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~person:"Guégan, Dominique"
~person:"McAleer, Michael"
~person:"Roon, Frans de"
~subject:"Econometrics"
~subject:"Welt"
~subject:"Zeitreihenanalyse"
~type_genre:"Working Paper"
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Econometrics
Welt
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19
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19
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16
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16
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5
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1986-1994
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Guégan, Dominique
McAleer, Michael
Roon, Frans de
Koop, Gary
5
Dijk, Herman K. van
4
Breunig, Christoph
3
Franses, Philip Hans
3
Gouriéroux, Christian
3
Hoek, Henk
3
Härdle, Wolfgang
3
Mitchell, James
3
Monfort, Alain
3
Nijman, Theodore E.
3
Pástor, Ľuboš
3
Schlicht, Ekkehart
3
Silvapulle, Paramsothy
3
Stambaugh, Robert F.
3
Berger, Helge
2
Bloem, Adriaan M.
2
Chen, Heng
2
Chernis, Tony
2
Coppola, Antonio
2
Cybakov, Aleksandr B.
2
Ericsson, Neil R.
2
Feenstra, Robert C.
2
Feldmann, David
2
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2
Gamerman, Dani
2
Gong, Xiaoning
2
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2
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2
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2
Kunst, Robert M.
2
Lepskii, Oleg V.
2
Linton, Oliver
2
Lucas, André
2
MacKinnon, James G.
2
Maggiori, Matteo
2
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2
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Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
Report / Erasmus Center for Financial Research, Erasmus University
2
DAE working paper
1
Discussion paper / Center for Economic Research, Tilburg University
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ECONIS (ZBW)
8
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1
Testing for mean-variance spanning with short sales constraints and transaction costs : the case of emerging markets
Roon, Frans de
;
Nijman, Theodore E.
;
Werker, Bas J. M.
-
1998
Persistent link: https://www.econbiz.de/10000978825
Saved in:
2
Prediction of chaotic time series in the presence of measurement error : the importance of initial conditions
Guégan, Dominique
;
Tschernig, Rolf
-
1998
Persistent link: https://www.econbiz.de/10000984196
Saved in:
3
Testing for mean-variance spanning with short sales constraints and transaction costs : the case of emerging markets
Roon, Frans de
;
Nijman, Theodore E.
;
Werker, Bas J. M.
-
1997
Persistent link: https://www.econbiz.de/10000969024
Saved in:
4
Analyzing specification errors in models for future risk premia with hedging pressures
Roon, Frans de
;
Nijman, Theodore E.
;
Veld, Chris H.
-
1997
Persistent link: https://www.econbiz.de/10000969027
Saved in:
5
The multivariate threshold model : an alternative to detect breaks and hidden cycles on real data
Guégan, Dominique
;
Nguyen, Jean-Marc
-
1998
Persistent link: https://www.econbiz.de/10000996740
Saved in:
6
A Monte Carlo study of some tests of model adequacy in time series analysis
Hall, Anthony D.
;
McAleer, Michael
-
1987
-
Rev.
Persistent link: https://www.econbiz.de/10000724797
Saved in:
7
Lagrange multiplier test for contigous hypothesis
Guégan, Dominique
;
Ngatchou Wandji, J.
-
1994
Persistent link: https://www.econbiz.de/10000891347
Saved in:
8
Cointegration and direct tests of the rational expectations hypothesis
McAleer, Michael
;
McKenzie, Colin
;
Pesaran, M. Hashem
-
1993
Persistent link: https://www.econbiz.de/10000142719
Saved in:
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