21
H index
38
i10 index
2809
Citations
Alain Monfort : Citation Profile
Centre de Recherche en Économie et Statistique (CREST) | RESEARCH PRODUCTION: 79 Articles 64 Papers 8 Books 1 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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44 years (1974 - 2018). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Alain Monfort. | Is cited by:
| Cites to:
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Main data
Where Alain Monfort has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Econometrics | 19 |
| Annals of Economics and Statistics | 8 |
| Econometrica | 8 |
| Journal of Financial Econometrics | 7 |
| Econometric Theory | 7 |
| Journal of Banking & Finance | 4 |
| Journal of Empirical Finance | 3 |
| L'Actualit Economique | 2 |
| Journal of Applied Econometrics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Center for Research in Economics and Statistics | 37 |
| Post-Print / HAL | 3 |
| Swiss Finance Institute Research Paper Series / Swiss Finance Institute | 2 |
| MPRA Paper / University Library of Munich, Germany | 2 |
Recent works citing Alain Monfort (2019 and 2018)
| Year | Title of citing document | |
|---|---|---|
| 2018 | Exploration vs Exploitation, Impulse Balance Equilibrium and a specification test for the El Farol bar problem. (2018). Pezanis-Christou, Paul ; Laisney, Francois ; Kirman, Alan. In: School of Economics Working Papers. RePEc:adl:wpaper:2018-11. Full description at Econpapers || Download paper | |
| 2018 | Structural Gravity Model Estimates of Nested CES Import Demands for Soybeans. (2018). Hillberry, Russell ; Yao, Guolin . In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274281. Full description at Econpapers || Download paper | |
| 2018 | Inequality of Opportunity in Earnings in Rural China. (2018). Shi, X. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277016. Full description at Econpapers || Download paper | |
| 2018 | Do Regulations to Protect Endangered Species on Private Lands Affect Local Employment? Evidence from the Listing of the Lesser Prairie Chicken. (2018). Melstrom, Richard ; Lee, Kangil ; Byl, Jacob P. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:276499. Full description at Econpapers || Download paper | |
| 2019 | Indirect Inference With(Out) Constraints. (2016). Renault, Eric ; Frazier, David T. In: Papers. RePEc:arx:papers:1607.06163. Full description at Econpapers || Download paper | |
| 2019 | Indirect Inference with a Non-Smooth Criterion Function. (2018). Oka, Tatsushi ; Zhu, Dan ; Frazier, David T. In: Papers. RePEc:arx:papers:1708.02365. Full description at Econpapers || Download paper | |
| 2018 | Inference for Impulse Responses under Model Uncertainty. (2018). Smeekes, Stephan ; Lieb, Lenard. In: Papers. RePEc:arx:papers:1709.09583. Full description at Econpapers || Download paper | |
| 2017 | Bank Panics and Fire Sales, Insolvency and Illiquidity. (2017). Hurd, T R. In: Papers. RePEc:arx:papers:1711.05289. Full description at Econpapers || Download paper | |
| 2018 | Dynamic Clearing and Contagion in Financial Networks. (2018). Banerjee, Tathagata ; Feinstein, Zachary ; Bernstein, Alex. In: Papers. RePEc:arx:papers:1801.02091. Full description at Econpapers || Download paper | |
| 2018 | Pricing of debt and equity in a financial network with comonotonic endowments. (2018). Banerjee, Tathagata ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:1810.01372. Full description at Econpapers || Download paper | |
| 2018 | Evaluating regulatory reform of network industries: a survey of empirical models based on categorical proxies. (2018). Florio, Massimo ; Bastianin, Andrea ; Castelnovo, Paolo. In: Papers. RePEc:arx:papers:1810.03348. Full description at Econpapers || Download paper | |
| 2018 | Using generalized estimating equations to estimate nonlinear models with spatial data. (2018). Lu, Cuicui ; Wooldridge, Jeffrey M ; Wang, Weining. In: Papers. RePEc:arx:papers:1810.05855. Full description at Econpapers || Download paper | |
| 2019 | Non-standard inference for augmented double autoregressive models with null volatility coefficients. (2019). Zhu, Ke ; Li, Dong ; Jiang, Feiyu. In: Papers. RePEc:arx:papers:1905.01798. Full description at Econpapers || Download paper | |
| 2019 | A multi-factor polynomial framework for long-term electricity forwards with delivery period. (2019). Regez, Markus ; Larsson, Martin ; Komaric, Vlatka ; Kleisinger-Yu, XI. In: Papers. RePEc:arx:papers:1908.08954. Full description at Econpapers || Download paper | |
| 2019 | Dyadic Regression. (2019). Graham, Bryan S. In: Papers. RePEc:arx:papers:1908.09029. Full description at Econpapers || Download paper | |
| 2017 | Quantitative Easing and Long-Term Yields in Small Open Economies. (2017). Diez de los Rios, Antonio ; Shamloo, Maral . In: Staff Working Papers. RePEc:bca:bocawp:17-26. Full description at Econpapers || Download paper | |
| 2017 | Retrieving Implied Financial Networks from Bank Balance-Sheet and Market Data. (2017). Fique, Jose. In: Staff Working Papers. RePEc:bca:bocawp:17-30. Full description at Econpapers || Download paper | |
| 2017 | Optimal Estimation of Multi-Country Gaussian Dynamic Term Structure Models Using Linear Regressions. (2017). Diez de los Rios, Antonio. In: Staff Working Papers. RePEc:bca:bocawp:17-33. Full description at Econpapers || Download paper | |
| 2017 | Risk-Neutral Moment-Based Estimation of Affine Option Pricing Models. (2017). Feunou, Bruno ; Okou, Cedric. In: Staff Working Papers. RePEc:bca:bocawp:17-55. Full description at Econpapers || Download paper | |
