Alain Monfort's Books

Statistics and Econometric Models

By: Christian Gourieroux,Alain Monfort

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Statistics and Econometric Models

By: Christian Gourieroux,Alain Monfort

This is the first volume in a major two-volume set of advanced texts in econometrics.

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Page Count

528

Publisher

Cambridge University Press

Published Date

ISBN 10

0521477441

ISBN 13

9780521477444

Time Series and Dynamic Models

By: Christian Gourieroux,Alain Monfort

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Time Series and Dynamic Models

By: Christian Gourieroux,Alain Monfort

In this book Christian Gourieroux and Alain Monfort provide an up-to-date and comprehensive analysis of modern time series econometrics. They have succeeded in synthesising in an organised and integrated way a broad and diverse literature. While the book does not assume a deep knowledge of economics, one of its most attractive features is the close attention it pays to economic models and phenomena throughout. The coverage represents a major reference tool for graduate students, researchers and applied economists. The book is divided into four sections. Section one gives a detailed treatment of classical seasonal adjustment or smoothing methods. Section two provides a thorough coverage of various mathematical tools. Section three is the heart of the book, and is devoted to a range of important topics including causality, exogeneity shocks, multipliers, cointegration and fractionally integrated models. The final section describes the main contribution of filtering and smoothing theory to time series econometric problems.

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Page Count

692

Publisher

Cambridge University Press

Published Date

ISBN 10

0521411467

ISBN 13

9780521411462

Simulation-based Econometric Methods

By: Christian Gouriéroux,Alain Monfort

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Simulation-based Econometric Methods

By: Christian Gouriéroux,Alain Monfort

This book introduces a new generation of statistical econometrics. After linear models leading to analytical expressions for estimators, and non-linear models using numerical optimization algorithms, the availability of high- speed computing has enabled econometricians to consider econometric models without simple analytical expressions. The previous difficulties presented by the presence of integrals of large dimensions in the probability density functions or in the moments can be circumvented by a simulation-based approach. After a brief survey of classical parametric and semi-parametric non-linear estimation methods and a description of problems in which criterion functions contain integrals, the authors present a general form of the model where it is possible to simulate the observations. They then move to calibration problems and the simulated analogue of the method of moments, before considering simulated versions of maximum likelihood, pseudo-maximum likelihood, or non-linear least squares. The general principle of indirect inference is presented and is then applied to limited dependent variable models and to financial series.

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Page Count

190

Publisher

OUP Oxford

Published Date

ISBN 10

019152509X

ISBN 13

9780191525094

Time Series and Dynamic Models

By: Christian Gourieroux,Alain Monfort

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Time Series and Dynamic Models

By: Christian Gourieroux,Alain Monfort

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Page Count

686

Publisher

Cambridge University Press

Published Date

ISBN 10

0521411467

ISBN 13

9780521411462

About the Holy Shroud and the collegiate church of Lirey (Aube)

By: Alain Hourseau

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About the Holy Shroud and the collegiate church of Lirey (Aube)

By: Alain Hourseau

The Holy Shroud appeared in history, as early as 1356, in a collegiate church, located 20 kilometers south of Troyes. It was Jeanne de Vergy who testified to it, following the wish of her late husband, the knight, Geoffroy de Charny, also a standard-bearer and advisor to the King. But the history of the Holy Shroud, in Lirey, does not stop after its departure in 1418. Even distant several hundred kilometers, its memory continues to feed the coffers of the collegiate church, thanks to the coins left by the waves of pilgrims. The canons do not despair of seeing the relic one day in their new church, built in the 16th century. The Revolution will mark a fatal blow, after several centuries of decline. The Holy Shroud is now in Turin.

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Page Count

270

Publisher

BoD - Books on Demand

Published Date

ISBN 10

2322205478

ISBN 13

9782322205479

International Trade Modelling

By: m Dagenais,Pierre-Alain Muet

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International Trade Modelling

By: m Dagenais,Pierre-Alain Muet

In recent years, international trade has become a subject of increaed practical importance and also one of the most intellectually exciting parts of economics. In his introduction to this volume, Paul Krugman outlines why this is so, by analysing the original contribution of the New Trade Theory in interpreting and explaining the observed trade behaviour of the past twenty years. Then follow sections which discuss: formal tests of the New Trade Theory, Price Discrimination and Exchange Rate, as well as New Protectionism, measures of Comparative Advantages and Import Demand in industrialized and developing countries. Some chapters also use GCE models to evaluate Trade Protectionism, while others encompass External Trade within aggregate Disequilibrium Models.

