25
H index
45
i10 index
3978
Citations
Alain Monfort : Citation Profile
Centre de Recherche en Économie et Statistique (CREST) | RESEARCH PRODUCTION: 85 Articles 87 Papers 7 Books 1 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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48 years (1974 - 2022). 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?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Center for Research in Economics and Statistics | 38 |
| Post-Print / HAL | 7 |
| MPRA Paper / University Library of Munich, Germany | 2 |
| Swiss Finance Institute Research Paper Series / Swiss Finance Institute | 2 |
Recent works citing Alain Monfort (2024 and 2023)
| Year | Title of citing document | |
|---|---|---|
| 2023 | . Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2024 | Dynamic Clearing and Contagion in Financial Networks. (2018). Feinstein, Zachary ; Bernstein, Alex ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1801.02091. Full description at Econpapers || Download paper | |
| 2024 | Efficient and Convergent Sequential Pseudo-Likelihood Estimation of Dynamic Discrete Games. (2019). Blevins, Jason ; Dearing, Adam. In: Papers. RePEc:arx:papers:1912.10488. Full description at Econpapers || Download paper | |
| 2023 | Nested Pseudo Likelihood Estimation of Continuous-Time Dynamic Discrete Games. (2021). Blevins, Jason ; Kim, Minhae. In: Papers. RePEc:arx:papers:2108.02182. Full description at Econpapers || Download paper | |
| 2023 | Composite Likelihood for Stochastic Migration Model with Unobserved Factor. (2021). Djogbenou, Antoine ; Gouri, Christian ; Bandehali, Maygol ; Jasiak, Joann. In: Papers. RePEc:arx:papers:2109.09043. Full description at Econpapers || Download paper | |
| 2024 | When do you Stop Supporting your Bankrupt Subsidiary?. (2022). Detering, Nils ; Bichuch, Maxim. In: Papers. RePEc:arx:papers:2201.12731. Full description at Econpapers || Download paper | |
| 2023 | Encompassing Tests for Nonparametric Regressions. (2022). Lapenta, Elia ; Lavergne, Pascal. In: Papers. RePEc:arx:papers:2203.06685. Full description at Econpapers || Download paper | |
| 2024 | Whats in a Bill? A Model of Imperfect Moral Hazard in Healthcare. (2022). Zhu, ED ; Anderson, David M ; Hoagland, Alex. In: Papers. RePEc:arx:papers:2211.01116. Full description at Econpapers || Download paper | |
| 2023 | Cointegration with Occasionally Binding Constraints. (2022). Mavroeidis, Sophocles ; Wycherley, Sam ; Duffy, James A. In: Papers. RePEc:arx:papers:2211.09604. Full description at Econpapers || Download paper | |
| 2023 | Estimating the non-Gaussian Dimension in Structural Linear Systems. (2022). Cabello, Miguel. In: Papers. RePEc:arx:papers:2212.07263. Full description at Econpapers || Download paper | |
| 2024 | Uncertain Prior Economic Knowledge and Statistically Identified Structural Vector Autoregressions. (2023). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2303.13281. Full description at Econpapers || Download paper | |
| 2023 | Credit Valuation Adjustment in Financial Networks. (2023). Zlati, Vinko ; Battiston, Stefano ; Barjavsi, Irena. In: Papers. RePEc:arx:papers:2305.16434. Full description at Econpapers || Download paper | |
| 2023 | Optimizing B2B Product Offers with Machine Learning, Mixed Logit, and Nonlinear Programming. (2023). Horn, Elizabeth ; Park, Stella ; Colias, John V. In: Papers. RePEc:arx:papers:2308.07830. Full description at Econpapers || Download paper | |
| 2023 | Structural Vector Autoregressions and Higher Moments: Challenges and Solutions in Small Samples. (2023). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2310.08173. Full description at Econpapers || Download paper | |
| 2024 | Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402. Full description at Econpapers || Download paper | |
| 2024 | Common Trends and Long-Run Multipliers in Nonlinear Structural VARs. (2024). Mavroeidis, Sophocles ; Duffy, James A. In: Papers. RePEc:arx:papers:2404.05349. Full description at Econpapers || Download paper | |
| 2024 | . Full description at Econpapers || Download paper | |
| 2023 | Firms innovation and university cooperation. New evidence from a survey of Italian firms.. (2023). Rigon, Massimiliano ; Cortelezzi, Flavia ; Bragoli, Daniela. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1400_23. Full description at Econpapers || Download paper | |
| 2024 | Oil price shocks in real time. (2024). Veronese, Giovanni ; Venditti, Fabrizio ; Gazzani, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1448_24. Full description at Econpapers || Download paper | |
| 2023 | Constructing Efficient Simulated Moments Using Temporal Convolutional Networks. (2023). Creel, Michael ; Chassot, Jonathan. In: Working Papers. RePEc:bge:wpaper:1412. Full description at Econpapers || Download paper | |
