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Kernel based nonlinear canonical analysis and time reversibility

Darolles, Serge; Florens, Jean-Pierre; Gouriéroux, … - 2000

Persistent link: https://www.econbiz.de/10001487993

Kernel-based nonlinear canonical analysis and time reversibility

Darolles, Serge; Florens, Jean-Pierre; Gouriéroux, … - In: Journal of econometrics 119 (2004) 2, pp. 323-353

Persistent link: https://www.econbiz.de/10001956316

Nonlinear persistence and copersistence

Gouriéroux, Christian; Jasiak, Joann - 1999

Persistent link: https://www.econbiz.de/10009758935

Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects

Gagliardini, Patrick; Gouriéroux, Christian - In: Journal of econometrics 208 (2019) 2, pp. 613-637

Persistent link: https://www.econbiz.de/10012149372

Unit roots and structural breaks

Perron, Pierre (ed.) - 2018

This book deals with problems related to unit roots and structural change, and the interplay between the two. The research agenda dealing with these topics have proved to be of importance to devise procedures that are reliable for inference and forecasting. Several important contributions have...