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A Time Series Model with Periodic Stochastic Regime Switching.
Ghysels, E. - Centre Interuniversitaire de Recherche en Économie … - 1993
Persistent link: https://www.econbiz.de/10005353034
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Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration.
Dufour, J.M. - Centre Interuniversitaire de Recherche en Économie … - 1995
Persistent link: https://www.econbiz.de/10005353035
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Firm Heterogeneity and Worker Self-Selection Bias Estimated Returns to Seniority.
Margolis, D..N. - Centre Interuniversitaire de Recherche en Économie … - 1995
Persistent link: https://www.econbiz.de/10005353036
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COMPETITIVE SCREENING IN FINANCIAL MARKET WHEN BORROWERS CAN RECONTRACT.
BEAUDRY, P.; POITEVIN, M. - Centre Interuniversitaire de Recherche en Économie … - 1990
Persistent link: https://www.econbiz.de/10005353037
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The Effect of Linear Filters on Dynamic Time series with Structural Change.
Perron, P.; Ghysels, E. - Centre Interuniversitaire de Recherche en Économie … - 1994
Persistent link: https://www.econbiz.de/10005353038
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TRADE LIBERALIZATION AND REGIONAL DEVELOPMENT IN NORTH AMERICA, A CANADIAN'S PERSPECTIVE.
PROULX, P-P. - Centre Interuniversitaire de Recherche en Économie … - 1988
Persistent link: https://www.econbiz.de/10005353039
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Letent Variable Models for Stochastic Discount Factors.
Garcia, R.; Renault, E. - Centre Interuniversitaire de Recherche en Économie … - 2000
In this paper, we provided a unifying analysis of latent variable models in finance through the concept of stochastic discount factor (SDF).
Persistent link: https://www.econbiz.de/10005353040
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THE BUSINESS CYCLE, THE SEASONAL CYCLE OR JUST ANY CYCLE.
GHYSELS, E. - Centre Interuniversitaire de Recherche en Économie … - 1990
Persistent link: https://www.econbiz.de/10005353041
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An Eigenfunction Approach for Volatility Modeling.
Meddahi, N. - Centre Interuniversitaire de Recherche en Économie … - 2001
In this paper, we introduce a new approach for volatility modeling in discrete and continuous time.
Persistent link: https://www.econbiz.de/10005353042
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Exact Tests Structural Change in First-Order Dynamic Models.
Dufour, J.M.; Kiviet, J.F. - Centre Interuniversitaire de Recherche en Économie … - 1995
Persistent link: https://www.econbiz.de/10005353043