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Generalized Predictive Tests and Structural Change Analysis in Econometrics.

Dufour, J.M.; Ghysels, E.; Hall, A. - Centre Interuniversitaire de Recherche en Économie … - 1992

Persistent link: https://www.econbiz.de/10005545555

Generalized Predictive Tests and Structural Change Analysis in Econometrics.

Dufour, J.M.; Ghysels, E.; Hall, A. - Département de Sciences Économiques, Université de … - 1992

Persistent link: https://www.econbiz.de/10005545653

A Test for Structural Stability of Euler Conditions Parameters Estimated Via the Generalized Methods of Moments Estimators.

Ghysels, E.; Hall, A. - Département de Sciences Économiques, Université de … - 1988

Un Test de la Stabilite Structurelle des Parametres Estimee Par la Methode des Moments Generalisee (Mmg) Est Presente. le Test Est Predictif, Base Sur L'examen de Previsions Sur un Sous-Echantillon le Test S'applique Sur une Grande Variete de Modeles D'inference Dynamiques, Modeles D'equations...

Persistent link: https://www.econbiz.de/10005018019

Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process.

Ghysels, E.; Granger, C.W.J.; Siklos, P.L. - Centre Interuniversitaire de Recherche en Économie … - 1995

Persistent link: https://www.econbiz.de/10005353052

Some Additional Specification Tests for Generalized Method of Moments Estimators with Macro-Economic Applications Part I : Theory

Ghysels, E.; Hall, A. - Département de Sciences Économiques, Université de … - 1987

In This Paper Several Additional Gmm Specification Tests Are Studied. a First Test Is a Chow-Type Test for Structural … Second Set of Specification Tests Are Var Encompassing Tests. It Is Assumed That the Dgp Has a Finite Var Representation. the … Tests Is to Compare Parameter Estimates of the Euler Conditions and Var Representations of the Dgp Obtained Separately with …

Persistent link: https://www.econbiz.de/10005545662

Testing for Unit Roots in Sesonal Time Series ; Some Theoretical and Monte Carlo Investigation.

Ghysels, E.; Lee, H.S.; Noh, J. - Centre Interuniversitaire de Recherche en Économie … - 1991

Persistent link: https://www.econbiz.de/10005729622

Testing for Unit Roots in Sesonal Time Series ; Some Theoretical and Monte Carlo Investigation.

Ghysels, E.; Lee, H.S.; Noh, J. - Département de Sciences Économiques, Université de … - 1991

Persistent link: https://www.econbiz.de/10005729909

Changes in Seasonal Patters: Are They Cyclical.

Canova, F.; Ghysels, E. - Département de Sciences Économiques, Université de … - 1992

Persistent link: https://www.econbiz.de/10005353483

Changes in Seasonal Patters: Are They Cyclical.

Canova, F.; Ghysels, E. - Centre Interuniversitaire de Recherche en Économie … - 1992

Persistent link: https://www.econbiz.de/10005545631

Stochastic Volatility.

Ghysels, E.; Harvey, A.; Renault, E. - Groupe de Recherche en Économie Mathématique et … - 1995

Persistent link: https://www.econbiz.de/10005780427