Narrow search
Showing 1 - 10 of 10
Cover Image
A bootstrap test for single index models
Härdle, Wolfgang; Proença, Isabel - 1994
Persistent link: https://www.econbiz.de/10000891356
Cover Image
Indirect inference for stochastic differential equations
Gouriéroux, Christian; Monfort, Alain - 1994
Persistent link: https://www.econbiz.de/10000895472
Cover Image
Bayesian estimation of switching ARMA models
Billio, Monica; Monfort, Alain; Robert, Christian P. - 1996
Persistent link: https://www.econbiz.de/10000952928
Cover Image
Kernel M-estimators and functional residuals plots
Gouriéroux, Christian; Monfort, Alain; Tenreiro, Carlos - 1995
Persistent link: https://www.econbiz.de/10000921091
Cover Image
Switching state space models : likelihood function, filtering and smoothing
Billio, Monica; Monfort, Alain - 1995
Persistent link: https://www.econbiz.de/10000924125
Cover Image
A review of nonparametric time series analysis
Härdle, Wolfgang; Lütkepohl, Helmut; Chen, Rong - 1996
Persistent link: https://www.econbiz.de/10000949642
Cover Image
The econometrics of efficient frontiers
Gouriéroux, Christian; Monfort, Alain - 1998
Persistent link: https://www.econbiz.de/10000994750
Cover Image
Modèles de comptage sémi-paramétriques
Gouriéroux, Christian; Monfort, Alain - 1997
Persistent link: https://www.econbiz.de/10000974838
Cover Image
Econometric specification of the risk neutral valuation model
Clément, Emmanuelle; Gouriéroux, Christian; Monfort, Alain - 1997
Persistent link: https://www.econbiz.de/10000975624
Cover Image
The simulated likelihood ratio (SLR) method
Billio, Monica; Monfort, Alain; Robert, Christian P. - 1998
Persistent link: https://www.econbiz.de/10000986955