First French Econometrics Conference in Toulouse Celebrating Alain Monfort Contribution to Econometrics

Christian Bontemps, « Set Identified Linear Models », First French Econometrics Conference in Toulouse Celebrating Alain Monfort Contribution to Econometrics, Toulouse, France, 14–15 décembre 2009.

Russell Davidson, « A Paremetric Bootstrap for Heavy-Tailed Distributions », First French Econometrics Conference in Toulouse Celebrating Alain Monfort Contribution to Econometrics, Toulouse, France, 14–15 décembre 2009.

Jean-Marie Dufour, « Hodges-Lehmann Sign-based Estimators and Generalized Confidence Distributions in Linear Median Regressions With Heterogenous Dependent Errors », First French Econometrics Conference in Toulouse Celebrating Alain Monfort Contribution to Econometrics, Toulouse, France, 14–15 décembre 2009.

Jean-Pierre Florens (Toulouse School of Economics), « Endogeneity And Instrumental Variables In Dynamic Models », First French Econometrics Conference in Toulouse Celebrating Alain Monfort Contribution to Econometrics, Toulouse, France, 14–15 décembre 2009.

Ronald Gallant, « Habit, Long Run Risks, Prospect? A Statistical Inquiry », First French Econometrics Conference in Toulouse Celebrating Alain Monfort Contribution to Econometrics, Toulouse, France, 14–15 décembre 2009.

Christian Gouriéroux, « Microinformation, Nonlinear Filtering and Granularity », First French Econometrics Conference in Toulouse Celebrating Alain Monfort Contribution to Econometrics, Toulouse, France, décembre 2009.

Lars Peter Hansen, « Risk Price Dynamics », First French Econometrics Conference in Toulouse Celebrating Alain Monfort Contribution to Econometrics, Toulouse, France, 14–15 décembre 2009.

Alain Monfort (CREST, Banque de France, and Maastricht University), « No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDG Growth », First French Econometrics Conference in Toulouse Celebrating Alain Monfort Contribution to Econometrics, Toulouse, France, 14–15 décembre 2009.

Hashem Pesaran (Cambridge University, CIMF and USC), « Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit », First French Econometrics Conference in Toulouse Celebrating Alain Monfort Contribution to Econometrics, Toulouse, France, 14–15 décembre 2009.

Eric Renault (University of North Carolina), « Generalized Method of Moments with Tail Trimming », First French Econometrics Conference in Toulouse Celebrating Alain Monfort Contribution to Econometrics, Toulouse, France, 14–15 décembre 2009.