| 2024 | Data?driven identification in SVARs—When and how can statistical characteristics be used to unravel causal relationships?. (2022). Maxand, Simone ; Lange, Alexander ; Herwartz, Helmut. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:2:p:668-693. Full description at Econpapers || Download paper | |
| 2023 | Optimal unemployment policy. (2023). Lawson, Nicholas. In: Economic Inquiry. RePEc:bla:ecinqu:v:61:y:2023:i:3:p:675-692. Full description at Econpapers || Download paper | |
| 2023 | Noncausal affine processes with applications to derivative pricing. (2023). Lu, Yang ; Gourieroux, Christian. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:3:p:766-796. Full description at Econpapers || Download paper | |
| 2023 | Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis-specified Models. (2008). Rossi, Barbara ; Marcellino, Massimiliano. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:70:y:2008:i:s1:p:867-893. Full description at Econpapers || Download paper | |
| 2023 | When stronger patent law reduces patenting: Empirical evidence. (2023). Xiong, XI ; I. P. L. Png, ; Hou, Yun. In: Strategic Management Journal. RePEc:bla:stratm:v:44:y:2023:i:4:p:977-1012. Full description at Econpapers || Download paper | |
| 2023 | How did Brexit impact EU trade? Evidence from real data. (2023). Kapar, Burcu ; Buigut, Steven. In: The World Economy. RePEc:bla:worlde:v:46:y:2023:i:6:p:1566-1581. Full description at Econpapers || Download paper | |
| 2023 | Service trade restrictiveness and foreign direct investment—Evidence from greenfield FDI in business services. (2023). Marschinski, Robert ; Jungmittag, Andre. In: The World Economy. RePEc:bla:worlde:v:46:y:2023:i:6:p:1711-1758. Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2023 | UK monetary and fiscal policy since the Great Recession- an evaluation. (2023). Minford, A. Patrick ; Wang, Ziqing ; Meenagh, David ; Mai, Vo Phuong. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/9. Full description at Econpapers || Download paper | |
| 2024 | Nonparametric portfolio efficiency measurement with higher moments. (2024). Kruger, Jens J. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:144371. Full description at Econpapers || Download paper | |
| 2023 | Interbank asset-liability networks with fire sale management. (2023). Haaj, Grzegorz ; Feinstein, Zachary. In: Working Paper Series. RePEc:ecb:ecbwps:20232806. Full description at Econpapers || Download paper | |
| 2024 | Information effects of high-speed rail: Evidence from patent citations in China. (2024). Yi, Wei ; Long, Cheryl Xiaoning. In: China Economic Review. RePEc:eee:chieco:v:84:y:2024:i:c:s1043951x2400004x. Full description at Econpapers || Download paper | |
| 2023 | Mean regression model for the zero-truncated Poisson distribution and its generalization. (2023). Liang, Jiajuan ; Tian, Guo-Liang ; Sun, Yuan ; Shi, Jianhua. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:179:y:2023:i:c:s0167947322002304. Full description at Econpapers || Download paper | |
| 2023 | Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles. (2023). Wang, Shu ; Herwartz, Helmut. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000362. Full description at Econpapers || Download paper | |
| 2023 | Multivariate stress scenario selection in interbank networks. (2023). Kwon, Eunji ; Kim, Kyoung-Kuk ; Ahn, Dohyun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001185. Full description at Econpapers || Download paper | |
| 2024 | Identification of vector autoregressive models with nonlinear contemporaneous structure. (2024). Moneta, Alessio ; Doremus, Nicolas ; Cordoni, Francesco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000447. Full description at Econpapers || Download paper | |
| 2023 | Macroeconomic conditions, corporate default, and default clustering. (2023). Liu, Lanlan ; Luo, Dan ; Xing, Kai. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003169. Full description at Econpapers || Download paper | |
| 2023 | The impact of economic policy uncertainty on stock prices. (2023). Ginn, William. In: Economics Letters. RePEc:eee:ecolet:v:233:y:2023:i:c:s0165176523004585. Full description at Econpapers || Download paper | |
| 2023 | A discrete-time hedging framework with multiple factors and fat tails: On what matters. (2023). Begin, Jean-Franois ; Badescu, Alexandru ; Augustyniak, Maciej. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:416-444. Full description at Econpapers || Download paper | |
| 2023 | Quasi score-driven models. (2023). Laurent, Sebastien ; Francq, Christian ; Blasques, F. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:251-275. Full description at Econpapers || Download paper | |
| 2023 | Maximum likelihood estimation of stochastic frontier models with endogeneity. (2023). Pérez-Urdiales, María ; Perez-Urdiales, Maria ; Centorrino, Samuele. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:82-105. Full description at Econpapers || Download paper | |
