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Identification of a mixed autoregressive-moving average process : the corner method
Beguin, Jean-Marc; Gourieroux, Christian; Monfort, Alain - In: Time series : proceedings of the international …, (pp. 423-436). 1980
Persistent link: https://www.econbiz.de/10001890854
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Econometric disequilibrium models
Quandt, Richard E.; Hendry, David F.; Monfort, Alain - In: Econometric reviews 1 (1982) 1, pp. 1-63
Persistent link: https://www.econbiz.de/10002666391
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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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Likelihood ratio test, Wald test, and Kuhn-Tucker test in linear models with inequality constraints on the regression parameters
Gourieéroux, Christian; Holly, Alberto; Monfort, Alain - In: Econometrica : journal of the Econometric Society, an … 50 (1982) 1, pp. 63-80
Persistent link: https://www.econbiz.de/10002536456
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Méthodes dʹestimation pour les modèles avec prix planchers
Gourieroux, Christian; Monfort, Alain - In: Annales de l'INSEE 50 (1983), pp. 49-71
Persistent link: https://www.econbiz.de/10002536460
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On the problem of missing data in linear models
Gourieroux, Christian; Monfort, Alain - In: The review of economic studies 48 (1981) 4, pp. 579-586
Persistent link: https://www.econbiz.de/10002536506
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Sufficient linear structures : econometric applications
Gourieroux, Christian; Monfort, Alain - In: Econometrica : journal of the Econometric Society, an … 48 (1980) 5, pp. 1083-1097
Persistent link: https://www.econbiz.de/10002536524
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Testing nested or non-nested hypotheses
Gourieroux, Christian; Monfort, Alain; Trognon, Alain - In: Annals of applied econometrics (1983) 1, pp. 83-115
Persistent link: https://www.econbiz.de/10002536758
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Kuhn-Tucker, likelihood ratio and Wald tests for nonlinear models with inequality constraints on the parameters
Gouriéroux, Christian; Holly, Alberto; Monfort, Alain - 1980
Persistent link: https://www.econbiz.de/10003185081