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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
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On the (Mis)Specification of Seasonality and Its Consequences: An Empirical Investigation With U.S. Data.
Ghysels, E.; Lee, H.S.; Siklos, P.L. - Centre Interuniversitaire de Recherche en Économie … - 1992
Persistent link: https://www.econbiz.de/10005545573
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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
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Dynamic Regression and Filtered Data Series: A Laplace Approximation to the Effects of Filtering in Small Samples.
Ghysels, E.; Lieberman, O. - Centre Interuniversitaire de Recherche en Économie … - 1993
Persistent link: https://www.econbiz.de/10005346033
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Charistmas, Spring and the Dawning of Economic Recovery.
Ghysels, E. - Centre Interuniversitaire de Recherche en Économie … - 1992
Persistent link: https://www.econbiz.de/10005353029
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A Time Series Model with Periodic Stochastic Regime Switching.
Ghysels, E. - Centre Interuniversitaire de Recherche en Économie … - 1993
Persistent link: https://www.econbiz.de/10005353034
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The Effect of Linear Filters on Dynamic Time series with Structural Change.
Perron, P.; Ghysels, E. - Centre Interuniversitaire de Recherche en Économie … - 1994
Persistent link: https://www.econbiz.de/10005353038
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Market Time and Asset Price Movements: Theory and Estimation.
Ghysels, E.; Gourieroux, C.; Jasiak, J. - Centre Interuniversitaire de Recherche en Économie … - 1995
Persistent link: https://www.econbiz.de/10005353050
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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
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On Periodic Structures and Testing for Seasonal Unit Roots.
Ghysels, E.; Hall, A.; Lee, H.S. - Centre Interuniversitaire de Recherche en Économie … - 1995
Persistent link: https://www.econbiz.de/10005353072