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Domain restrictions on interest rates implied by no arbitrage
Gouriéroux, Christian; Monfort, Alain - In: Mathematical finance : an international journal of … 21 (2011) 2, pp. 281-291
Persistent link: https://www.econbiz.de/10008935668
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Bilinear term structure model
Gouriéroux, Christian; Monfort, Alain - In: Mathematical finance : an international journal of … 21 (2011) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10008935707
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A Quadratic Kalman Filter
Monfort, Alain; Renne, Jean-Paul; Roussellet, Guillaume - In: Journal of econometrics 187 (2015) 1, pp. 43-56
Persistent link: https://www.econbiz.de/10011498735
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Pricing with finite dimensional dependence
Gouriéroux, Christian; Monfort, Alain - In: Journal of econometrics 187 (2015) 2, pp. 408-417
Persistent link: https://www.econbiz.de/10011499694
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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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Kernel-based indirect inference
Billio, Monica; Monfort, Alain - In: Journal of financial econometrics : official journal of … 1 (2003) 3, pp. 297-326
Persistent link: https://www.econbiz.de/10002214119
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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
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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