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Dynamic regression and filtered data series : a Laplace approximation to the effects of filtering in small samples
Ghysels, Eric
- In:
Econometric theory
12
(
1996
)
3
,
pp. 432-457
Persistent link: https://www.econbiz.de/10001207534
Saved in:
2
Generalized Predictive Tests and Structural Change Analysis in Econometrics.
Dufour, J.M.
;
Ghysels, E.
;
Hall, A.
-
Centre Interuniversitaire de Recherche en Économie …
-
1992
Persistent link: https://www.econbiz.de/10005545555
Saved in:
3
On the (Mis)Specification of Seasonality and Its Consequences: An Empirical Investigation With U.S. Data.
Ghysels, E.
;
Lee, H.S.
;
Siklos, P.L.
-
Centre Interuniversitaire de Recherche en Économie …
-
1992
Persistent link: https://www.econbiz.de/10005545573
Saved in:
4
ON THE ECONOMIC AND ECONOMETRICS OF SEASONALITY.
GHYSELS, E.
-
Centre Interuniversitaire de Recherche en Économie …
-
1990
Persistent link: https://www.econbiz.de/10005545577
Saved in:
5
NOMINAL VERSUS REAL SEASONAL ADJUSTMENT
GHYSELS, E.
;
KARANGWA, E.
-
Centre Interuniversitaire de Recherche en Économie …
-
1989
Persistent link: https://www.econbiz.de/10005545600
Saved in:
6
Changes in Seasonal Patters: Are They Cyclical.
Canova, F.
;
Ghysels, E.
-
Centre Interuniversitaire de Recherche en Économie …
-
1992
Persistent link: https://www.econbiz.de/10005545631
Saved in:
7
AN EXTENSION OF QUADRATURE-BASED METHODS FOR SOLVING EULER CONDITIONS.
GHYSELS, E.
;
HALL, A.
-
Centre Interuniversitaire de Recherche en Économie …
-
1990
Persistent link: https://www.econbiz.de/10005345993
Saved in:
8
Charistmas, Spring and the Dawning of Economic Recovery.
Ghysels, E.
-
Centre Interuniversitaire de Recherche en Économie …
-
1992
Persistent link: https://www.econbiz.de/10005353029
Saved in:
9
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
Saved in:
10
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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