| 2019 | Labor Composite Likelihood Estimation of an Autoregressive Panel Probit Model with Random Effects. (2019). Tuzcuoglu, Kerem. In: Staff Working Papers. RePEc:bca:bocawp:19-16. Full description at Econpapers || Download paper | |
| 2018 | Bank capital constraints, lending supply and economic activity. (2018). Signoretti, Federico ; Nobili, Andrea ; Conti, Antonio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1199_18. Full description at Econpapers || Download paper | |
| 2017 | Pandemic crises in financial systems: a simulation-model to complement stress-testing frameworks.. (2017). Idier, J ; Piquard, T. In: Working papers. RePEc:bfr:banfra:621. Full description at Econpapers || Download paper | |
| 2017 | An analytical framework to calibrate macroprudential policy. (2017). Gabrieli, Silvia ; Scalone, V ; Piquard, T ; Lopez, P ; Idier, J ; Devulder, A ; Couaillier, C ; Bennani, T. In: Working papers. RePEc:bfr:banfra:648. Full description at Econpapers || Download paper | |
| 2017 | Unconventional Monetary Policy and Bank Lending Relationships. (2017). Duquerroy, Anne ; Cahn, Christophe ; Mullins, W. In: Working papers. RePEc:bfr:banfra:659. Full description at Econpapers || Download paper | |
| 2018 | Term premia: models and some stylised facts. (2018). Hördahl, Peter ; Cohen, Benjamin ; Xia, Dora ; Hordahl, Peter. In: BIS Quarterly Review. RePEc:bis:bisqtr:1809h. Full description at Econpapers || Download paper | |
| 2018 | INTERACTION TERMS IN POISSON AND LOG LINEAR REGRESSION MODELS. (2018). Shang, Shengwu ; Fan, Maoyong ; Nesson, Erik. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:70:y:2018:i:1:p:e89-e96. Full description at Econpapers || Download paper | |
| 2018 | Culturally clustered or in the cloud? How amenities drive firm location decision in Berlin. (2018). Moeller, Kristoffer. In: Journal of Regional Science. RePEc:bla:jregsc:v:58:y:2018:i:4:p:728-758. Full description at Econpapers || Download paper | |
| 2018 | Threat of falling high status and corporate bribery: Evidence from the revealed accounting records of two South Korean presidents. (2018). Jeong, Yujin ; Siegel, Jordan I. In: Strategic Management Journal. RePEc:bla:stratm:v:39:y:2018:i:4:p:1083-1111. Full description at Econpapers || Download paper | |
| 2018 | System dynamics at sixty: the path forward. (2018). Sterman, John. In: System Dynamics Review. RePEc:bla:sysdyn:v:34:y:2018:i:1-2:p:5-47. Full description at Econpapers || Download paper | |
| 2018 | The Identification Zoo - Meanings of Identification in Econometrics. (2018). Lewbel, Arthur. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:957. Full description at Econpapers || Download paper | |
| 2019 | Back to the real economy: the effects of risk perception shocks on the term premium and bank lending. (2019). Yung, Julieta ; Bluwstein, Kristina. In: Bank of England working papers. RePEc:boe:boeewp:0806. Full description at Econpapers || Download paper | |
| 2019 | Nonparametric Recovery of the Yield Curve Evolution from Cross-Section and Time Series Information. (2019). LINTON, OLIVER ; la Vecchia, D ; Koo, B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1916. Full description at Econpapers || Download paper | |
| 2018 | Homeownership, Labour Market Transitions and Earnings. (2018). Lacroix, Guy ; Kamionka, Thierry. In: CIRANO Working Papers. RePEc:cir:cirwor:2018s-35. Full description at Econpapers || Download paper | |
| 2018 | Inference in Second-Order Identified Models. (2018). Dovonon, Prosper ; Hall, Alastair ; Kleibergen, Frank . In: CIRANO Working Papers. RePEc:cir:cirwor:2018s-36. Full description at Econpapers || Download paper | |
| 2018 | Specification Tests for Non-Gaussian Maximum Likelihood Estimators. (2018). Sentana, Enrique ; Fiorentini, Gabriele. In: Working Papers. RePEc:cmf:wpaper:wp2018_1804. Full description at Econpapers || Download paper | |
| 2017 | Bid-to-cover and yield changes around public debt auctions in the euro area. (2017). Beetsma, Roel ; Hanson, Jesper ; Giuliodori, Massimo ; de Jong, Frank. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11932. Full description at Econpapers || Download paper | |
| 2018 | Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads. (2018). Song, Dongho ; Chernov, Mikhail ; Augustin, Patrick. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12857. Full description at Econpapers || Download paper | |
| 2018 | A Practical Guide to Parallelization in Economics. (2018). Fernandez-Villaverde, Jesus ; Valencia, David Zarruk. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12890. Full description at Econpapers || Download paper | |
| 2018 | Specification tests for non-Gaussian maximum likelihood estimators. (2018). Sentana, Enrique ; Fiorentini, Gabriele. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12934. Full description at Econpapers || Download paper | |
| 2018 | Seasonal quasi-vector autoregressive models for macroeconomic data. (2018). Escribano, Alvaro ; Blazsek, Szabolcs ; Saez, Alvaro Escribano ; Licht, Adrian. In: UC3M Working papers. Economics. RePEc:cte:werepe:26316. Full description at Econpapers || Download paper | |
| 2018 | Seasonality Detection in Small Samples using Score-Driven Nonlinear Multivariate Dynamic Location Models. (2018). Escribano, Alvaro ; Blazsek, Szabolcs ; Saez, Alvaro Escribano ; Licht, Adrian. In: UC3M Working papers. Economics. RePEc:cte:werepe:27483. Full description at Econpapers || Download paper | |
| 2018 | Seasonal Quasi-Vector Autoregressive Models with an Application to Crude Oil Production and Economic Activity in the United States and Canada. (2018). Escribano, Alvaro ; Blazsek, Szabolcs ; Saez, Alvaro Escribano ; Licht, Adrian. In: UC3M Working papers. Economics. RePEc:cte:werepe:27484. Full description at Econpapers || Download paper | |