| 2023 | A corrected Clarke test for model selection and beyond. (2023). Min, Aleksey ; Fermanian, Jean-David ; Bruck, Florian. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:105-132. Full description at Econpapers || Download paper | |
| 2023 | Time series estimation of the dynamic effects of disaster-type shocks. (2023). Ng, Serena ; Davis, Richard. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:180-201. Full description at Econpapers || Download paper | |
| 2023 | Refining set-identification in VARs through independence. (2023). Wright, Jonathan H ; Drautzburg, Thorsten. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1827-1847. Full description at Econpapers || Download paper | |
| 2023 | Wald, QLR, and score tests when parameters are subject to linear inequality constraints. (2023). Shi, Xuetao ; Fan, Yanqin. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:2005-2026. Full description at Econpapers || Download paper | |
| 2023 | Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions. (2023). Sentana, Enrique ; Fiorentini, Gabriele. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:643-665. Full description at Econpapers || Download paper | |
| 2023 | Structural VAR models in the Frequency Domain. (2023). Pelgrin, Florian ; Guay, Alain. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001604. Full description at Econpapers || Download paper | |
| 2023 | Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models. (2023). Francq, Christian ; Aknouche, Abdelhakim. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s030440762100213x. Full description at Econpapers || Download paper | |
| 2024 | Simultaneously Incomplete and Incoherent (SII) Dynamic LDV Models: With an Application to Financing Constraints and Firms’ Decision to Innovate. (2024). Savignac, Frédérique ; Hajivassiliou, Vassilis. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002622. Full description at Econpapers || Download paper | |
| 2024 | Nested Pseudo likelihood estimation of continuous-time dynamic discrete games. (2024). Blevins, Jason ; Kim, Minhae. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623002920. Full description at Econpapers || Download paper | |
| 2024 | Kolmogorov–Smirnov type testing for structural breaks: A new adjusted-range based self-normalization approach. (2024). Hong, Yongmiao ; Linton, Oliver ; Wang, Shouyang ; Sun, Jiajing ; McCabe, Brendan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003196. Full description at Econpapers || Download paper | |
| 2024 | Locally robust inference for non-Gaussian linear simultaneous equations models. (2024). Mesters, Geert ; Lee, Adam. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407623003639. Full description at Econpapers || Download paper | |
| 2023 | Euro area sovereign bond risk premia before and during the Covid-19 pandemic. (2023). Schwaab, Bernd ; Corradin, Stefano. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000314. Full description at Econpapers || Download paper | |
| 2023 | General equilibrium models with rationing: The making of a ‘European specialty’. (2023). Plassard, Romain ; Renault, Matthieu. In: European Economic Review. RePEc:eee:eecrev:v:159:y:2023:i:c:s0014292123001988. Full description at Econpapers || Download paper | |
| 2023 | Subsidize or Not: The Competition of Credit Card and Online Credit in Platform-based Supply Chain System. (2023). Dong, YU ; Zha, Yong ; Li, Quan. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:2:p:644-658. Full description at Econpapers || Download paper | |
| 2023 | Asymptotically tight conic approximations for chance-constrained AC optimal power flow. (2023). Pan, Kai ; Cheng, Jianqiang ; Fathabad, Abolhassan Mohammadi ; Yang, Boshi. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:2:p:738-753. Full description at Econpapers || Download paper | |
| 2023 | Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation. (2023). Zhang, Gongqiu ; Li, Lingfei ; Meier, Christian. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:3:p:1292-1308. Full description at Econpapers || Download paper | |
| 2023 | Optimal network compression. (2023). Feinstein, Zachary ; Amini, Hamed. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:3:p:1439-1455. Full description at Econpapers || Download paper | |
| 2023 | An empirical application of Particle Markov Chain Monte Carlo to frailty correlated default models. (2023). Nguyen, HA. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:103-121. Full description at Econpapers || Download paper | |
| 2023 | Term premia and short rate expectations in the euro area. (2023). Berardi, Andrea. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000919. Full description at Econpapers || Download paper | |
| 2023 | Public support and energy innovation: Why do firms react differently?. (2023). Zhang, Lin. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000269. Full description at Econpapers || Download paper | |
