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111
Structural change tests for simulated method of moments
Ghysels, Eric
;
Guay, Alain
- In:
Journal of econometrics
115
(
2003
)
1
,
pp. 91-123
Persistent link: https://www.econbiz.de/10001758137
Saved in:
112
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
Saved in:
113
Predictive tests for structural change with unknown breakpoint
Ghysels, Eric
;
Guay, Alain
;
Hall, Alastair R.
-
1995
Persistent link: https://www.econbiz.de/10001512516
Saved in:
114
An empirical analysis of the Canadian budget process
Campbell, Bryan
;
Ghysels, Eric
-
1995
Persistent link: https://www.econbiz.de/10001512524
Saved in:
115
Simulation based inference in moving average models
Ghysels, Eric
;
Khalaf, Lynda
;
Vodounou, Cosmé
-
1995
Persistent link: https://www.econbiz.de/10001512547
Saved in:
116
Is seasonal adjustment a linear or nonlinear data filtering process?
Ghysels, Eric
;
Granger, C. W. J.
;
Siklos, Pierre L.
-
1995
Persistent link: https://www.econbiz.de/10001512556
Saved in:
117
On periodic structures and testing for seasonal unit roots
Ghysels, Eric
;
Hall, Alastair R.
;
Lee, Hahn-shik
-
1995
Persistent link: https://www.econbiz.de/10001512557
Saved in:
118
Market time and asset price movements : theory and estimation
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1995
Persistent link: https://www.econbiz.de/10001512798
Saved in:
119
On the dynamic specification of international asset pricing models
Kichian, Maral
;
Garcia, René
;
Ghysels, Eric
-
1995
Persistent link: https://www.econbiz.de/10001513096
Saved in:
120
Essays in econometrics : collected papers of Clive W.J. Granger
Ghysels, Eric
(
contributor
);
Granger, C. W. J.
(
honouree
)
-
2001
Persistent link: https://www.econbiz.de/10001568987
Saved in:
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