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Granularity adjustment for efficient portfolios
Gouriéroux, Christian; Monfort, Alain - In: Econometric reviews 32 (2013) 1/4, pp. 449-468
Persistent link: https://www.econbiz.de/10009717782
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Factor stochastic volatility in mean models : a GMM approach
Doz, Catherine; Renault, Eric - In: Econometric reviews 25 (2006) 2/3, pp. 275-309
Persistent link: https://www.econbiz.de/10003355766
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Shrinkage of variance for minimum distance based tests
Chaudhuri, Saraswata; Renault, Eric - In: Econometric reviews 34 (2015) 1/5, pp. 328-351
Persistent link: https://www.econbiz.de/10011373279
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Identification strength with a large number of moments
Han, Hyojin; Renault, Eric - In: Econometric reviews 39 (2020) 7, pp. 691-714
Persistent link: https://www.econbiz.de/10012262515
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On the relevance of weaker instruments
Antoine, Bertille; Renault, Eric - In: Econometric reviews 36 (2017) 6/9, pp. 928-945
Persistent link: https://www.econbiz.de/10011795536
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Continuous time Wishart process for stochastic risk
Gouriéroux, Christian - In: Econometric reviews 25 (2006) 2/3, pp. 177-217
Persistent link: https://www.econbiz.de/10003355729
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Dynamic factor models
Gouriéroux, Christian; Jasiak, Joann - In: Econometric reviews 20 (2001) 4, pp. 385-424
Persistent link: https://www.econbiz.de/10001620897
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Midas regressions : further results and new directions
Ghysels, Eric; Sinko, Arthur; Valkanov, Rossen I. - In: Econometric reviews 26 (2007) 1, pp. 53-90
Persistent link: https://www.econbiz.de/10003509012
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State space models and MIDAS regression
Bai, Jennie; Ghysels, Eric; Wright, Jonathan H. - In: Econometric reviews 32 (2013) 7, pp. 779-813
Persistent link: https://www.econbiz.de/10009758619
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Granularity Adjustment for Efficient Portfolios
Gourieroux, C.; Monfort, A. - In: Econometric reviews 32 (2013) 4, pp. 449-468
Persistent link: https://www.econbiz.de/10010068763