| 2024 | Unraveling the structural sources of oil production and their impact on CO2 emissions. (2024). Wang, Shu ; Theilen, Bernd ; Herwartz, Helmut. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001968. Full description at Econpapers || Download paper | |
| 2024 | Pricing CBOE VIX in non-affine GARCH models with variance risk premium. (2024). Tong, Chen. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001454. Full description at Econpapers || Download paper | |
| 2023 | What is mine is yours: Sovereign risk transmission during the European debt crisis. (2023). Shin, Yongcheol ; Nguyen, Viet Hoang ; Greenwood-Nimmo, Matthew. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000037. Full description at Econpapers || Download paper | |
| 2024 | Mispricing of debt expansion in the eurozone sovereign credit market. (2024). Zenios, Stavros A ; Milidonis, Andreas ; Lotfi, Somayyeh. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001158. Full description at Econpapers || Download paper | |
| 2023 | Asset purchase bailouts and endogenous implicit guarantees. (2023). Mengus, Eric. In: Journal of International Economics. RePEc:eee:inecon:v:142:y:2023:i:c:s0022199623000235. Full description at Econpapers || Download paper | |
| 2023 | The globalization of corporate control. (2023). Papaioannou, Elias ; Nikalexi, Katerina ; Fonseca, Luis. In: Journal of International Economics. RePEc:eee:inecon:v:146:y:2023:i:c:s0022199623000405. Full description at Econpapers || Download paper | |
| 2023 | Efficient Quasi-Bayesian Estimation of Affine Option Pricing Models Using Risk-Neutral Cumulants. (2023). Lutkebohmert, Eva ; Gonzato, Luca ; Brignone, Riccardo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003259. Full description at Econpapers || Download paper | |
| 2023 | Term premium in a fractionally cointegrated yield curve. (2023). Abbritti, Mirko ; Moreno, Antonio ; Gil-Alana, Luis ; Carcel, Hector. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000171. Full description at Econpapers || Download paper | |
| 2024 | Reconciling interest rates evidence with theory: Rejecting unit roots when the HD(1) is a competing alternative. (2024). Palandri, Alessandro. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000335. Full description at Econpapers || Download paper | |
| 2023 | Local banking markets and barriers to entrepreneurship in minority and other areas. (2023). Prieger, James. In: Journal of Economics and Business. RePEc:eee:jebusi:v:124:y:2023:i:c:s0148619523000012. Full description at Econpapers || Download paper | |
| 2023 | Coherence without rationality at the zero lower bound. (2023). McClung, Nigel ; Ascari, Guido ; Mavroeidis, Sophocles. In: Journal of Economic Theory. RePEc:eee:jetheo:v:214:y:2023:i:c:s0022053123001412. Full description at Econpapers || Download paper | |
| 2024 | Is it alpha or beta? Decomposing hedge fund returns when models are misspecified. (2024). Scaillet, Olivier ; Gagliardini, Patrick ; Barras, Laurent ; Ardia, David. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x2400028x. Full description at Econpapers || Download paper | |
| 2023 | Monetary policy and information shocks in a block-recursive SVAR. (2023). Seepe, Andre ; Hetzenecker, Stephan ; Keweloh, Sascha A. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000931. Full description at Econpapers || Download paper | |
| 2023 | Sovereign bond and CDS market contagion: A story from the Eurozone crisis. (2023). Panagiotidis, Theodore ; Politsidis, Panagiotis N ; Bampinas, Georgios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001031. Full description at Econpapers || Download paper | |
| 2023 | Eurozone government bond spreads: A tale of different ECB policy regimes. (2023). Pieterse-Bloem, Mary. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001663. Full description at Econpapers || Download paper | |
| 2024 | Smart systemic-risk scores. (2024). Benoit, Sylvain. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001699. Full description at Econpapers || Download paper | |
| 2023 | Institutional determinants of internal conflicts in fragile developing countries. (2023). Véganzonès, Marie-Ange ; Veganzones-Varoudakis, Marie-Ange ; All, Syed Muhammad. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:45:y:2023:i:5:p:910-934. Full description at Econpapers || Download paper | |
| 2023 | Oil & gas induced economic fluctuations and self-employment. (2023). Upton, Gregory B ; Unel, Bulent. In: Labour Economics. RePEc:eee:labeco:v:82:y:2023:i:c:s0927537123000374. Full description at Econpapers || Download paper | |
| 2024 | Oil price shocks in real time. (2024). Gazzani, Andrea Giovanni ; Veronese, Giovanni ; Venditti, Fabrizio. In: Journal of Monetary Economics. RePEc:eee:moneco:v:144:y:2024:i:c:s0304393223001630. Full description at Econpapers || Download paper | |
