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~person:"Lardic, Sandrine"
~person:"Monfort, Alain"
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Search: subject_exact:"Autoregressive+integrated+moving+average"
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12
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Lardic, Sandrine
Monfort, Alain
Gil-Alaña, Luis A.
23
McAleer, Michael
22
Beran, Jan
18
Feng, Yuanhua
12
Karanasos, Menelaos
12
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12
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12
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11
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10
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10
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9
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9
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8
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8
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8
Saikkonen, Pentti
8
Asai, Manabu
7
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7
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7
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7
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7
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7
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7
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7
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7
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6
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6
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6
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ECONIS (ZBW)
12
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1
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
Persistent link: https://www.econbiz.de/10012197831
Saved in:
2
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
The review of economic studies : RES
87
(
2020
)
4
,
pp. 1915-1953
Persistent link: https://www.econbiz.de/10012259682
Saved in:
3
Switching VARMA term structure models : extended version
Monfort, Alain
(
contributor
);
Pegoraro, Fulvio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003796537
Saved in:
4
Switching VARMA term structure models : extended version
Monfort, Alain
;
Pegoraro, Fulvio
-
2007
Persistent link: https://www.econbiz.de/10003592184
Saved in:
5
Switiching VARMA term structure models
Monfort, Alain
;
Pegoraro, Fulvio
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
1
,
pp. 105-153
Persistent link: https://www.econbiz.de/10003518289
Saved in:
6
Paradoxe de Deaton et habitudes de consommation : une analyse en termes de mémoire longue
Lardic, Sandrine
;
Mignon, Valérie
- In:
Revue d'économie politique
115
(
2005
)
1
,
pp. 129-160
Persistent link: https://www.econbiz.de/10002623975
Saved in:
7
The exact maximum likelihood estimation of ARFIMA processes and model selection criteria : a Monte Carlo study
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
- In:
Economics bulletin : EB
(
2004
)
Persistent link: https://www.econbiz.de/10003072868
Saved in:
8
The exact maximum likelihood estimation of ARFIMA processes and model selection criteria : a Monte Carlo study
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760400
Saved in:
9
Frequeny-domain estimation of fractionally integrated processes : impact of short-term components on the bandwidth choice
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760407
Saved in:
10
Cointégration fractionnaire entre la consommation et le revenu
Lardic, Sandrine
;
Mignon, Valérie
- In:
Economie & prévision : EP
(
2003
)
2
,
pp. 123-142
Persistent link: https://www.econbiz.de/10001836648
Saved in:
1
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