| 2019 | Exchange Rates, Foreign Currency Exposure and Sovereign Risk. (2019). Bernoth, Kerstin ; Herwartz, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1792. Full description at Econpapers || Download paper | |
| 2018 | Walk on the wild side: Multiplicative sunspots and temporarily unstable paths. (2018). Bonomolo, Paolo ; Ascari, Guido ; Lopes, Hedibert. In: DNB Working Papers. RePEc:dnb:dnbwpp:597. Full description at Econpapers || Download paper | |
| 2017 | Bid-to-cover and yield changes around public debt auctions in the euro area. (2017). Beetsma, Roel ; de Jong, Frank ; Hanson, Jesper ; Giuliodori, Massimo. In: Working Paper Series. RePEc:ecb:ecbwps:20172056. Full description at Econpapers || Download paper | |
| 2019 | Vector Autoregressive with Exogenous Variable Model and its Application in Modeling and Forecasting Energy Data: Case Study of PTBA and HRUM Energy. (2019). Usman, Mustofa ; Widiarti, Widiarti ; Wamiliana, Wamiliana ; Russels, Edwin ; Warsono, Warsono. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-02-45. Full description at Econpapers || Download paper | |
| 2018 | FH Puzzle in the Eurozone: A time-varying analysis Preliminary Draft. (2018). Camarero, Mariam ; Tamarit, Cecilio ; Sapena, Juan. In: Working Papers. RePEc:eec:wpaper:1813. Full description at Econpapers || Download paper | |
| 2018 | Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach. (2018). Gnabo, Jean-Yves ; Dossougoin, Cyrille ; Debarsy, Nicolas ; Ertur, Cem. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:87:y:2018:i:c:p:21-45. Full description at Econpapers || Download paper | |
| 2018 | A term structure model under cyclical fluctuations in interest rates. (2018). Novales, Alfonso ; Platania, Federico ; Moreno, Manuel . In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:140-150. Full description at Econpapers || Download paper | |
| 2018 | Moment-based tests for random effects in the two-way error component model with unbalanced panels. (2018). Wu, Jian Hong ; Xia, Qiang ; Li, Guodong. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:61-76. Full description at Econpapers || Download paper | |
| 2017 | Identification and estimation of non-Gaussian structural vector autoregressions. (2017). Saikkonen, Pentti ; Meitz, Mika ; Lanne, Markku. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:2:p:288-304. Full description at Econpapers || Download paper | |
| 2017 | Double instrumental variable estimation of interaction models with big data. (2017). gourieroux, christian ; Gagliardini, Patrick. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:176-197. Full description at Econpapers || Download paper | |
| 2017 | Scenario generation for long run interest rate risk assessment. (2017). Roussellet, Guillaume ; Engle, Robert ; Siriwardane, Emil. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:333-347. Full description at Econpapers || Download paper | |
| 2018 | Identification and estimation of incomplete information games with multiple equilibria. (2018). Xiao, Ruli. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:2:p:328-343. Full description at Econpapers || Download paper | |
| 2018 | Misspecification of noncausal order in autoregressive processes. (2018). Jasiak, Joann ; gourieroux, christian. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:226-248. Full description at Econpapers || Download paper | |
| 2019 | Asymptotic properties of the maximum likelihood estimator in regime switching econometric models. (2019). Kasahara, Hiroyuki ; Shimotsu, Katsumi. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:442-467. Full description at Econpapers || Download paper | |
| 2019 | Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects. (2019). Gagliardini, Patrick ; Gourieroux, Christian. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:613-637. Full description at Econpapers || Download paper | |
| 2019 | Correlated random effects models with unbalanced panels. (2019). Wooldridge, Jeffrey. In: Journal of Econometrics. RePEc:eee:econom:v:211:y:2019:i:1:p:137-150. Full description at Econpapers || Download paper | |
| 2019 | A Hausman test for the presence of market microstructure noise in high frequency data. (2019). Xiu, Dacheng ; Ait-Sahalia, Yacine. In: Journal of Econometrics. RePEc:eee:econom:v:211:y:2019:i:1:p:176-205. Full description at Econpapers || Download paper | |
| 2019 | Closed-form results for vector moving average models with a univariate estimation approach. (2019). Sbrana, Giacomo ; Poloni, Federico. In: Econometrics and Statistics. RePEc:eee:ecosta:v:10:y:2019:i:c:p:27-52. Full description at Econpapers || Download paper | |
| 2017 | Structural vector autoregressions with heteroskedasticity: A review of different volatility models. (2017). Lütkepohl, Helmut ; Netunajev, Aleksei ; Lutkepohl, Helmut. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:2-18. Full description at Econpapers || Download paper | |
| 2018 | A new particle filtering approach to estimate stochastic volatility models with Markov-switching. (2018). Karamé, Frédéric ; Karame, Frederic. In: Econometrics and Statistics. RePEc:eee:ecosta:v:8:y:2018:i:c:p:204-230. Full description at Econpapers || Download paper | |
| 2018 | Poverty accounting. (2018). Szirmai, Adam ; Bluhm, Richard ; de Crombrugghe, Denis. In: European Economic Review. RePEc:eee:eecrev:v:104:y:2018:i:c:p:237-255. Full description at Econpapers || Download paper | |