| 2024 | Estimating the Fed’s unconventional policy shocks. (2024). Jarociński, Marek ; Jarociski, Marek. In: Journal of Monetary Economics. RePEc:eee:moneco:v:144:y:2024:i:c:s0304393224000011. Full description at Econpapers || Download paper | |
| 2023 | The effect of the disposal of non-performing loans on interbank liquidity risk in China: A cash flow network-based analysis. (2023). Shouyang, Wang ; Yahan, Wang ; Fangcheng, Tang ; Kun, Guo ; Jiajia, Liu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:105-119. Full description at Econpapers || Download paper | |
| 2023 | Decomposing the yield curve with linear regressions and survey information. (2023). Halberstadt, Arne. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:25-39. Full description at Econpapers || Download paper | |
| 2024 | A method to measure bank output while excluding credit risk and retaining liquidity effects. (2024). Bruno, Olivier ; Groslambert, Bertrand ; Chiappini, Raphael. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:167-179. Full description at Econpapers || Download paper | |
| 2023 | State-owned Enterprises in the global market: Varieties of government control and internationalization strategies. (2023). Ricchiuti, Giorgio ; Marvasi, Enrico ; Clo, Stefano. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:64:y:2023:i:c:p:25-40. 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 | 18 |
| 1991 | Simulation Based Inference in Models with Heterogeneity In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 23 |
| 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 | 4 |
| 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 | 2 |
| 2002 | Pricing with Splines.(2002) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | 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 | 1 |
| 2017 | Consistent Pseudo-Maximum Likelihood Estimators In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 2016 | Consistent Pseudo-Maximum Likelihood Estimators.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2017 | Consistent Pseudo-Maximum Likelihood Estimators.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2019 | Model Risk Management: Limits and Future of Bayesian Approaches In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2019 | Model Risk Management: Limits and Future of Bayesian Approaches.(2019) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2007 | Pricing and Inference with Mixtures of Conditionally Normal Processes. In: Working papers. [Full Text][Citation analysis] | paper | 34 |
| 2006 | Pricing and Inference with Mixtures of Conditionally Normal Processes.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | 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 nother version. Agregated cites: 0 | paper | |
| 2007 | Switching VARMA Term Structure Models - Extended Version. In: Working papers. [Full Text][Citation analysis] | paper | 13 |
| 2007 | Switching VARMA Term Structure Models - Extended Version.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2008 | Econometric Asset Pricing Modelling. In: Working papers. [Full Text][Citation analysis] | paper | 21 |
| 2007 | Econometric Asset Pricing Modelling.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2008 | Econometric Asset Pricing Modelling.(2008) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | article | |
| 2009 | No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth. In: Working papers. [Full Text][Citation analysis] | paper | 38 |
| 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 nother version. Agregated cites: 38 | 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 nother version. Agregated cites: 38 | 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 | 4 |
| 2008 | Optimal portfolio allocation under asset and surplus VaR constraints.(2008) In: Journal of Asset Management. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2011 | Default, liquidity and crises: an econometric framework In: Working papers. [Full Text][Citation analysis] | paper | 6 |
| 2010 | Default, Liquidity and Crises : An Econometric Framework.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2013 | Default, Liquidity, and Crises: an Econometric Framework.(2013) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2011 | Credit and liquidity risks in euro area sovereign yield curves In: Working papers. [Full Text][Citation analysis] | paper | 14 |
| 2011 | Credit and Liquidity Risks in Euro-area Sovereign Yield Curves.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2012 | Asset Pricing with Second-Order Esscher Transforms. In: Working papers. [Full Text][Citation analysis] | paper | 19 |
| 2010 | Asset Pricing with Second-Order Esscher Transforms.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
| 2012 | Asset pricing with Second-Order Esscher Transforms.(2012) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | article | |
