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Ghysels, Eric - In: Journal of econometrics 45 (1990) 1, pp. 121-139

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Sen, Amit; Hall, Alastair R. - In: Structural change and economic dynamics : SC+ED 10 (1999) 3/4, pp. 431-443

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Hall, Alastair R.; Sen, Amit - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 3, pp. 335-348

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Hall, Alastair R. - In: Handbook of research methods and applications in …, (pp. 313-333). 2013

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Dridi, Ramdan; Guay, Alain; Renault, Eric - In: Journal of econometrics 136 (2007) 2, pp. 397-430

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Beaudry, Paul - In: Journal of economic dynamics & control 20 (1996) 9, pp. 1661-1682

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Ghysels, Eric - 1995

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Ghysels, Eric - In: The journal of finance : the journal of the American … 53 (1998) 2, pp. 549-573

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Anderson, Ewan W.; Ghysels, Eric; Juergens, Jennifer L. - In: Journal of financial economics 94 (2009) 2, pp. 233-263

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Ghysels, Eric; Guérin, Pierre; Marcellino, Massimiliano - In: Journal of empirical finance 28 (2014), pp. 118-138

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