Access Statistics for Alain Monfort

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
(Non) consistency of the Beta Kernel Estimator for Recovery Rate Distribution 1 1 5 5 1 1 10 10
Affine Model for Credit Risk Analysis 2 7 13 13 2 11 27 27
Affine Term Structure Models 1 3 12 12 1 4 14 14
Coherency Conditions In Simultaneous Linear Equation Models With Endogenous Switching Regimes 1 2 13 71 10 18 92 544
Consistent m-estimators in a semi-parametric model 0 0 0 0 0 2 14 74
Econometric Asset Pricing Modelling 10 14 19 19 16 30 44 44
Econometric Asset Pricing Modelling 1 4 8 8 3 7 19 19
Econometric Specification of the Risk Neutral Valuation Model 1 1 2 2 1 1 2 2
Econometric specification of the risk neutral valuation model 0 0 0 0 3 7 49 699
Equidependence in Qualitative and Duration Models with Application to Credit Risk 0 2 3 3 0 2 3 3
Estimation and test in probit models with serial correlation 0 0 0 1 5 13 56 429
Functional Indirect Inference 0 2 3 3 1 3 6 6
General approach of serial correlation (a) 0 0 0 0 1 3 19 143
Indirect Inference 0 0 0 4 3 12 45 434
International Money and Stock Market Contingent Claims 1 2 4 4 1 7 15 15
Is Economic Activity in the G7 Synchronized? Common Shocks versus Spillover Effects 3 9 44 193 4 17 82 355
Kernel m-estimators: non parametric diagnostics for structural models 0 0 0 2 4 7 33 192
Modèles de comptage semi-paramétriques 0 1 3 3 1 2 9 9
Modèles de durée et effets de génération 0 0 0 0 5 10 25 172
Modèles linéaires à facteurs et structure à terme des taux d'intérêt 0 0 0 0 5 7 31 239
Multi-Lag Term Structure Models with Stochastic Risk Premia 0 1 1 1 0 3 7 7
New Information Response Functions 6 13 27 27 10 30 47 47
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth 5 20 43 43 14 57 83 83
Pricing and Inference with Mixtures of Conditionally Normal Processes 0 0 9 9 0 0 13 13
Pricing with Splines 0 0 9 9 0 1 11 11
Prévision de mesures de prix contingents 0 0 0 0 0 0 5 62
Pseudo maximum likelihood methods: theory 0 0 0 1 8 21 79 447
Pseudo maximum lilelihood methods: applications to poisson models 0 0 0 1 4 14 62 291
Quadratic Stochastic Intensity and Prospective Mortality Tables 1 1 3 3 2 2 7 7
Qualitative threshold arch models 0 0 0 0 3 17 59 266
Revision adaptative des anticipations et convergence vers les anticipations rationnelles 0 0 0 0 1 4 14 347
Simulated residuals 0 0 0 0 1 4 15 105
Switching VARMA Term Structure Models - Extended Version 2 2 3 3 2 3 7 7
Testing unknown linear restrictions on parameter functions 0 0 0 0 0 3 16 235
Testing, encompassing and simulating dynamic econometric models 0 0 0 1 4 13 37 159
The Econometrics of Efficient Frontiers 0 0 2 2 0 0 2 2
The Simulated Likelihood Ratio (SLR) Method 0 0 4 4 1 2 11 11
Two stages generalized moment method with applications to regressions with heteroscedasticity of unkwnown form 0 0 0 0 2 5 24 231
Total Working Papers 35 85 230 447 119 343 1,094 5,761

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Reappraisal of Misspecified Econometric Models 0 0 4 4 0 1 5 5
Affine Models for Credit Risk Analysis 2 11 43 112 4 24 97 234
Asymptotic properties of the maximum likelihood estimator in dichotomous logit models 1 4 14 47 3 11 30 90
Bayesian estimation of switching ARMA models 3 6 25 158 6 14 64 328
Coherency Conditions in Simultaneous Linear Equation Models with Endogenous Switching Regimes 2 3 8 42 2 6 22 232
Disequilibrium Econometrics in Simultaneous Equations Systems 0 1 9 50 1 4 23 229
Disequilibrium econometrics in dynamic models 0 1 6 24 0 4 13 50
Econometric Asset Pricing Modelling 1 2 4 4 1 5 11 11
Econometric specification of stochastic discount factor models 2 5 20 90 2 5 30 155
Econometric specification of the risk neutral valuation model 1 2 6 63 2 4 12 144
Exogenous and Endogenous Sampling 0 0 2 2 0 2 5 5
First-order identification in linear models 0 0 5 12 1 2 18 56
From a VAR Model to a Structural Model, with an Application to the Wage-Price Spiral 0 1 3 59 1 3 16 212
Generalised residuals 10 31 95 188 13 51 165 291
Indirect Inference 12 32 143 897 25 74 267 1,973
Infrequent Extreme Risks 1 2 15 95 2 3 26 205
Infrequent Extreme Risks 0 0 6 11 0 0 12 22
Kernel-Based Indirect Inference 0 0 0 0 6 16 74 242
Kuhn-Tucker, likelihood ratio and Wald tests for nonlinear models with inequality constraints on the parameters 0 1 9 31 0 2 18 60
Kullback Causality Measures 0 0 2 2 1 2 5 5
Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters 3 10 149 787 21 62 752 3,364
Linear Factor Models and the Term Structure of Interest Rates 0 2 3 3 2 6 11 11
On the Problem of Missing Data in Linear Models 0 3 12 47 0 4 26 116
On the characterization of a joint probability distribution by conditional distributions 0 0 7 29 1 2 30 144
Prepayment analysis for securitization 0 0 15 104 2 2 22 208
Pricing with Splines 0 2 8 8 1 8 20 20
Pseudo Maximum Likelihood Methods: Applications to Poisson Models 7 25 111 371 17 55 247 1,068
Pseudo Maximum Likelihood Methods: Theory 17 47 225 740 40 99 441 1,791
Quadratic stochastic intensity and prospective mortality tables 2 2 7 11 4 4 20 27
Qualitative threshold ARCH models 4 13 40 182 4 25 87 365
Rational Expectations in Dynamic Linear Models: Analysis of the Solutions 0 3 9 58 1 6 15 152
Simulated residuals 2 3 18 40 3 5 28 73
Simulation Based Inference in Models with Heterogeneity 0 3 4 4 0 4 5 5
Simulation-based inference: A survey with special reference to panel data models 1 9 34 158 6 17 65 260
Some useful equivalence properties of Hausman's test 0 2 5 14 1 3 9 25
Sufficient Linear Structures: Econometric Applications 0 0 5 12 0 0 7 53
Switching VARMA Term Structure Models 0 2 8 23 0 3 22 55
Testing for Common Roots 0 0 3 15 0 0 7 111
Testing nested or non-nested hypotheses 1 2 8 38 4 5 23 78
Testing, Encompassing, and Simulating Dynamic Econometric Models 2 5 12 12 3 7 14 14
Tests of the Equilibrium vs. Disequilibrium Hypotheses: A Comment 0 0 6 18 6 12 47 150
Tests sur le noyau, l'image et le rang de la matrice des coefficients d'un modéle linéaire multivarié 0 2 2 2 1 7 11 11
The econometrics of efficient portfolios 1 3 9 91 1 4 25 176
Total Journal Articles 75 240 1,119 4,658 188 573 2,847 12,826

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Testing non-nested hypotheses 2 4 24 135 8 10 54 287
Total Chapters 2 4 24 135 8 10 54 287

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Statistics updated 2009-11-04