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Alain Monfort
Alain Monfort
Professeur
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Title
Cited by
Cited by
Year
Pseudo maximum likelihood methods: Theory
C Gourieroux, A Monfort, A Trognon
Econometrica: journal of the Econometric Society, 681-700, 1984
2953*1984
Indirect inference
C Gourieroux, A Monfort, E Renault
Journal of applied econometrics 8 (S1), S85-S118, 1993
22761993
Simulation-based econometric methods
C Gourieroux, A Monfort
OUP Oxford, 1997
15901997
Statistics and econometric models
C Gourieroux, A Monfort
Cambridge University Press, 1995
9311995
Likelihood ratio test, Wald test, and Kuhn-Tucker test in linear models with inequality constraints on the regression parameters
C Gourieroux, A Holly, A Monfort
Econometrica: journal of the Econometric Society, 63-80, 1982
6551982
Generalised residuals
C Gourieroux, A Monfort, E Renault, A Trognon
Journal of econometrics 34 (1-2), 5-32, 1987
6091987
Séries temporelles et modèles dynamiques
C Gouriéroux, A Monfort
FeniXX, 1995
3831995
Time series and dynamic models
C Gourieroux, A Monfort
Cambridge University Press, 1997
3621997
Simulation-based inference: A survey with special reference to panel data models
C Gourieroux, A Monfort
Journal of Econometrics 59 (1-2), 5-33, 1993
3101993
Statistique et modèles économétriques
C Gouriéroux, A Monfort
(No Title), 1989
2941989
Qualitative threshold ARCH models
C Gourieroux, A Monfort
Journal of econometrics 52 (1-2), 159-199, 1992
2441992
Coherency conditions in simultaneous linear equation models with endogenous switching regimes
C Gourieroux, JJ Laffont, A Monfort
National Bureau of Economic Research, 1979
2201979
Identification of a mixed autoregressive-moving average process: The corner method
JM Beguin, C Gourieroux, A Monfort
INSEE, 1979
2151979
Simulation based inference in models with heterogeneity
C Gourieroux, A Monfort
Annales d'Economie et de Statistique, 69-107, 1990
2071990
Rational expectations in dynamic linear models: analysis of the solutions
C Gourieroux, JJ Laffont, A Monfort
Econometrica: Journal of the Econometric Society, 409-425, 1982
1731982
Statistical inference for independent component analysis: Application to structural VAR models
C Gouriéroux, A Monfort, JP Renne
Journal of Econometrics 196 (1), 111-126, 2017
1562017
Testing non-nested hypotheses
C Gourieroux, A Monfort
Handbook of econometrics 4, 2583-2637, 1994
1561994
Disequilibrium econometrics in simultaneous equations systems
C Gourieroux, JJ Laffont, A Monfort
Econometrica: Journal of the Econometric Society, 75-96, 1980
1461980
Is economic activity in the G7 synchronized? Common shocks versus spillover effects
A Monfort, JP Renne, R Rüffer, G Vitale
Common Shocks Versus Spillover Effects (November 2003), 2003
1412003
Moindres carrés asymptotiques
C Gourieroux, A Monfort, A Trognon
Annales de l'INSEE, 91-122, 1985
1411985
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