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A reappraisal of misspecified econometric models
Monfort, Alain - 1995
Persistent link: https://www.econbiz.de/10000919751
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Specification pre-test estimator
Gourieroux, C.; Trognon, A. - In: Journal of econometrics 25 (1984) 1/2, pp. 15-27
Persistent link: https://www.econbiz.de/10003562263
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[Rezension von: Gourieroux, C., ..., Simulation-based econometric methods]
Orsi, Renzo - In: Economic notes : economic review of Banca Monte dei … 26 (1998) 3, pp. 601-603
Persistent link: https://www.econbiz.de/10001349899
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Testing, encompassing and simulating dynamic econometric models
Gouriéroux, Christian; Monfort, Alain - 1994 - Rev
Persistent link: https://www.econbiz.de/10000888986
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Indirect inference for stochastic differential equations
Gouriéroux, Christian; Monfort, Alain - 1994
Persistent link: https://www.econbiz.de/10000895472
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Indirect inference
Gouriéroux, Christian; Monfort, Alain; Renault, Eric - 1992 - Rev
Persistent link: https://www.econbiz.de/10000839360
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Testing, encompassing and simulating dynamic econometric models
Gouriéroux, Christian; Monfort, Alain - 1992
Persistent link: https://www.econbiz.de/10000839361
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A reappraisal of misspecified econometric models
Monfort, Alain - In: Econometric theory 12 (1996) 4, pp. 597-619
Persistent link: https://www.econbiz.de/10001210208
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Simulation based econometric methods
Gouriéroux, Christian; Monfort, Alain - 1995
Persistent link: https://www.econbiz.de/10000918333
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Time series and dynamic models
Gouriéroux, Christian; Monfort, Alain - 1997
Persistent link: https://www.econbiz.de/10000923232