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Switching VARMA term structure models : extended version
Monfort, Alain (contributor); Pegoraro, Fulvio (contributor) - 2007
Persistent link: https://www.econbiz.de/10003796537
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Switching VARMA term structure models : extended version
Monfort, Alain; Pegoraro, Fulvio - 2007
Persistent link: https://www.econbiz.de/10003592184
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Switiching VARMA term structure models
Monfort, Alain; Pegoraro, Fulvio - In: Journal of financial econometrics : official journal of … 5 (2007) 1, pp. 105-153
Persistent link: https://www.econbiz.de/10003518289
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Bayesian estimation of switching ARMA models
Billio, Monica; Monfort, Alain; Robert, Christian P. - In: Journal of econometrics 93 (1999) 2, pp. 229-255
Persistent link: https://www.econbiz.de/10001406655
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Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian; Monfort, Alain; Renne, Jean-Paul - In: The review of economic studies : RES 87 (2020) 4, pp. 1915-1953
Persistent link: https://www.econbiz.de/10012259682
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Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian; Monfort, Alain; Renne, Jean-Paul - 2017
Persistent link: https://www.econbiz.de/10012197831