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Testing for Common Roots.
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108
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106
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49
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49
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32
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32
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31
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26
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236
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227
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64
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39
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34
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32
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29
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25
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24
Florens, Jean-Pierre
23
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23
Antoine, Bertille
21
Chabi-Yo, Fousseni
17
Touzi, Nizar
14
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12
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12
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12
Sufana, Razvan
12
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11
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11
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11
Lu, Yang
10
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9
Comte, Fabienne
8
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8
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8
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7
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7
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6
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6
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6
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6
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6
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6
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5
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5
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5
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55
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9
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8
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6
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4
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4
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3
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3
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3
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1
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1
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1
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Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
55
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37
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26
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17
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9
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6
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6
Cahier / Département de Sciences Économiques, Université de Montréal
5
Econometric reviews
5
Journal of Financial Econometrics
5
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
5
Discussion Papers / Department of Economics, Simon Fraser University
4
Journal of Business & Economic Statistics
4
Themes in modern econometrics
4
ULB Institutional Repository
4
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4
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3
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3
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3
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203
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41
Efficient GMM with nearly-weak instruments
Antoine, Bertille
;
Renault, Eric
- In:
The econometrics journal
12
(
2009
),
pp. 135-171
Persistent link: https://www.econbiz.de/10003876453
Saved in:
42
Efficient derivative pricing by extended method of moments
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Renault, Eric
-
2004
Persistent link: https://www.econbiz.de/10002597912
Saved in:
43
Nonparametric instrumental regression
Darolles, Serge
;
Fan, Yanqin
;
Florens, Jean-Pierre
; …
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
5
,
pp. 1541-1565
Persistent link: https://www.econbiz.de/10009376263
Saved in:
44
Affine fractional stochastic volatility models
Comte, Fabienne
;
Coutin, Laure
;
Renault, Eric
- In:
Annals of finance
8
(
2012
)
2/3
,
pp. 337-378
Persistent link: https://www.econbiz.de/10009548082
Saved in:
45
ET interview : Christian Gouriéroux and Alain Monfort
Ghysels, Eric
;
Renault, Eric
-
2011
Persistent link: https://www.econbiz.de/10009552661
Saved in:
46
Estimation of stable distributions by indirect inference
Garcia, René
;
Renault, Eric
;
Veredas, David
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 325-337
Persistent link: https://www.econbiz.de/10009242117
Saved in:
47
Causality effects in return volatility measures with random times
Renault, Eric
;
Werker, Bas J. M.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 272-279
Persistent link: https://www.econbiz.de/10009242519
Saved in:
48
Estimation of objective and risk-neutral distributions based on moments of integrated volatility
Garcia, René
;
Lewis, Marc-André
;
Pastorello, Sergio
; …
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 22-32
Persistent link: https://www.econbiz.de/10009242563
Saved in:
49
Efficient derivative pricing by the extended method of moments
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Renault, Eric
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
4
,
pp. 1181-1232
Persistent link: https://www.econbiz.de/10009267024
Saved in:
50
Shrinkage of variance for minimum distance based tests
Chaudhuri, Saraswata
;
Renault, Eric
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 328-351
Persistent link: https://www.econbiz.de/10011373279
Saved in:
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