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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Série des documents de travail / Centre de Recherche en Économie et Statistique
127
Journal of econometrics
125
Cahiers de recherche
84
Journal of Econometrics
50
CIRANO Working Papers
49
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
49
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
42
Econometric theory
28
Journal of Business & Economic Statistics
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Annales d'économie et de statistique
22
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
22
Journal of empirical finance
21
Banque de France Working Paper
17
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17
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17
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
16
L' Actualité économique : revue trimest.
16
Cahier / Département de Sciences Économiques, Université de Montréal
15
Econometric Theory
15
Econometric reviews
15
Journal of Financial Econometrics
14
Discussion paper / Centre for Economic Policy Research
13
Economics Papers from University Paris Dauphine
13
The review of financial studies
13
Econometrica
12
Journal of banking & finance
12
Journal of financial econometrics
12
Annales d'Economie et de Statistique
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Toulouse - GREMAQ
10
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9
CEPREMAP Working Papers (Couverture Orange)
9
Journal of Empirical Finance
9
Research paper series / Swiss Finance Institute
9
Annals of economics and statistics
8
L'Actualité Economique
8
ULB Institutional Repository
8
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ECONIS (ZBW)
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OLC EcoSci
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1
Iterative and recursive estimation in structural nonadaptive models
Pastorello, Sergio
;
Patilea, Valentin
;
Renault, Eric
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
4
,
pp. 449-482
Persistent link: https://www.econbiz.de/10001807000
Saved in:
2
Statistical inference for random-variance option pricing
Pastorello, Sergio
;
Renault, Eric
;
Touzi, Nizar
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
3
,
pp. 358-367
Persistent link: https://www.econbiz.de/10001493867
Saved in:
3
Derivative pricing with wishart multivariate stochastic volatility
Gouriéroux, Christian
;
Sufana, Razvan
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
3
,
pp. 438-451
Persistent link: https://www.econbiz.de/10008736163
Saved in:
4
Generalized covariance estimator
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1315-1327
Persistent link: https://www.econbiz.de/10014448640
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5
Unit-root tests and the statistical pitfalls of seasonal adjustment : the case of US postwar real gross national product
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
8
(
1990
)
2
,
pp. 145-152
Persistent link: https://www.econbiz.de/10001086822
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6
Seasonal adjustment and other data transformations
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
4
,
pp. 410-418
Persistent link: https://www.econbiz.de/10001227133
Saved in:
7
Some econometric recipes for high-frequency data cooking
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
2
,
pp. 154-163
Persistent link: https://www.econbiz.de/10001469563
Saved in:
8
Is seasonal adjustment a linear or nonlinear data-filtering process?
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
3
,
pp. 374-386
Persistent link: https://www.econbiz.de/10001334389
Saved in:
9
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
Saved in:
10
JBES twentieth anniversary issue on the generalized method of moments
Ghysels, Eric
(
contributor
);
Hall, Alastair R.
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001705935
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