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Econometric theory
Série des documents de travail / Centre de Recherche en Économie et Statistique
127
Journal of econometrics
125
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84
Journal of Econometrics
50
CIRANO Working Papers
49
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
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Econometric Theory
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1
In-sample asymptotics and across-sample efficiency gains for high frequency data statistics
Ghysels, Eric
;
Mykland, Per A.
;
Renault, Eric
- In:
Econometric theory
39
(
2023
)
1
,
pp. 70-106
Persistent link: https://www.econbiz.de/10014247294
Saved in:
2
A general framework for testing a null hypothesis in a "mixed" form
Gouriéroux, Christian
- In:
Econometric theory
5
(
1989
)
1
,
pp. 63-82
Persistent link: https://www.econbiz.de/10001065762
Saved in:
3
A general approach to serial correlation
Gouriéroux, Christian
- In:
Econometric theory
1
(
1985
)
3
,
pp. 315-340
Persistent link: https://www.econbiz.de/10001072756
Saved in:
4
Testing, encompassing, and simulating dynamic econometric models
Gouriéroux, Christian
- In:
Econometric theory
11
(
1995
)
2
,
pp. 195-228
Persistent link: https://www.econbiz.de/10001185255
Saved in:
5
Realized volatility when sampling times are possibly endogenous
Li, Yingying
;
Mykland, Per A.
;
Renault, Eric
;
Zhang, Lan
; …
- In:
Econometric theory
30
(
2014
)
3
,
pp. 580-605
Persistent link: https://www.econbiz.de/10010500887
Saved in:
6
Noncausality in continuous time models
Comte, Fabienne
- In:
Econometric theory
12
(
1996
)
2
,
pp. 215-256
Persistent link: https://www.econbiz.de/10001205643
Saved in:
7
Efficient estimation of integrated volatility and related processes
Renault, Eric
;
Sarisoy, Cisil
;
Werker, Bas J. M.
- In:
Econometric theory
33
(
2017
)
2
,
pp. 439-478
Persistent link: https://www.econbiz.de/10011665439
Saved in:
8
Efficiency in large dynamic panel models with common factors
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Econometric theory
30
(
2014
)
5
,
pp. 961-1020
Persistent link: https://www.econbiz.de/10010502133
Saved in:
9
Stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
- In:
Econometric theory
22
(
2006
)
6
,
pp. 1052-1090
Persistent link: https://www.econbiz.de/10003396936
Saved in:
10
Solutions of linear rational expectations models
Broze, Laurence
- In:
Econometric theory
1
(
1985
)
3
,
pp. 341-368
Persistent link: https://www.econbiz.de/10001072751
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