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~person:"Monfort, Alain"
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Search: subject_exact:"Autoregressive moving average"
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Monfort, Alain
Gil-Alaña, Luis A.
23
McAleer, Michael
22
Beran, Jan
18
Feng, Yuanhua
12
Karanasos, Menelaos
12
Poskitt, Donald Stephen
12
Sibbertsen, Philipp
11
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10
Maravall Herrero, Agustín
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Palm, Franz C.
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9
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9
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9
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Laurent, Sébastien
8
Meitz, Mika
8
Asai, Manabu
7
Francq, Christian
7
Glabadanidis, Paskalis
7
Gupta, Rangan
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Hecq, Alain W. J.
7
Lieberman, Offer
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Ocker, Dirk
7
Phillips, Peter C. B.
7
Račev, Svetlozar T.
7
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6
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6
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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
Bayesian estimation of switching ARMA models
Billio, Monica
;
Monfort, Alain
;
Robert, Christian P.
- In:
Journal of econometrics
93
(
1999
)
2
,
pp. 229-255
Persistent link: https://www.econbiz.de/10001406655
Saved in:
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