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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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On seasonal effects in duration models
Toldi, M. de; Gouriéroux, Christian; Monfort, Alain - 1992
Persistent link: https://www.econbiz.de/10000843795
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Modèles statistiques de valorisation par arbitrage
Clément, Emmanuelle; Gouriéroux, Christian; Monfort, Alain - 1993
Persistent link: https://www.econbiz.de/10000856380
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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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Indirect inference
Gouriéroux, Christian; Monfort, Alain; Renault, Eric - 1992 - Rev
Persistent link: https://www.econbiz.de/10000839360
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Modèles de comptage sémi-paramétriques
Gouriéroux, Christian; Monfort, Alain - 1997
Persistent link: https://www.econbiz.de/10000974838
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Econometric specification of the risk neutral valuation model
Clément, Emmanuelle; Gouriéroux, Christian; Monfort, Alain - 1997
Persistent link: https://www.econbiz.de/10000975624
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Kernel M-estimators and functional residuals plots
Gouriéroux, Christian; Monfort, Alain; Tenreiro, Carlos - 1995
Persistent link: https://www.econbiz.de/10000921091
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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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The econometrics of efficient frontiers
Gouriéroux, Christian; Monfort, Alain - 1998
Persistent link: https://www.econbiz.de/10000994750