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Structural Change Tests for Si...
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Theorie
136
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136
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64
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64
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57
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57
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54
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288
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101
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3
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Ghysels, Eric
246
Ghysels, E.
84
Guay, Alain
60
Fève, Patrick
21
Andreou, Elena
16
Valkanov, Rossen I.
14
Hall, A.
13
Gouriéroux, Christian
12
Renault, Eric
12
Babii, Andrii
11
Idier, Julien
11
Jagannathan, Ravi
11
Beaudry, Paul
10
Jasiak, Joann
10
Hall, Alastair R.
9
Portier, Franck
9
Collard, Fabrice
8
GHYSELS, E.
8
Lee, H.S.
8
Santa-Clara, Pedro
8
Andrade, Philippe
7
Chabot, Benjamin Remy
7
Gagliardini, Patrick
7
Garcia, René
7
Gourieroux, C.
7
Granger, C. W. J.
7
St-Amant, Pierre
7
Striaukas, Jonas
7
Guerre, Emmanuel
6
Jasiak, J.
6
Marcellino, Massimiliano
6
Rubin, Mirco
6
Siklos, P.L.
6
Alessi, Lucia
5
Ball, Ryan T.
5
Bec, Frédérique
5
Chabot, Benjamin
5
Onorante, Luca
5
Peach, Richard W.
5
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5
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Département de Sciences Économiques, Université de Montréal
41
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35
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2
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1
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1
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1
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1
Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE)
1
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1
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35
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13
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10
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10
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9
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9
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8
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6
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6
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
6
Working paper / National Bureau of Economic Research, Inc.
6
Econometric reviews
5
Journal of economic dynamics & control
5
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5
The review of financial studies
5
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4
Journal of empirical finance
4
Journal of financial economics
4
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4
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4
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4
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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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3
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3
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3
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3
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2
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2
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2
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2
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ECONIS (ZBW)
301
RePEc
87
OLC EcoSci
3
Other ZBW resources
1
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71
Et interview : Jean-Pierre Florens
Florens, Jean-Pierre
(
interviewee
); …
- In:
Econometric theory
36
(
2020
)
3
,
pp. 369-385
Persistent link: https://www.econbiz.de/10012240711
Saved in:
72
Back to the future : backtesting systemic risk measures during historical bank runs and the great depression
Brownlees, Christian
;
Chabot, Ben
;
Ghysels, Eric
;
Kurz, …
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012226121
Saved in:
73
Mixed-frequency macro-finance factor models : theory and applications
Andreou, Elena
;
Gagliardini, Patrick
;
Ghysels, Eric
; …
- In:
Journal of financial econometrics
18
(
2020
)
3
,
pp. 585-628
Persistent link: https://www.econbiz.de/10012316703
Saved in:
74
Binary choice with asymmetric loss in a data-rich environment : theory and an application to racial justice
Ghysels, Eric
;
Babii, Andrii
;
Chen, Xi
;
Kumar, Rohit
-
2020
Persistent link: https://www.econbiz.de/10012318743
Saved in:
75
Big data in dynamic predictive econometric modeling
Diebold, Francis X.
;
Ghysels, Eric
;
Mykland, Per A.
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10012303857
Saved in:
76
Commercial and residential mortgage defaults : spatial dependence with frailty
Babii, Andrii
;
Chen, Xi
;
Ghysels, Eric
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 47-77
Persistent link: https://www.econbiz.de/10012303871
Saved in:
77
Special issue: big data in dynamic predictive econometric modeling
Diebold, Francis X.
(
ed.
);
Ghysels, Eric
(
ed.
); …
-
2019
Persistent link: https://www.econbiz.de/10012304014
Saved in:
78
Comment on: price discovery in high resolution and the analysis of mixed frequency data
Ghysels, Eric
- In:
Journal of financial econometrics
19
(
2021
)
3
,
pp. 459-464
Persistent link: https://www.econbiz.de/10012654948
Saved in:
79
Rejoinder on: price discovery in high resolution
Hasbrouck, Joel
- In:
Journal of financial econometrics
19
(
2021
)
3
,
pp. 465-471
Persistent link: https://www.econbiz.de/10012654950
Saved in:
80
Tilting the evidence : the role of firm-level earnings attributes in the relation between aggregated earnings and gross domestic product
Ball, Ryan T.
;
Gallo, Lindsey
;
Ghysels, Eric
- In:
Review of accounting studies
24
(
2019
)
2
,
pp. 570-592
Persistent link: https://www.econbiz.de/10012099014
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