| 2018 | Loss functions for Loss Given Default model comparison. (2018). Leymarie, Jérémy ; Hurlin, Christophe ; Patin, Antoine. In: European Journal of Operational Research. RePEc:eee:ejores:v:268:y:2018:i:1:p:348-360. Full description at Econpapers || Download paper | |
| 2019 | A spatial productivity index in the presence of efficiency spillovers: Evidence for U.S. banks, 1992–2015. (2019). Glass, Anthony J ; Kenjegalieva, Karligash. In: European Journal of Operational Research. RePEc:eee:ejores:v:273:y:2019:i:3:p:1165-1179. Full description at Econpapers || Download paper | |
| 2018 | Portfolio optimisation under flexible dynamic dependence modelling. (2018). Bernardi, Mauro ; Catania, Leopoldo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:1-18. Full description at Econpapers || Download paper | |
| 2018 | Testing for leverage effects in the returns of US equities. (2018). Chorro, Christophe ; Lalaharison, Hanjarivo ; Ielpo, Florian ; Guegan, Dominique. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:290-306. Full description at Econpapers || Download paper | |
| 2018 | The effect of default rates on retail competition and pricing decisions of competitive retailers: The case of Alberta. (2018). Brown, David ; Eckert, Andrew. In: Energy Policy. RePEc:eee:enepol:v:118:y:2018:i:c:p:298-311. Full description at Econpapers || Download paper | |
| 2018 | The “Hierarchy of Institutions” reconsidered: Monetary policy and its effect on the rule of law in interwar Poland. (2018). Hartwell, Christopher. In: Explorations in Economic History. RePEc:eee:exehis:v:68:y:2018:i:c:p:37-70. Full description at Econpapers || Download paper | |
| 2018 | Investor sentiment and emerging stock market liquidity. (2018). Debata, Byomakesh ; Mahakud, Jitendra ; Dash, Saumya Ranjan. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:15-31. Full description at Econpapers || Download paper | |
| 2018 | Interconnectedness as a source of uncertainty in systemic risk. (2018). Stiglitz, Joseph ; Battiston, Stefano ; Roukny, Tarik . In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:93-106. Full description at Econpapers || Download paper | |
| 2018 | Longevity risk and capital markets: The 2015–16 update. (2018). Blake, David ; MacMinn, Richard ; Loisel, Stephane ; el Karoui, Nicole. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:78:y:2018:i:c:p:157-173. Full description at Econpapers || Download paper | |
| 2018 | Quantitative assessment of common practice procedures in the fair evaluation of embedded options in insurance contracts. (2018). Gambaro, Anna Maria ; Ghilarducci, Alessandro ; Fusai, Gianluca ; Casalini, Riccardo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:81:y:2018:i:c:p:117-129. Full description at Econpapers || Download paper | |
| 2019 | J-liquidity measure: The term structure of the liquidity premium in Japan. (2019). Hattori, Takahiro. In: Japan and the World Economy. RePEc:eee:japwor:v:49:y:2019:i:c:p:61-72. Full description at Econpapers || Download paper | |
| 2019 | Detecting underestimates of risk in VaR models. (2019). Thiele, Stephen . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:101:y:2019:i:c:p:12-20. Full description at Econpapers || Download paper | |
| 2018 | Bid-to-cover and yield changes around public debt auctions in the euro area. (2018). Beetsma, Roel ; de Jong, Frank ; Hanson, Jesper ; Giuliodori, Massimo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:118-134. Full description at Econpapers || Download paper | |
| 2018 | Fraud recovery and the quality of country governance. (2018). Curti, Filippo ; Mihov, Atanas . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:446-461. Full description at Econpapers || Download paper | |
| 2018 | A path out: Prescription drug abuse, treatment, and suicide. (2018). Marshall, Guillermo ; Corredor-Waldron, Adriana ; Borgschulte, Mark. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:149:y:2018:i:c:p:169-184. Full description at Econpapers || Download paper | |
| 2018 | Exploring the sources of default clustering. (2018). Azizpour, S ; Schwenkler, G ; Giesecke, K. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:1:p:154-183. Full description at Econpapers || Download paper | |
| 2018 | Factors of the term structure of sovereign yield spreads. (2018). Trueck, Stefan ; Truck, Stefan ; Wellmann, Dennis. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:81:y:2018:i:c:p:56-75. Full description at Econpapers || Download paper | |
| 2018 | Residential self-selection and travel mode use in a new inner-city development neighbourhood in Berlin. (2018). Jarass, Julia ; Scheiner, Joachim. In: Journal of Transport Geography. RePEc:eee:jotrge:v:70:y:2018:i:c:p:68-77. Full description at Econpapers || Download paper | |
| 2018 | Evaluating regulatory reform of network industries: a survey of empirical models based on categorical proxies. (2018). Florio, Massimo ; Castelnovo, Paolo ; Bastianin, Andrea. In: Utilities Policy. RePEc:eee:juipol:v:55:y:2018:i:c:p:115-128. Full description at Econpapers || Download paper | |
| 2018 | Technology adoption, consumer inattention and heuristic decision-making: Evidence from a UK district heating scheme. (2018). Giulietti, Monica ; Battisti, Giuliana ; Burlinson, Andrew. In: Research Policy. RePEc:eee:respol:v:47:y:2018:i:10:p:1873-1886. Full description at Econpapers || Download paper | |
| 2018 | Mind the gap: Capturing value from basic research through combining mobile inventors and partnerships. (2018). Cassiman, Bruno ; Arts, Sam ; Veugelers, Reinhilde. In: Research Policy. RePEc:eee:respol:v:47:y:2018:i:9:p:1811-1824. Full description at Econpapers || Download paper | |
