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Calibration by simulation for small sample bias correction
Gouriéroux, Christian; Renault, Eric; Touzi, Nizar - 1995
Persistent link: https://www.econbiz.de/10000924119
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Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian; Jasiak, Joann - 1998
Persistent link: https://www.econbiz.de/10000996742
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Kernel autocorrelogram for time deformed processes
Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joann - 1996
Persistent link: https://www.econbiz.de/10000950447
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Rank tests for unit roots
Breitung, Jörg; Gouriéroux, Christian - 1996
Persistent link: https://www.econbiz.de/10000950453