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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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Econometric specification of stochastic discount factor models
Gouriéroux, Christian; Monfort, Alain - In: Journal of econometrics 136 (2007) 2, pp. 509-530
Persistent link: https://www.econbiz.de/10003412662
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Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian; Monfort, Alain; Renne, Jean-Paul - In: Journal of econometrics 182 (2014) 2, pp. 397-411
Persistent link: https://www.econbiz.de/10010497742
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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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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
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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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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
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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