| 2019 | Does learning from prior collaboration help firms to overcome the ‘two-worlds’ paradox in university-business collaboration?. (2019). Roper, Stephen ; Gkypali, Areti ; Hewitt-Dundas, Nola. In: Research Policy. RePEc:eee:respol:v:48:y:2019:i:5:p:1310-1322. Full description at Econpapers || Download paper | |
| 2018 | The term structure of liquidity premia and the macroeconomy in Canada: A dynamic latent-factor approach. (2018). Lange, Ronald Henry. In: International Review of Economics & Finance. RePEc:eee:reveco:v:57:y:2018:i:c:p:164-182. Full description at Econpapers || Download paper | |
| 2017 | How Germany benefits the most from its Eurozone membership. (2017). Juneja, Januj. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1074-1088. Full description at Econpapers || Download paper | |
| 2018 | Generalized multinomial probit Model: Accommodating constrained random parameters. (2018). Paleti, Rajesh. In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:118:y:2018:i:c:p:248-262. Full description at Econpapers || Download paper | |
| 2018 | Land tenure security and investment: Does strength of land right really matter in rural Burkina Faso?. (2018). BAMBIO, Yiriyibin ; AGHA, Salima BOUAYAD . In: World Development. RePEc:eee:wdevel:v:111:y:2018:i:c:p:130-147. Full description at Econpapers || Download paper | |
| 2018 | Reforming grants to tackle child poverty: An integrated macro-micro approach. (2018). Tiberti, Luca ; Mabugu, Ramos ; Chitiga, Margaret ; Maisonnave, Helene. In: World Development. RePEc:eee:wdevel:v:112:y:2018:i:c:p:272-281. Full description at Econpapers || Download paper | |
| 2017 | The Janus-faced nature of debt : result from a data-driven cointegrated SVAR approach. (2017). Roventini, Andrea ; Napoletano, Mauro ; Moneta, Alessio ; Guerini, Mattia. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1702. Full description at Econpapers || Download paper | |
| 2017 | Measuring Inflation Anchoring and Uncertainty : A US and Euro Area Comparison. (2017). Renne, Jean-Paul ; Mouabbi, Sarah ; Grishchenko, Olesya. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-102. Full description at Econpapers || Download paper | |
| 2018 | A Shadow Rate or a Quadratic Policy Rule? The Best Way to Enforce the Zero Lower Bound in the United States. (2018). Andreasen, Martin M ; Meldrum, Andrew C. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-56. Full description at Econpapers || Download paper | |
| 2018 | Interest rate conundrums in the twenty-first century. (2018). Wright, Jonathan ; Lucca, David ; Hanson, Samuel. In: Staff Reports. RePEc:fip:fednsr:810. Full description at Econpapers || Download paper | |
| 2018 | Specification tests for non-Gaussian maximum likelihood estimators. (2018). Sentana, Enrique ; Fiorentini, Gabriele. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2018_05. Full description at Econpapers || Download paper | |
| 2019 | Realized variance modeling: decoupling forecasting from estimation. (2019). Palandri, Alessandro ; Gallo, Giampiero M ; Cipollini, Fabrizio. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2019_05. Full description at Econpapers || Download paper | |
| 2017 | Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?. (2017). Telg, Sean ; Lieb, Lenard ; Hecq, Alain. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:4:p:48-:d:117025. Full description at Econpapers || Download paper | |
| 2017 | The contribution of jumps to forecasting the density of returns. (2017). Sévi, Benoît ; Ielpo, Florian ; Sevi, Benoit ; Chorro, Christophe. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01442618. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Alain Monfort has edited the books:
| Year | Title | Type | Cited |
|---|
Works by Alain Monfort:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1987 | Kullback Causality Measures In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 4 |
| 1991 | Simulation Based Inference in Models with Heterogeneity In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 4 |
| 1993 | Tests sur le noyau, limage et le rang de la matrice des coefficients dun modéle linéaire multivarié In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 1995 | Linear Factor Models and the Term Structure of Interest Rates In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2006 | Pricing with Splines In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2002 | Pricing with Splines.(2002) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | Pitfalls in the Estimation of Continuous Time Interest Rate Models: The Case of the CIR Model In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 2017 | Introduction In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Consistent Pseudo-Maximum Likelihood Estimators In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2016 | Consistent Pseudo-Maximum Likelihood Estimators.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Consistent Pseudo-Maximum Likelihood Estimators.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2007 | Pricing and Inference with Mixtures of Conditionally Normal Processes. In: Working papers. [Full Text][Citation analysis] | paper | 27 |
| 2006 | Pricing and Inference with Mixtures of Conditionally Normal Processes.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
| 2007 | Multi-Lag Term Structure Models with Stochastic Risk Premia. In: Working papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Multi-Lag Term Structure Models with Stochastic Risk Premia.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2007 | Switching VARMA Term Structure Models - Extended Version. In: Working papers. [Full Text][Citation analysis] | paper | 6 |
