica
Robert, Christian P.
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Gouriéroux, Christian
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Zakoïan, Jean-Michel
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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Functional indirect inference
Billio, Monica
;
Monfort, Alain
-
1999
Persistent link: https://www.econbiz.de/10001355607
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2
The simulated likelihood ratio (SLR) method
Billio, Monica
;
Monfort, Alain
;
Robert, Christian P.
-
1998
Persistent link: https://www.econbiz.de/10000986955
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3
Bayesian estimation of switching ARMA models
Billio, Monica
;
Monfort, Alain
;
Robert, Christian P.
-
1996
Persistent link: https://www.econbiz.de/10000952928
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4
Switching state space models : likelihood function, filtering and smoothing
Billio, Monica
;
Monfort, Alain
-
1995
Persistent link: https://www.econbiz.de/10000924125
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