December 14–15, 2009
Toulouse, France
More information coming soon
List of communications
Christian Bontemps, “Set Identified Linear Models”, First French Econometrics Conference in Toulouse Celebrating Alain Monfort Contribution to Econometrics, Toulouse, France, December 14–15, 2009.
Russell Davidson, “A Paremetric Bootstrap for Heavy-Tailed Distributions”, First French Econometrics Conference in Toulouse Celebrating Alain Monfort Contribution to Econometrics, Toulouse, France, December 14–15, 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, December 14–15, 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, December 14–15, 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, December 14–15, 2009.
Lars Peter Hansen, “Risk Price Dynamics”, First French Econometrics Conference in Toulouse Celebrating Alain Monfort Contribution to Econometrics, Toulouse, France, December 14–15, 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, December 14–15, 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, December 14–15, 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, December 14–15, 2009.