| 2007 | Switching VARMA Term Structure Models - Extended Version.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2008 | Econometric Asset Pricing Modelling. In: Working papers. [Full Text][Citation analysis] | paper | 18 |
| 2007 | Econometric Asset Pricing Modelling.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 2008 | Econometric Asset Pricing Modelling.(2008) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
| 2009 | No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth. In: Working papers. [Full Text][Citation analysis] | paper | 29 |
| 2011 | No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
| 2013 | No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth.(2013) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | article | |
| 2009 | New Information Response Functions. In: Working papers. [Full Text][Citation analysis] | paper | 6 |
| 2009 | Une modélisation séquentielle de la VaR In: Working papers. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Optimal Portfolio Allocation under Asset and Surplus VaR Constraints In: Working papers. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Default, liquidity and crises: an econometric framework In: Working papers. [Full Text][Citation analysis] | paper | 4 |
| 2010 | Default, Liquidity and Crises : An Econometric Framework.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2013 | Default, Liquidity, and Crises: an Econometric Framework.(2013) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2011 | Credit and liquidity risks in euro area sovereign yield curves In: Working papers. [Full Text][Citation analysis] | paper | 11 |
| 2011 | Credit and Liquidity Risks in Euro-area Sovereign Yield Curves.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2012 | Asset Pricing with Second-Order Esscher Transforms. In: Working papers. [Full Text][Citation analysis] | paper | 10 |
| 2010 | Asset Pricing with Second-Order Esscher Transforms.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2012 | Asset pricing with Second-Order Esscher Transforms.(2012) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
| 2012 | Bilateral Exposures and Systemic Solvency Risk. In: Working papers. [Full Text][Citation analysis] | paper | 29 |
| 2012 | Bilateral exposures and systemic solvency risk.(2012) In: Canadian Journal of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | article | |
| 2013 | Credit and Liquidity in Interbank Rates: a Quadratic Approach. In: Working papers. [Full Text][Citation analysis] | paper | 11 |
| 2016 | Credit and liquidity in interbank rates: A quadratic approach.(2016) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
| 2013 | Pricing Default Events: Surprise, Exogeneity and Contagion. In: Working papers. [Full Text][Citation analysis] | paper | 8 |
| 2013 | Pricing Default Events : Surprise, Exogeneity and Contagion.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2014 | Pricing default events: Surprise, exogeneity and contagion.(2014) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
| 2013 | Regime Switching and Bond Pricing. In: Working papers. [Full Text][Citation analysis] | paper | 3 |
| 2013 | Regime Switching and Bond Pricing.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2014 | Regime Switching and Bond Pricing.(2014) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2014 | A Quadratic Kalman Filter In: Working papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | A Quadratic Kalman Filter.(2015) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2015 | Staying at Zero with Affine Processes: An Application to Term Structure Modelling. In: Working papers. [Full Text][Citation analysis] | paper | 16 |
| 2017 | Staying at zero with affine processes : an application to term structure modelling.(2017) In: Rue de la Banque. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | article | |
| 2017 | Staying at zero with affine processes: An application to term structure modelling.(2017) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | article | |
| 2008 | Taking into account extreme events in European option pricing. In: Financial Stability Review. [Full Text][Citation analysis] | article | 1 |
| 2008 | Taking into account extreme events in European option pricing.(2008) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2008 | Taking into account extreme events in European option pricing.(2008) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2009 | Fourth Order Pseudo Maximum Likelihood Methods In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2011 | Fourth Order Pseudo Maximum Likelihood Methods.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2011 | Fourth order pseudo maximum likelihood methods.(2011) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2011 | Fourth order pseudo maximum likelihood methods.(2011) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2010 | Microinformation, Nonlinear Filtering and Granularity In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2010 | Microinformation, Nonlinear Filtering, and Granularity.(2010) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2003 | Is Economic Activity in the G7 Synchronized? Common Shocks versus Spillover Effects In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 51 |
| 2002 | Affine Term Structure Models In: Working Papers. [Full Text][Citation analysis] | paper | 13 |
| 2002 | Equidependence in Qualitative and Duration Models with Application to Credit Risk In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2005 | International Money and Stock Market Contingent Claims In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2010 | International money and stock market contingent claims.(2010) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2005 | Affine Model for Credit Risk Analysis In: Working Papers. [Full Text][Citation analysis] | paper | 13 |
