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Econometric methods for derivative securities and risk management
Garcia, René (contributor); Ghysels, Eric (contributor);  … - In: Journal of econometrics 94 (2000) 1/2, pp. 1-7
Persistent link: https://www.econbiz.de/10001437739
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On seasonality and business cycle durations : a nonparametric investigation
Ghysels, Eric - In: Journal of econometrics 79 (1997) 2, pp. 269-290
Persistent link: https://www.econbiz.de/10001335929
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Macroeconomics and the reality of mixed frequency data
Ghysels, Eric - In: Journal of econometrics 193 (2016) 2, pp. 294-314
Persistent link: https://www.econbiz.de/10011704951
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High dimensional problems in econometrics : editorial
Carrasco, Marine; Chernozhukov, Victor; Gonçalves, Sílvia - In: Journal of econometrics 186 (2015) 2, pp. 277-279
Persistent link: https://www.econbiz.de/10011349494
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Efficient minimum distance estimation with multiple rates of convergence
Antoine, Bertille; Renault, Eric - In: Journal of econometrics 170 (2012) 2, pp. 350-367
Persistent link: https://www.econbiz.de/10009685905
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Issue of the annals of econometrics on indirect estimation methods in finance and economics
Halbleib, Roxana; Kristensen, Dennis; Renault, Eric; … - In: Journal of econometrics 205 (2018) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10012110222
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Indirect estimation methods in finance and economics
Halbleib, Roxana (ed.); Kristensen, Dennis (ed.);  … - 2018
Persistent link: https://www.econbiz.de/10012110228
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Indirect Inference with endogenously missing exogenous variables
Chaudhuri, Saraswata; Frazier, David T.; Renault, Eric - In: Journal of econometrics 205 (2018) 1, pp. 55-75
Persistent link: https://www.econbiz.de/10012110238
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Theoretical and financial econometrics : essays in honor of C. Gourieroux
Darolles, Serge (ed.); Renault, Eric (ed.);  … - 2017
Persistent link: https://www.econbiz.de/10011918068
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Efficient two-step estimation via targeting
Frazier, David T.; Renault, Eric - In: Journal of econometrics 201 (2017) 2, pp. 212-227
Persistent link: https://www.econbiz.de/10011918705