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Page Count

386

Publisher

CRC Press

Published Date

ISBN 10

0412450003

ISBN 13

9780412450006

An Overview of the SIGMA Research Project

A European Approach to Seismic Hazard Analysis

By: Alain Pecker,Ezio Faccioli,Aybars Gurpinar,Christophe Martin,Philippe Renault

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An Overview of the SIGMA Research Project

A European Approach to Seismic Hazard Analysis

By: Alain Pecker,Ezio Faccioli,Aybars Gurpinar,Christophe Martin,Philippe Renault

This book presents a summary of the important outcomes of the SIGMA project related to all aspects of Probabilistic Seismic Hazard Assessment: source characterization, rock motion characterization, site response characterization, and hazard calculations, with for all of them emphasis on the treatment of uncertainties. In recent years, attempts have been made to identify and quantify uncertainties in seismic hazard estimations for regions with moderate seismicity. These uncertainties, for which no estimation standards exist, create major difficulties and can lead to different interpretations and divergent opinions among experts. To address this matter, an international research project was launched in January 2011, by an industrial consortium composed of French and Italian organizations. This program, named SIGMA (Seismic Ground Motion Assessment) lasted for five years and involved a large number of international institutions. This book is intended for instructors running courses on engineering seismology, graduate students in the same field and practicing engineers involved in Probabilistic Seismic Hazard Analyses.

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Page Count

177

Publisher

Springer

Published Date

ISBN 10

3319581546

ISBN 13

9783319581545

Statistics and Econometric Models

By: Christian Gourieroux,Alain Monfort

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Statistics and Econometric Models

By: Christian Gourieroux,Alain Monfort

This is the first volume in a major two-volume set of advanced texts in econometrics.

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N/A

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Solve jigsaw puzzle

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Page Count

528

Publisher

Cambridge University Press

Published Date

ISBN 10

0521477441

ISBN 13

9780521477444

Simulation-based Econometric Methods

By: Christian Gouriéroux,Alain Monfort

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Simulation-based Econometric Methods

By: Christian Gouriéroux,Alain Monfort

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Page Count

190

Publisher

OUP Oxford

Published Date

ISBN 10

019152509X

ISBN 13

9780191525094

Statistics and Econometric Models: Testing, confidence regions, model selection, and asymptotic theory

By: Christian Gourieroux,Alain Monfort

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Statistics and Econometric Models: Testing, confidence regions, model selection, and asymptotic theory

By: Christian Gourieroux,Alain Monfort

This is the first volume in a major two-volume set of advanced texts in econometrics.

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Page Count

434

Publisher

Cambridge University Press

Published Date

ISBN 10

0521471621

ISBN 13

9780521471626

Macron Unveiled

The Prototype for a New Generation of World Leaders

By: Alain Lefebvre

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Macron Unveiled

The Prototype for a New Generation of World Leaders

By: Alain Lefebvre

There is a need for a new generation of politicians to change the world, and Emmanuel Macron could very well be a prototype. Macron Unveiled examines Macron' s first four years as France' s president, scrutinizing Macron' s personality, his way of solving problems, his sources of inspiration, his mistakes, his difficulties, as well as the impact he may already have had in his country, in Europe, and the world. As a former French Diplomat, psychologist, and political coach, Alain Lefebvre is uniquely positioned to explain the French perspective to international audiences. He brings careful analysis and historical context to Macron' s time in office.

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Page Count

266

Publisher

Histria Books

Published Date

ISBN 10

1592112609

ISBN 13

9781592112609

Book's by Alain Monfort

Statistics and Econometric Models

Statistics and Econometric Models

Time Series and Dynamic Models

Time Series and Dynamic Models

Simulation-based Econometric Methods

Simulation-based Econometric Methods

Time Series and Dynamic Models

Time Series and Dynamic Models

About the Holy Shroud and the collegiate church of Lirey (Aube)

About the Holy Shroud and the collegiate church of Lirey (Aube)

International Trade Modelling

International Trade Modelling

An Overview of the SIGMA Research Project

An Overview of the SIGMA Research Project

Statistics and Econometric Models

Statistics and Econometric Models

Simulation-based Econometric Methods

Simulation-based Econometric Methods

Statistics and Econometric Models: Testing, confidence regions, model selection, and asymptotic theory

Statistics and Econometric Models: Testing, confidence regions, model selection, and asymptotic theory

Macron Unveiled

Macron Unveiled

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