Pseudo maximum likelihood methods: Theory C Gourieroux, A Monfort, A Trognon Econometrica: journal of the Econometric Society, 681-700, 1984 | 2977* | 1984 |
Indirect inference C Gourieroux, A Monfort, E Renault Journal of applied econometrics 8 (S1), S85-S118, 1993 | 2298 | 1993 |
Simulation-based econometric methods C Gourieroux, A Monfort OUP Oxford, 1997 | 1598 | 1997 |
Statistics and econometric models C Gourieroux, A Monfort Cambridge University Press, 1995 | 935 | 1995 |
Likelihood ratio test, Wald test, and Kuhn-Tucker test in linear models with inequality constraints on the regression parameters C Gourieroux, A Holly, A Monfort Econometrica: journal of the Econometric Society, 63-80, 1982 | 658 | 1982 |
Generalised residuals C Gourieroux, A Monfort, E Renault, A Trognon Journal of econometrics 34 (1-2), 5-32, 1987 | 617 | 1987 |
Séries temporelles et modèles dynamiques C Gouriéroux, A Monfort FeniXX, 1995 | 384 | 1995 |
Time series and dynamic models C Gourieroux, A Monfort Cambridge University Press, 1997 | 366 | 1997 |
Simulation-based inference: A survey with special reference to panel data models C Gourieroux, A Monfort Journal of Econometrics 59 (1-2), 5-33, 1993 | 312 | 1993 |
Statistique et modèles économétriques C Gouriéroux, A Monfort (No Title), 1989 | 294 | 1989 |
Qualitative threshold ARCH models C Gourieroux, A Monfort Journal of econometrics 52 (1-2), 159-199, 1992 | 246 | 1992 |
Coherency conditions in simultaneous linear equation models with endogenous switching regimes C Gourieroux, JJ Laffont, A Monfort National Bureau of Economic Research, 1979 | 221 | 1979 |
Identification of a mixed autoregressive-moving average process: The corner method JM Beguin, C Gourieroux, A Monfort INSEE, 1979 | 215 | 1979 |
Simulation based inference in models with heterogeneity C Gourieroux, A Monfort Annales d'Economie et de Statistique, 69-107, 1990 | 207 | 1990 |
Rational expectations in dynamic linear models: analysis of the solutions C Gourieroux, JJ Laffont, A Monfort Econometrica: Journal of the Econometric Society, 409-425, 1982 | 173 | 1982 |
Statistical inference for independent component analysis: Application to structural VAR models C Gouriéroux, A Monfort, JP Renne Journal of Econometrics 196 (1), 111-126, 2017 | 157 | 2017 |
Testing non-nested hypotheses C Gourieroux, A Monfort Handbook of econometrics 4, 2583-2637, 1994 | 156 | 1994 |
Disequilibrium econometrics in simultaneous equations systems C Gourieroux, JJ Laffont, A Monfort Econometrica: Journal of the Econometric Society, 75-96, 1980 | 147 | 1980 |
Is economic activity in the G7 synchronized? Common shocks versus spillover effects A Monfort, JP Renne, R Rüffer, G Vitale Common Shocks Versus Spillover Effects (November 2003), 2003 | 141 | 2003 |
Moindres carrés asymptotiques C Gourieroux, A Monfort, A Trognon Annales de l'INSEE, 91-122, 1985 | 141 | 1985 |