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~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Gardes, François"
~person:"Ghysels, Eric"
~person:"Jasiak, Joann"
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Search: subject_exact:"Trend-cycle estimation"
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Time series analysis
8
Zeitreihenanalyse
8
Theorie
6
Theory
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Estimation theory
3
Schätztheorie
3
Estimation
2
Poland
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Gardes, François
Ghysels, Eric
Jasiak, Joann
Gouriéroux, Christian
11
Guégan, Dominique
9
Comte, Fabienne
7
Zakoïan, Jean-Michel
7
Francq, Christian
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Doukhan, Paul
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Guerre, Emmanuel
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Renault, Eric
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Entorf, Horst
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Eyquem, Aurélien
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Hardouin, C.
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Jouneau-Sion, Frédéric
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Lang, Gabriel
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Lisi, Francesco
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Starzec, Krzysztof
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Touzi, Nizar
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of econometrics
5
Discussion paper / Centre for Economic Policy Research
4
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Essays in honor of Peter C. B. Phillips
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Handbook of financial time series
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International journal of forecasting
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The Oxford handbook of economic forecasting
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ECONIS (ZBW)
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1
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
Saved in:
2
Panel and pseudo-panel estimation of cross-sectional and time series elasticities of food consumption : the case of American and Polish data
Duncan, Greg J.
;
Gardes, François
;
Gaubert, Patrice
; …
-
2002
Persistent link: https://www.econbiz.de/10001660149
Saved in:
3
The world according to GARP : non-parametric tests of demand theory and rational behavior
Diaye, Marc-Arthur
;
Gardes, François
;
Starzec, Krzysztof
-
2001
Persistent link: https://www.econbiz.de/10001620425
Saved in:
4
Nonlinear innovations and impulse responses
Gouriéroux, Christian
;
Jasiak, Joann
-
1999
Persistent link: https://www.econbiz.de/10001421278
Saved in:
5
Nonlinear persistence and copersistence
Gouriéroux, Christian
;
Jasiak, Joann
-
1999
Persistent link: https://www.econbiz.de/10009758935
Saved in:
6
Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996742
Saved in:
7
Kernel autocorrelogram for time deformed processes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1996
Persistent link: https://www.econbiz.de/10000950447
Saved in:
8
Arbitrage-based pricing when volatility is stochastic
Bossaerts, Peter L.
;
Ghysels, Eric
;
Gouriéroux, Christian
-
1996
Persistent link: https://www.econbiz.de/10000950450
Saved in:
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