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Simulation-based inference: A survey with special reference to panel data models
Gourieroux, Christian; Monfort, Alain - In: Journal of econometrics 59 (1993) 1-2, pp. 5-34
Persistent link: https://www.econbiz.de/10006805259
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Asymptotic properties of the maximum likelihood estimator in dichotomous logit models
Gourieroux, Christian; Monfort, Alain - In: Journal of econometrics 17 (1981) 1, pp. 83-97
Persistent link: https://www.econbiz.de/10002536400
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On the characterization of a joint probability distribution by conditional distributions
Gourieroux, Christian; Monfort, Alain - In: Journal of econometrics 10 (1979) 1, pp. 115-118
Persistent link: https://www.econbiz.de/10002536502
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First-order identification in linear models
Monfort, Alain - In: Journal of econometrics 7 (1978) 3, pp. 333-350
Persistent link: https://www.econbiz.de/10002500965
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Multivariate Jacobi process with application to smooth transitions
Gourieroux, Christian; Jasiak, Joann - In: Journal of econometrics 131 (2006) 1, pp. 475-506
Persistent link: https://www.econbiz.de/10006747785
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Rank tests for unit roots
Breitung, Jörg; Gourieroux, Christian - In: Journal of econometrics 81 (1997) 1, pp. 7-28
Persistent link: https://www.econbiz.de/10006791211
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Econometric specification of the risk neutral valuation model
Clément, Emmanuelle; Gouriéroux, Christian; Monfort, Alain - In: Journal of econometrics 94 (2000) 1/2, pp. 117-143
Persistent link: https://www.econbiz.de/10001437749
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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
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Fourth order pseudo maximum likelihood methods
Holly, Alberto; Monfort, Alain; Rockinger, Michael - In: Journal of econometrics 162 (2011) 2, pp. 278-294
Persistent link: https://www.econbiz.de/10008997621
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Disequilibrium econometrics in dynamic models
Laffont, Jean-Jacques; Monfort, Alain - In: Journal of econometrics 11 (1979) 2/3, pp. 353-361
Persistent link: https://www.econbiz.de/10002447209