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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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ECONOMETRIC MODELS OF ACCIDENT DISTRIBUTIONS.
BOYER, M.; DIONEE, G.; VANASSE, C. - Centre Interuniversitaire de Recherche en Économie … - 1990
Persistent link: https://www.econbiz.de/10005346003
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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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Over-Rejections in Rational Expectations Models: A Nonparametric Approach to the Mankiw-Shapiro Problem.
Campbell, B.; Dufour, J.-M. - Centre Interuniversitaire de Recherche en Économie … - 1991
Persistent link: https://www.econbiz.de/10005353022
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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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An Eigenfunction Approach for Volatility Modeling.
Meddahi, N. - Centre Interuniversitaire de Recherche en Économie … - 2001
In this paper, we introduce a new approach for volatility modeling in discrete and continuous time.
Persistent link: https://www.econbiz.de/10005353042
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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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Are Business Cycle Turning Points Uniformly Distributed Throughout the Year?
Ghysels, E. - Centre Interuniversitaire de Recherche en Économie … - 1991
Persistent link: https://www.econbiz.de/10005353075
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FROM CORRELATION TO DISTRIBUTED CONTIGUITIES: A FAMILY OF AR-C-D AUTOCORRELATION PROCESSES.
BLUM, U.; BOLDUC, D.; GAUDRY, M. - Centre Interuniversitaire de Recherche en Économie … - 1990
Persistent link: https://www.econbiz.de/10005353079
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Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time.
Vogelsang, T.J.; Perron, P. - Centre Interuniversitaire de Recherche en Économie … - 1994
Persistent link: https://www.econbiz.de/10005353081