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A quadratic Kalman filter
Monfort, Alain; Renne, Jean-Paul; Roussellet, Guillaume - 2014
Persistent link: https://www.econbiz.de/10010438259
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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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Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian; Monfort, Alain; Renne, Jean-Paul - In: Journal of econometrics 196 (2017) 1, pp. 111-126
Persistent link: https://www.econbiz.de/10011743785
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Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian; Monfort, Alain; Renne, Jean-Paul - 2016 - March 2016, revised version
Persistent link: https://www.econbiz.de/10011855307
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Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian; Monfort, Alain; Renne, Jean-Paul - 2017
Persistent link: https://www.econbiz.de/10012197831
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Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian; Monfort, Alain; Renne, Jean-Paul - 2017 - September 2016, revised version
Persistent link: https://www.econbiz.de/10012197832
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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