| 2012 | Bilateral Exposures and Systemic Solvency Risk. In: Working papers. [Full Text][Citation analysis] | paper | 49 |
| 2012 | Bilateral exposures and systemic solvency risk.(2012) In: Canadian Journal of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | article | |
| 2012 | Bilateral exposures and systemic solvency risk.(2012) In: Canadian Journal of Economics/Revue canadienne d'économique. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | article | |
| 2013 | Credit and Liquidity in Interbank Rates: a Quadratic Approach. In: Working papers. [Full Text][Citation analysis] | paper | 22 |
| 2016 | Credit and liquidity in interbank rates: A quadratic approach.(2016) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
| 2013 | Pricing Default Events: Surprise, Exogeneity and Contagion. In: Working papers. [Full Text][Citation analysis] | paper | 9 |
| 2013 | Pricing Default Events : Surprise, Exogeneity and Contagion.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2014 | Pricing default events: Surprise, exogeneity and contagion.(2014) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2013 | Regime Switching and Bond Pricing. In: Working papers. [Full Text][Citation analysis] | paper | 4 |
| 2013 | Regime Switching and Bond Pricing.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2014 | Regime Switching and Bond Pricing.(2014) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2014 | A Quadratic Kalman Filter In: Working papers. [Full Text][Citation analysis] | paper | 5 |
| 2015 | A Quadratic Kalman Filter.(2015) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2015 | Staying at Zero with Affine Processes: An Application to Term Structure Modelling. In: Working papers. [Full Text][Citation analysis] | paper | 37 |
| 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 nother version. Agregated cites: 37 | 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 nother version. Agregated cites: 37 | article | |
| 2020 | Disastrous Defaults In: Working papers. [Full Text][Citation analysis] | paper | 2 |
| 2021 | Disastrous Defaults*.(2021) In: Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2021 | Disastrous Defaults.(2021) In: TSE Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 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 nother version. Agregated cites: 1 | paper | |
| 2009 | Fourth Order Pseudo Maximum Likelihood Methods In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 7 |
| 2011 | Fourth Order Pseudo Maximum Likelihood Methods.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2011 | Fourth order pseudo maximum likelihood methods.(2011) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2011 | Fourth order pseudo maximum likelihood methods.(2011) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | 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 nother version. Agregated cites: 3 | article | |
| 1981 | Pseudo maximum likelihood methods : theory In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 563 |
| 1984 | Pseudo Maximum Likelihood Methods: Theory..(1984) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 563 | article | |
| 1982 | Pseudo maximum lilelihood methods : applications to poisson models In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 754 |
| 1984 | Pseudo Maximum Likelihood Methods: Applications to Poisson Models..(1984) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 754 | article | |
| 1982 | Revision adaptative des anticipations et convergence vers les anticipations rationnelles In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 0 |
| 1982 | Estimation and test in probit models with serial correlation In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 3 |
| 1984 | General approach of serial correlation (a). In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 39 |
| 1985 | A General Approach to Serial Correlation.(1985) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | article | |
| 1985 | Simulated residuals In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 21 |
| 1987 | Simulated residuals.(1987) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | article | |
| 1985 | Testing unknown linear restrictions on parameter functions In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 1 |
| 1987 | Consistent m-estimators in a semi-parametric model In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 2 |
| 1991 | Qualitative threshold arch models In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 69 |
| 1992 | Qualitative threshold ARCH models.(1992) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 69 | article | |
| 1991 | Two stages generalized moment method with applications to regressions with heteroscedasticity of unkwnown form In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 0 |
| 1991 | Modèles de durée et effets de génération In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 0 |
