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A Test for Structural Stability of Euler Conditions Parameters Estimated Via the Generalized Methods of Moments Estimators.
Ghysels, E.; Hall, A. - Département de Sciences Économiques, Université de … - 1988
Un Test de la Stabilite Structurelle des Parametres Estimee Par la Methode des Moments Generalisee (Mmg) Est Presente. le Test Est Predictif, Base Sur L'examen de Previsions Sur un Sous-Echantillon le Test S'applique Sur une Grande Variete de Modeles D'inference Dynamiques, Modeles D'equations...
Persistent link: https://www.econbiz.de/10005018019
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AN EXTENSION OF QUADRATURE-BASED METHODS FOR SOLVING EULER CONDITIONS.
GHYSELS, E.; HALL, A. - Centre Interuniversitaire de Recherche en Économie … - 1990
Persistent link: https://www.econbiz.de/10005345993
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Dynamic Regression and Filtered Data Series: A Laplace Approximation to the Effects of Filtering in Small Samples.
Ghysels, E.; Lieberman, O. - Centre Interuniversitaire de Recherche en Économie … - 1993
Persistent link: https://www.econbiz.de/10005346033
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Charistmas, Spring and the Dawning of Economic Recovery.
Ghysels, E. - Centre Interuniversitaire de Recherche en Économie … - 1992
Persistent link: https://www.econbiz.de/10005353029
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A Time Series Model with Periodic Stochastic Regime Switching.
Ghysels, E. - Centre Interuniversitaire de Recherche en Économie … - 1993
Persistent link: https://www.econbiz.de/10005353034
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The Effect of Linear Filters on Dynamic Time series with Structural Change.
Perron, P.; Ghysels, E. - Centre Interuniversitaire de Recherche en Économie … - 1994
Persistent link: https://www.econbiz.de/10005353038
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THE BUSINESS CYCLE, THE SEASONAL CYCLE OR JUST ANY CYCLE.
GHYSELS, E. - Centre Interuniversitaire de Recherche en Économie … - 1990
Persistent link: https://www.econbiz.de/10005353041
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Market Time and Asset Price Movements: Theory and Estimation.
Ghysels, E.; Gourieroux, C.; Jasiak, J. - Centre Interuniversitaire de Recherche en Économie … - 1995
Persistent link: https://www.econbiz.de/10005353050
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Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process.
Ghysels, E.; Granger, C.W.J.; Siklos, P.L. - Centre Interuniversitaire de Recherche en Économie … - 1995
Persistent link: https://www.econbiz.de/10005353052
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On Periodic Structures and Testing for Seasonal Unit Roots.
Ghysels, E.; Hall, A.; Lee, H.S. - Centre Interuniversitaire de Recherche en Économie … - 1995
Persistent link: https://www.econbiz.de/10005353072