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Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag.

Ng, S.; Perron, P. - Centre Interuniversitaire de Recherche en Économie … - 1994

Persistent link: https://www.econbiz.de/10005133048

On Stable Factor Structurs in the Pricing of Risk.

Ghysels, E. - Centre Interuniversitaire de Recherche en Économie … - 1995

Persistent link: https://www.econbiz.de/10005133055

A TEST OF NEW AGGREGATE DAMAND CURVATURE PROPERTIES.

KORENMAN, S.D.; OUELLETTE, P.; WOOLDRIDGE, J - Centre Interuniversitaire de Recherche en Économie … - 1988

Persistent link: https://www.econbiz.de/10005133057

A TEST FOR STRUCTURAL STABILITY OF EULER CONDITIONS PARAMETERS ESTIMATED VIA THE GENERALIZED METHODS OF MOMENTS ESTIMATORS.

GHYSELS, E; HALL, A. - Centre Interuniversitaire de Recherche en Économie … - 1988

Persistent link: https://www.econbiz.de/10005133062

Predictive Tests for Structural Change with Unknown Breakpoint.

Ghysels, E.; Guay, A.; Hall, A. - Centre Interuniversitaire de Recherche en Économie … - 1995

Persistent link: https://www.econbiz.de/10005133100

The Exact Error in Estimating the Special Density at the Origin.

Ng, S.; Perron, P. - Centre Interuniversitaire de Recherche en Économie … - 1995

Persistent link: https://www.econbiz.de/10005170679

Testing for Homogeneity in Demand Systems when the Regressors Are Non-Stationary.

Ng, S. - Centre Interuniversitaire de Recherche en Économie … - 1995

Persistent link: https://www.econbiz.de/10005170687

Generalized Predictive Tests and Structural Change Analysis in Econometrics.

Dufour, J.M.; Ghysels, E.; Hall, A. - Centre Interuniversitaire de Recherche en Économie … - 1992

Persistent link: https://www.econbiz.de/10005545555

An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient.

Dufour, J.-M.; Hallin, M. - Centre Interuniversitaire de Recherche en Économie … - 1991

Persistent link: https://www.econbiz.de/10005545587

A Theoretical Comparison Between Integrated and Realized Volatilies.

Meddahi, N. - Centre Interuniversitaire de Recherche en Économie … - 2001

In this paper, we provide both quantitative and quantitative measures of the cost of measuring the integrated volatility by the realized volatility when the frequency of observation is fixed.

Persistent link: https://www.econbiz.de/10005545599