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An analysis of the real interest rate under regime shifts
Garcia, René; Perron, Pierre - 1990 - Rev
Persistent link: https://www.econbiz.de/10000809705
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An analysis of the real interest rate under regime shifts
Garcia, René - In: The review of economics and statistics 78 (1996) 1, pp. 111-125
Persistent link: https://www.econbiz.de/10001202955
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Can a well-fitted equilibrium asset-pricing model produce mean reversion?
Bonomo, Marco Antonio - In: Journal of applied econometrics 9 (1994) 1, pp. 19-29
Persistent link: https://www.econbiz.de/10001153860
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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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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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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
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Diffusion processes with polynomial eigenfunctions
Gouriéroux, Christian; Renault, E.; Valéry, P. - In: Annales d'économie et de statistique 85 (2007), pp. 115-130
Persistent link: https://www.econbiz.de/10003690229
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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
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Efficient two-step estimation via targeting
Frazier, David T.; Renault, Eric - 2016
Persistent link: https://www.econbiz.de/10011453604
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Short run and long run causality in time series : inference
Dufour, Jean-Marie (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001948010