Similar Search Results

Temporal Aggregation in a Multi-Sector Economy with Endogenous Growth.

Mercenier, J.; Michel, P. - Centre Interuniversitaire de Recherche en Économie … - 1995

Persistent link: https://www.econbiz.de/10005353117

Can '1991' Reduce Unemployment in Europe? on Welfare and Employment Effects of Europe's Move to Single Market.

Mercenier, J. - Département de Sciences Économiques, Université de … - 1992

Persistent link: https://www.econbiz.de/10005729895

Discrete Time Finite Horizon Approximation of Optimal Growth with Steady State Invariance.

Mercenier, J.; Michel, P. - Département de Sciences Économiques, Université de … - 1991

Persistent link: https://www.econbiz.de/10005545689

Exact Inference Methods for First-Order Autoregressive Distributed Lag Models.

Dufour, J.M.; Kiviet, J.F. - Centre Interuniversitaire de Recherche en Économie … - 1995

Persistent link: https://www.econbiz.de/10005345998

Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects.

Dufour, J.M.; Khalaf, L.; Bernard, J.T.; Genest, I. - Centre Interuniversitaire de Recherche en Économie … - 2001

In this paper we describe a solution to the problem of controlling the size of homoskedasticity tests in linear regression contexts.

Persistent link: https://www.econbiz.de/10005346015

Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions.

Dufour, J.M.; Khalaf, L. - Centre Interuniversitaire de Recherche en Économie … - 2000

This paper proposes finite-sample procedures for testing the SURE specification in multi-equation regression models, i.e. whether the disturbances in different equations are contemporaneously uncorrelated or not.

Persistent link: https://www.econbiz.de/10005353030

Letent Variable Models for Stochastic Discount Factors.

Garcia, R.; Renault, E. - Centre Interuniversitaire de Recherche en Économie … - 2000

In this paper, we provided a unifying analysis of latent variable models in finance through the concept of stochastic discount factor (SDF).

Persistent link: https://www.econbiz.de/10005353040

An Eigenfunction Approach for Volatility Modeling.

Meddahi, N. - Centre Interuniversitaire de Recherche en Économie … - 2001

In this paper, we introduce a new approach for volatility modeling in discrete and continuous time.

Persistent link: https://www.econbiz.de/10005353042

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

On the Dynamic Specification of International Asset Pricing Models.

Kichian, M.; Garcia, R.; Ghysels, E. - Centre Interuniversitaire de Recherche en Économie … - 1995

Persistent link: https://www.econbiz.de/10005353088