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~subject:"Time series analysis"
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Time series analysis
Theorie
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Renault, Eric
21
Gourieroux, Christian
5
Dufour, Jean-Marie
4
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4
Monfort, Alain
4
Florens, Jean-Pierre
3
Meddahi, Nour
3
Touzi, Nizar
3
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2
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2
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Long memory continuous time models
Comte, Fabienne
;
Renault, Eric
-
1993
Persistent link: https://www.econbiz.de/10000880864
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2
GARCH and irregularly spaced data
Meddahi, Nour
;
Renault, Eric
;
Werker, Bas J. M.
- In:
Economics letters
90
(
2006
)
2
,
pp. 200-204
Persistent link: https://www.econbiz.de/10003275843
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3
Short run and long run causality in time series : inference
Dufour, Jean-Marie
;
Pelletier, Denis
;
Renault, Eric
- In:
Journal of econometrics
132
(
2006
)
2
,
pp. 337-362
Persistent link: https://www.econbiz.de/10003348758
Saved in:
4
Testing for common conditionally heteroskedastic factors
Dovonon, Prosper
;
Renault, Eric
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
6
,
pp. 2561-2586
Persistent link: https://www.econbiz.de/10010237396
Saved in:
5
Efficient two-step estimation via targeting
Frazier, David T.
;
Renault, Eric
-
2016
Persistent link: https://www.econbiz.de/10011453604
Saved in:
6
Testing for embeddability by stationary reversible continuous-time Markov processes
Florens, Jean-Pierre
;
Renault, Eric
;
Touzi, Nizar
- In:
Econometric theory
14
(
1998
)
6
,
pp. 744-769
Persistent link: https://www.econbiz.de/10001352152
Saved in:
7
Short run and long run causality in time series : inference
Dufour, Jean-Marie
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001948010
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8
Short-run and long-run causality in time series : theory
Dufour, Jean-Marie
;
Renault, Eric
-
1995
Persistent link: https://www.econbiz.de/10001513068
Saved in:
9
Testing for spurious causality in exchange rates
Renault, Eric
- In:
Journal of empirical finance
5
(
1998
)
1
,
pp. 47-66
Persistent link: https://www.econbiz.de/10001241969
Saved in:
10
Short run and long run causality in time series : theory
Dufour, Jean-Marie
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
5
,
pp. 1099-1125
Persistent link: https://www.econbiz.de/10001249589
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