| 2006 | Affine Models for Credit Risk Analysis.(2006) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
| 2006 | (Non) consistency of the Beta Kernel Estimator for Recovery Rate Distribution In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2007 | Quadratic Stochastic Intensity and Prospective Mortality Tables In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2008 | Quadratic stochastic intensity and prospective mortality tables.(2008) In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2011 | Allocating Systematic and Unsystematic Risks in a Regulatory Perspective In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2011 | Joint Econometric Modeling of Spot Electricity Prices, Forwards and Options In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Joint econometric modeling of spot electricity prices, forwards and options.(2012) In: Review of Derivatives Research. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2013 | Liquidation Equilibrium with Seniority and Hidden CDO In: Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2013 | Liquidation equilibrium with seniority and hidden CDO.(2013) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
| 2014 | Revisiting Identification and estimation in Structural VARMA Models In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2015 | Statistical Inference for Independent Component Analysis In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Statistical Inference for Independent Component Analysis: Application to Structural VAR Models In: Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2017 | Statistical inference for independent component analysis: Application to structural VAR models.(2017) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
| 2017 | Statistical Inference for Independent Component Analysis: Application to Structural VAR Models.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2016 | Stationary Bubble Equilibria in Rational Expectation Models In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Composite Indirect Inference with Application to Corporate Risks In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Composite Indirect Inference with Application In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Identification and Estimation in Non-Fundamental Structural VARMA Models In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2018 | Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2019 | Consistent Pseudo‐Maximum Likelihood Estimators and Groups of Transformations.(2019) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 1997 | Econometric Specification of the Risk Neutral Valuation Model In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2000 | Econometric specification of the risk neutral valuation model.(2000) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 1997 | Modèles de comptage semi-paramétriques In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1997 | Modèles de comptage semi-paramétriques.(1997) In: L'Actualité Economique. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 1998 | The Simulated Likelihood Ratio (SLR) Method In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 1998 | The Econometrics of Efficient Frontiers In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 1999 | Functional Indirect Inference In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | COHERENT INCURRED PAID (CIP) MODELS FOR CLAIMS RESERVING In: ASTIN Bulletin: The Journal of the International Actuarial Association. [Full Text][Citation analysis] | article | 0 |
| 1995 | Statistics and Econometric Models In: Cambridge Books. [Citation analysis] | book | 125 |
| 1995 | Statistics and Econometric Models.(1995) In: Cambridge Books. [Citation analysis] This paper has another version. Agregated cites: 125 | book | |
| 1995 | Statistics and Econometric Models.(1995) In: Cambridge Books. [Citation analysis] This paper has another version. Agregated cites: 125 | book | |
| 1995 | Statistics and Econometric Models.(1995) In: Cambridge Books. [Citation analysis] This paper has another version. Agregated cites: 125 | book | |
| 1997 | Time Series and Dynamic Models In: Cambridge Books. [Citation analysis] | book | 53 |
| 1997 | Time Series and Dynamic Models.(1997) In: Cambridge Books. [Citation analysis] This paper has another version. Agregated cites: 53 | book | |
| 1995 | Statistics and Econometric Models 2 volume set In: Cambridge Books. [Citation analysis] | book | 53 |
| 1995 | Testing, Encompassing, and Simulating Dynamic Econometric Models In: Econometric Theory. [Full Text][Citation analysis] | article | 17 |
| 1996 | A Reappraisal of Misspecified Econometric Models In: Econometric Theory. [Full Text][Citation analysis] | article | 17 |
| 1985 | A General Approach to Serial Correlation In: Econometric Theory. [Full Text][Citation analysis] | article | 28 |
| 1987 | Mutual Independence off Test Statistics–Solution In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
| 1989 | A General Framework for Testing a Null Hypothesis in a “Mixed” Form In: Econometric Theory. [Full Text][Citation analysis] | article | 15 |
| 1991 | Exogenous and Endogenous Sampling In: Econometric Theory. [Full Text][Citation analysis] | article | 1 |
| 1992 | Exogenous and Endogenous Sampling.(1992) In: Econometric Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 1980 | Disequilibrium Econometrics in Simultaneous Equations Systems. In: Econometrica. [Full Text][Citation analysis] | article | 10 |
