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Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian; Monfort, Alain; Renne, Jean-Paul - In: Journal of econometrics 196 (2017) 1, pp. 111-126
Persistent link: https://www.econbiz.de/10011743785
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Revisiting identification and estimation in structural VARMA models
Gouriéroux, Christian; Monfort, Alain - 2014 - rev. October 2014
Persistent link: https://www.econbiz.de/10010465167
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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
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Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian; Monfort, Alain; Renne, Jean-Paul - 2017 - September 2016, revised version
Persistent link: https://www.econbiz.de/10012197832
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Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian; Monfort, Alain; Renne, Jean-Paul - 2016 - March 2016, revised version
Persistent link: https://www.econbiz.de/10011855307
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No-arbitrage near-cointegrated VAR(p) term structure models, term premia and GDP growth
Jardet, Caroline; Monfort, Alain; Pegoraro, Fulvio - 2009
Persistent link: https://www.econbiz.de/10003882004
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New information response functions
Jardet, Caroline; Monfort, Alain; Pegoraro, Fulvio - 2009
Persistent link: https://www.econbiz.de/10003882012
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No-arbitrage near-cointegrated VAR(p) term structure models, term premia and GDP growth
Jardet, Caroline; Monfort, Alain; Pegoraro, Fulvio - 2011
Persistent link: https://www.econbiz.de/10009406399
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No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth
Jardet, Caroline; Monfort, Alain; Pegoraro, Fulvio - In: Journal of banking & finance 37 (2013) 2, pp. 389-402
Persistent link: https://www.econbiz.de/10009705647
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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