| 1993 | Modèles linéaires à facteurs et structure à terme des taux dintérêt In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 0 |
| 1993 | Prévision de mesures de prix contingents In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 0 |
| 1994 | Kernel m-estimators : non parametric diagnostics for structural models In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 2 |
| 1994 | Testing, encompassing and simulating dynamic econometric models In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 26 |
| 1995 | Testing, Encompassing, and Simulating Dynamic Econometric Models.(1995) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | article | |
| 1997 | Econometric specification of the risk neutral valuation model In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 5 |
| 1997 | Econometric Specification of the Risk Neutral Valuation Model.(1997) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2000 | Econometric specification of the risk neutral valuation model.(2000) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2003 | Is Economic Activity in the G7 Synchronized? Common Shocks versus Spillover Effects In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 67 |
| 2002 | Affine Term Structure Models In: Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 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 | 9 |
| 2010 | International money and stock market contingent claims.(2010) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2005 | Affine Model for Credit Risk Analysis In: Working Papers. [Full Text][Citation analysis] | paper | 18 |
| 2006 | Affine Models for Credit Risk Analysis.(2006) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
| 2006 | (Non) consistency of the Beta Kernel Estimator for Recovery Rate Distribution In: Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2007 | Quadratic Stochastic Intensity and Prospective Mortality Tables In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2008 | Quadratic stochastic intensity and prospective mortality tables.(2008) In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | 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 | 4 |
| 2012 | Joint econometric modeling of spot electricity prices, forwards and options.(2012) In: Review of Derivatives Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2013 | Liquidation Equilibrium with Seniority and Hidden CDO In: Working Papers. [Full Text][Citation analysis] | paper | 13 |
| 2013 | Liquidation equilibrium with seniority and hidden CDO.(2013) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | 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 | 95 |
| 2017 | Statistical Inference for Independent Component Analysis: Application to Structural VAR Models.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 95 | paper | |
| 2017 | Statistical inference for independent component analysis: Application to structural VAR models.(2017) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 95 | article | |
| 2016 | Stationary Bubble Equilibria in Rational Expectation Models In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2020 | Stationary bubble equilibria in rational expectation models.(2020) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2020 | Stationary Bubble Equilibria in Rational Expectation Models.(2020) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2016 | Composite Indirect Inference with Application to Corporate Risks In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2018 | Composite indirect inference with application to corporate risks.(2018) In: Econometrics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2017 | Composite Indirect Inference with Application In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2017 | Identification and Estimation in Non-Fundamental Structural VARMA Models In: Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2020 | Identification and Estimation in Non-Fundamental Structural VARMA Models.(2020) In: The Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
| 2018 | Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2020 | Affine Modeling of Credit Risk, Pricing of Credit Events and Contagion In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2021 | Affine Modeling of Credit Risk, Pricing of Credit Events, and Contagion.(2021) In: Management Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | 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 nother version. Agregated cites: 0 | article | |
| 1998 | The Simulated Likelihood Ratio (SLR) Method In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 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. [Full Text][Citation analysis] | article | 0 |
| 1995 | Statistics and Econometric Models In: Cambridge Books. [Citation analysis] | book | 203 |
| 1995 | Statistics and Econometric Models.(1995) In: Cambridge Books. [Citation analysis] This paper has nother version. Agregated cites: 203 | book | |
