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isPartOf:"Discussion paper / Centre for Economic Policy Research"
subject:"Theorie"
~isPartOf:"Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Renault, Eric"
~type_genre:"Article in journal"
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Theorie
Theory
11
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4
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4
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3
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3
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Renault, Eric
Phillips, Peter C. B.
36
Pesaran, M. Hashem
19
Hommes, Cars H.
18
Kort, Peter M.
18
Yu, Jun
18
Bergh, Jeroen C. J. M. van den
17
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17
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17
Gouriéroux, Christian
16
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15
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15
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15
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14
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14
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14
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13
Baumgärtner, Stefan
12
Chib, Siddhartha
12
Gallegati, Mauro
12
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12
Tsionas, Efthymios G.
12
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11
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11
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11
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11
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11
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11
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11
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11
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11
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10
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10
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10
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10
Ng, Serena
10
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10
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10
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9
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9
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Discussion paper / Centre for Economic Policy Research
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
Journal of econometrics
Journal of economic dynamics & control
Management science : journal of the Institute for Operations Research and the Management Sciences
Journal of financial econometrics
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
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3
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3
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2
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ECONIS (ZBW)
11
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1
The leverage effect puzzle revisited : identification in discrete time
Han, Hyojin
;
Khrapov, Stanislav
;
Renault, Eric
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 230-258
Persistent link: https://www.econbiz.de/10012482760
Saved in:
2
Testing identification strength
Antoine, Bertille
;
Renault, Eric
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 271-293
Persistent link: https://www.econbiz.de/10012483002
Saved in:
3
Indirect Inference with endogenously missing exogenous variables
Chaudhuri, Saraswata
;
Frazier, David T.
;
Renault, Eric
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 55-75
Persistent link: https://www.econbiz.de/10012110238
Saved in:
4
Theoretical and financial econometrics : essays in honor of C. Gourieroux
Darolles, Serge
(
ed.
);
Renault, Eric
(
ed.
); …
-
2017
Persistent link: https://www.econbiz.de/10011918068
Saved in:
5
The dynamic mixed hitting-time model for multiple transaction prices and times
Renault, Eric
;
Heijden, Thijs van der
;
Werker, Bas J. M.
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 233-250
Persistent link: https://www.econbiz.de/10010433364
Saved in:
6
Causality effects in return volatility measures with random times
Renault, Eric
;
Werker, Bas J. M.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 272-279
Persistent link: https://www.econbiz.de/10009242519
Saved in:
7
Estimation of objective and risk-neutral distributions based on moments of integrated volatility
Garcia, René
;
Lewis, Marc-André
;
Pastorello, Sergio
; …
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 22-32
Persistent link: https://www.econbiz.de/10009242563
Saved in:
8
Indirect inference and calibration of dynamic stochastic general equilibrium models
Dridi, Ramdan
;
Guay, Alain
;
Renault, Eric
- In:
Journal of econometrics
136
(
2007
)
2
,
pp. 397-430
Persistent link: https://www.econbiz.de/10003412637
Saved in:
9
Temporal aggregation of volatility models
Meddahi, Nour
;
Renault, Eric
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 355-379
Persistent link: https://www.econbiz.de/10001956326
Saved in:
10
Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, René
;
Luger, Richard
;
Renault, Eric
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 49-83
Persistent link: https://www.econbiz.de/10001772141
Saved in:
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