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Sampling interval and estimated betas : implications for the presence of transitory components in stock prices
Perron, Pierre; Chun, Sungju; Vodounou, Cosmé - In: Journal of empirical finance 20 (2013), pp. 42-62
Persistent link: https://www.econbiz.de/10009717878
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The variance ratio test : an analysis of size and power based on a continuous-time asymptotic framework
Perron, Pierre; Vodounou, Cosmé - In: Econometric theory 21 (2005) 3, pp. 562-592
Persistent link: https://www.econbiz.de/10002794767
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Asymptotic approximations in the near-integrated model with a non-zero initial condition
Perron, Pierre; Vodounou, Cosmé - In: The econometrics journal 4 (2001) 1, pp. 143-169
Persistent link: https://www.econbiz.de/10001612310
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Pauvreté, croissance et ciblage : propriétés asymptotiques des estimateurs des élasticités avec application au Bénin
Vodounou, Cosmé - In: Revue d'économie du développement : revue trimestrielle 12 (2004) 2, pp. 65-84
Persistent link: https://www.econbiz.de/10002522017
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Simulation based inference in moving average models
Ghysels, Eric; Khalaf, Lynda; Vodounou, Cosmé - 1995
Persistent link: https://www.econbiz.de/10001512547
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Simulation based inference in moving average models
Ghysels, Eric; Khalaf, Lynda; Vodounou, Cosmé - In: Annales d'économie et de statistique (2003), pp. 85-99
Persistent link: https://www.econbiz.de/10001771345
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A test for changes in a polynominal trend function for a dynamic time series
Perron, Pierre - 1991
Persistent link: https://www.econbiz.de/10000831361
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The adequacy of limiting distributions in the AR(1) model with dependent errors
Perron, Pierre - 1990 - Rev
Persistent link: https://www.econbiz.de/10000803463
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Further evidence on breaking trend functions in macroeconomic variables
Perron, Pierre - 1990 - Rev
Persistent link: https://www.econbiz.de/10000803464
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The limiting distribution of the least squares estimator in nearly integrated seasonal models
Perron, Pierre - 1990
Persistent link: https://www.econbiz.de/10000809706