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Fourth order pseudo maximum likelihood methods
Holly, Alberto; Monfort, Alain; Rockinger, Michael - In: Journal of econometrics 162 (2011) 2, pp. 278-293
Persistent link: https://www.econbiz.de/10009270633
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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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A random linear functional approach to efficiency bounds
Holly, Alberto - In: Journal of econometrics 65 (1995) 1, pp. 235-261
Persistent link: https://www.econbiz.de/10001173086
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A random linear functional approach to efficiency bounds
Holly, Alberto - In: Journal of econometrics 65 (1995) 1, pp. 235-262
Persistent link: https://www.econbiz.de/10006798490
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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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Entropy densities with an application to autoregressive conditional skewness and kurtosis
Rockinger, Michael; Jondeau, Eric - In: Journal of econometrics 106 (2002) 1, pp. 119-142
Persistent link: https://www.econbiz.de/10001633716
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Entropy densities with an application to autoregressive conditional skewness and kurtosis
Rockinger, Michael; Jondeau, Eric - In: Journal of econometrics 106 (2002) 1, pp. 119-142
Persistent link: https://www.econbiz.de/10006770263
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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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A Quadratic Kalman Filter
Monfort, Alain; Renne, Jean-Paul; Roussellet, Guillaume - In: Journal of econometrics 187 (2015) 1, pp. 43-56
Persistent link: https://www.econbiz.de/10011498735
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Pricing with finite dimensional dependence
Gouriéroux, Christian; Monfort, Alain - In: Journal of econometrics 187 (2015) 2, pp. 408-417
Persistent link: https://www.econbiz.de/10011499694