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Unit-root tests and the statistical pitfalls of seasonal adjustment : the case of US postwar real gross national product
Ghysels, Eric - In: Journal of business & economic statistics : JBES ; a … 8 (1990) 2, pp. 145-152
Persistent link: https://www.econbiz.de/10001086822
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L'analyse économétrique et la saisonnalité
Ghysels, Eric - In: L' Actualité économique : revue trimest. 70 (1994) 1, pp. 43-62
Persistent link: https://www.econbiz.de/10001164056
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Seasonal adjustment and other data transformations
Ghysels, Eric - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 4, pp. 410-418
Persistent link: https://www.econbiz.de/10001227133
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A time series model with periodic stochastic regime switching
Ghysels, Eric - 1993
Persistent link: https://www.econbiz.de/10000865918
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Macroeconomics and the reality of mixed frequency data
Ghysels, Eric - In: Journal of econometrics 193 (2016) 2, pp. 294-314
Persistent link: https://www.econbiz.de/10011704951
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Time-series model with periodic stochastic regime switching: Part 1 : Theory
Ghysels, Eric - In: Macroeconomic dynamics 4 (2000) 4, pp. 467-486
Persistent link: https://www.econbiz.de/10001548619
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Some econometric recipes for high-frequency data cooking
Ghysels, Eric - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 2, pp. 154-163
Persistent link: https://www.econbiz.de/10001469563
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Seasonal extraction in the presence of feedback
Ghysels, Eric - In: Journal of business & economic statistics : JBES ; a … 5 (1987) 2, pp. 191-194
Persistent link: https://www.econbiz.de/10003559445
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Testing for spurious causality (with an application to exchange rates)
Renault, Eric - 1994
Persistent link: https://www.econbiz.de/10000901028
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Long memory continuous time models
Comte, Fabienne; Renault, Eric - 1993
Persistent link: https://www.econbiz.de/10000880864