| 1980 | Coherency Conditions in Simultaneous Linear Equation Models with Endogenous Switching Regimes. In: Econometrica. [Full Text][Citation analysis] | article | 44 |
| 1979 | Coherency Conditions In Simultaneous Linear Equation Models With Endogenous Switching Regimes.(1979) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 44 | paper | |
| 1980 | Sufficient Linear Structures: Econometric Applications. In: Econometrica. [Full Text][Citation analysis] | article | 7 |
| 1982 | Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters. In: Econometrica. [Full Text][Citation analysis] | article | 96 |
| 1982 | Rational Expectations in Dynamic Linear Models: Analysis of the Solutions. In: Econometrica. [Full Text][Citation analysis] | article | 36 |
| 1984 | Pseudo Maximum Likelihood Methods: Theory. In: Econometrica. [Full Text][Citation analysis] | article | 383 |
| 1984 | Pseudo Maximum Likelihood Methods: Applications to Poisson Models. In: Econometrica. [Full Text][Citation analysis] | article | 471 |
| 1989 | Testing for Common Roots. In: Econometrica. [Full Text][Citation analysis] | article | 1 |
| 1986 | Testing non-nested hypotheses In: Handbook of Econometrics. [Full Text][Citation analysis] | chapter | 8 |
| 1986 | Some useful equivalence properties of Hausmans test In: Economics Letters. [Full Text][Citation analysis] | article | 8 |
| 1979 | On the characterization of a joint probability distribution by conditional distributions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 4 |
| 1979 | Disequilibrium econometrics in dynamic models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 8 |
| 2007 | Econometric specification of stochastic discount factor models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 25 |
| 1981 | Kuhn-Tucker, likelihood ratio and Wald tests for nonlinear models with inequality constraints on the parameters In: Journal of Econometrics. [Full Text][Citation analysis] | article | 6 |
| 1981 | Asymptotic properties of the maximum likelihood estimator in dichotomous logit models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 6 |
| 2015 | Pricing with finite dimensional dependence In: Journal of Econometrics. [Full Text][Citation analysis] | article | 5 |
| 1983 | Testing nested or non-nested hypotheses In: Journal of Econometrics. [Full Text][Citation analysis] | article | 19 |
| 1987 | Simulated residuals In: Journal of Econometrics. [Full Text][Citation analysis] | article | 21 |
| 1987 | Generalised residuals In: Journal of Econometrics. [Full Text][Citation analysis] | article | 173 |
| 1992 | Qualitative threshold ARCH models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 59 |
| 1993 | Simulation-based inference : A survey with special reference to panel data models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 111 |
| 1978 | First-order identification in linear models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 1999 | Bayesian estimation of switching ARMA models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 21 |
| 2018 | Composite indirect inference with application to corporate risks In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 2005 | The econometrics of efficient portfolios In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 15 |
| 2013 | Linear-price term structure models In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 1 |
| 1995 | Prepayment analysis for securitization In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 1 |
| 1992 | Indirect Inference. In: Toulouse - GREMAQ. [Citation analysis] | paper | 523 |
| 1993 | Indirect Inference..(1993) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 523 | article | |
| 1980 | Tests of the Equilibrium vs. Disequilibrium Hypotheses: A Comment. In: International Economic Review. [Full Text][Citation analysis] | article | 0 |
| 1990 | From a VAR Model to a Structural Model, with an Application to the Wage-Price Spiral. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2004 | Infrequent Extreme Risks In: The Geneva Papers on Risk and Insurance Theory. [Full Text][Citation analysis] | article | 1 |
| 2004 | Infrequent Extreme Risks.(2004) In: The Geneva Risk and Insurance Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2003 | Kernel-Based Indirect Inference In: Journal of Financial Econometrics. [Citation analysis] | article | 6 |
| 2007 | Switching VARMA Term Structure Models In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 9 |
| 1981 | On the Problem of Missing Data in Linear Models In: Review of Economic Studies. [Full Text][Citation analysis] | article | 22 |
| 2014 | Decomposing Euro-Area Sovereign Spreads: Credit and Liquidity Risks In: Review of Finance. [Full Text][Citation analysis] | article | 14 |
| 1997 | Simulation-based Econometric Methods In: OUP Catalogue. [Citation analysis] | book | 43 |
| 2017 | Pseudo-Maximum Likelihood and Lie Groups of Linear Transformations In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1974 | Un modèle agricole à long terme de simulation In: Économie et Prévision. [Full Text][Citation analysis] | article | 1 |
| 1992 | Quelques développements récents des méthodes macroéconométriques In: L'Actualité Economique. [Full Text][Citation analysis] | article | 0 |
| 2013 | Granularity Adjustment for Efficient Portfolios In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
| 2015 | Evaluating Reserve Risk in a Regulatory Perspective In: Journal of Insurance Issues. [Full Text][Citation analysis] | article | 0 |
| 2013 | ALLOCATING SYSTEMIC RISK IN A REGULATORY PERSPECTIVE In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team