| 1995 | Statistics and Econometric Models.(1995) In: Cambridge Books. [Citation analysis] This paper has nother version. Agregated cites: 203 | book | |
| 1995 | Statistics and Econometric Models.(1995) In: Cambridge Books. [Citation analysis] This paper has nother version. Agregated cites: 203 | book | |
| 1997 | Time Series and Dynamic Models In: Cambridge Books. [Citation analysis] | book | 74 |
| 1997 | Time Series and Dynamic Models.(1997) In: Cambridge Books. [Citation analysis] This paper has nother version. Agregated cites: 74 | book | |
| 1996 | A Reappraisal of Misspecified Econometric Models In: Econometric Theory. [Full Text][Citation analysis] | article | 20 |
| 1989 | A General Framework for Testing a Null Hypothesis in a “Mixed” Form In: Econometric Theory. [Full Text][Citation analysis] | article | 21 |
| 1980 | Disequilibrium Econometrics in Simultaneous Equations Systems. In: Econometrica. [Full Text][Citation analysis] | article | 17 |
| 1980 | Coherency Conditions in Simultaneous Linear Equation Models with Endogenous Switching Regimes. In: Econometrica. [Full Text][Citation analysis] | article | 82 |
| 1979 | Coherency Conditions In Simultaneous Linear Equation Models With Endogenous Switching Regimes.(1979) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 82 | paper | |
| 1980 | Sufficient Linear Structures: Econometric Applications. In: Econometrica. [Full Text][Citation analysis] | article | 10 |
| 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 | 163 |
| 1982 | Rational Expectations in Dynamic Linear Models: Analysis of the Solutions. In: Econometrica. [Full Text][Citation analysis] | article | 49 |
| 1989 | Testing for Common Roots. In: Econometrica. [Full Text][Citation analysis] | article | 1 |
| 2022 | Required Capital for Long-Run Risks In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
| 2022 | Required Capital for Long-Run Risks.(2022) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 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 | 9 |
| 1979 | On the characterization of a joint probability distribution by conditional distributions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 5 |
| 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 | 29 |
| 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 | 9 |
| 1981 | Asymptotic properties of the maximum likelihood estimator in dichotomous logit models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 9 |
| 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 | 27 |
| 1987 | Generalised residuals In: Journal of Econometrics. [Full Text][Citation analysis] | article | 209 |
| 1993 | Simulation-based inference : A survey with special reference to panel data models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 154 |
| 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 | 25 |
| 2021 | Model risk management: Valuation and governance of pseudo-models In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2005 | The econometrics of efficient portfolios In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 17 |
| 2013 | Linear-price term structure models In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 2 |
| 1995 | Prepayment analysis for securitization In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 2 |
| 1992 | Indirect Inference. In: Toulouse - GREMAQ. [Citation analysis] | paper | 531 |
| 1993 | Indirect Inference..(1993) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 531 | article | |
| 2020 | Identification and Estimation in Nonfundamental Structural Models In: Post-Print. [Citation analysis] | paper | 2 |
| 2019 | Invited Editorial \textquotedblleftThe challenges imposed by low interest rates\textquotedblright In: Post-Print. [Citation analysis] | paper | 0 |
| 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 | 3 |
| 2004 | Infrequent Extreme Risks In: The Geneva Papers on Risk and Insurance Theory. [Full Text][Citation analysis] | article | 3 |
| 2004 | Infrequent Extreme Risks.(2004) In: The Geneva Risk and Insurance Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2003 | Kernel-Based Indirect Inference In: Journal of Financial Econometrics. [Citation analysis] | article | 10 |
| 2007 | Switching VARMA Term Structure Models In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 14 |
| 1981 | On the Problem of Missing Data in Linear Models In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 27 |
| 2014 | Decomposing Euro-Area Sovereign Spreads: Credit and Liquidity Risks In: Review of Finance. [Full Text][Citation analysis] | article | 37 |
| 1997 | Simulation-based Econometric Methods In: OUP Catalogue. [Citation analysis] | book | 67 |
| 2019 | Invited Editorial “The challenges imposed by low interest rates†In: Journal of Asset Management. [Full Text][Citation analysis] | article | 0 |
| 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 | 8 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team