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A remark on Hausmanʹs specification test

Holly, Alberto - 1980 - 2. vers

Persistent link: https://www.econbiz.de/10002873379

Testing for exogeneity : a survey

Holly, Alberto - 1985

Persistent link: https://www.econbiz.de/10002873432

Testing for exogeneity : a survey

Holly, Alberto - In: Economic notes : economic review of Banca Monte dei … (1987), pp. 108-130

Persistent link: https://www.econbiz.de/10001054665

An asymptotic expansion for the distribution of test criteria which are asymptotically distributed as chi-squared under contiguous alternatives

Holly, Alberto; Gardiol, Lucien - 1993

Persistent link: https://www.econbiz.de/10000879135

Reading interest rate and bond futures options' smiles : how PIBOR and notional operators appreciated the 1997 French snap selection

Coutant, Sylvie; Jondeau, Eric; Rockinger, Michael - 1998

Persistent link: https://www.econbiz.de/10000989565

Reading interest rate and bond futures options' smiles : how PIBOR and notional operators appreciated the 1997 French snap election

Coutant, Sylvie; Jondeau, Eric; Rockinger, Michael - 1998

Persistent link: https://www.econbiz.de/10000987965

Reading Interest Rate and Bond Futures Options' Smiles : How PIBOR and Notional Operators Appreciated the 1997 French Snap Election

Coutant, Sophie - 2011

The aim of this paper is to compare various methods which extract a Risk Neutral Density (RND) out of PIBOR as well as of Notional interest rate futures options and to investigate how traders reacted to a political event. We first focus on 5 dates surrounding the 1997 snap election and several...

Persistent link: https://www.econbiz.de/10013131873

Testing, encompassing and simulating dynamic econometric models

Gouriéroux, Christian; Monfort, Alain - 1994 - Rev

Persistent link: https://www.econbiz.de/10000888986

Indirect inference for stochastic differential equations

Gouriéroux, Christian; Monfort, Alain - 1994

Persistent link: https://www.econbiz.de/10000895472

Indirect inference

Gouriéroux, Christian; Monfort, Alain; Renault, Eric - 1992 - Rev

Persistent link: https://www.econbiz.de/10000839360