Narrow search
Showing 41 - 50 of 349
Cover Image
Misspecification of causal and noncausal orders in autoregressive processes
Gouriéroux, Christian; Jasiak, Joann - 2014
Persistent link: https://www.econbiz.de/10010443065
Cover Image
Stationary bubble equilibria in rational expectation models
Gouriéroux, Christian; Jasiak, Joann; Monfort, Alain - 2016
Persistent link: https://www.econbiz.de/10012182001
Cover Image
Robust analysis of the Martingale Hypothesis
Gouriéroux, Christian; Jasiak, Joann - 2016
Persistent link: https://www.econbiz.de/10011855294
Cover Image
Noncausal vector autoregressive process: representation, identification and semi-parametric estimation
Gouriéroux, Christian; Jasiak, Joann - In: Journal of econometrics 200 (2017) 1, pp. 118-134
Persistent link: https://www.econbiz.de/10011897706
Cover Image
Filtering and prediction in noncausal processes
Gouriéroux, Christian; Jasiak, Joann - 2014
Persistent link: https://www.econbiz.de/10010390217
Cover Image
Kernel autocorrelogram for time deformed processes
Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joann - 1996
Persistent link: https://www.econbiz.de/10000950447
Cover Image
GARCH for irregularly spaced financial data : the ACD-GARCH model
Ghysels, Eric (contributor); Jasiak, Joann (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 2 (1997) 4, pp. 133-149
Persistent link: https://www.econbiz.de/10001769687
Cover Image
Finite sample limited information inference methods for structural equations and models with generated regressors'
Dufour, Jean-Marie; Jasiak, Joann - In: International economic review 42 (2001) 3, pp. 815-843
Persistent link: https://www.econbiz.de/10001608492
Cover Image
Local likelihood density estimation and value at risk
Gouriéroux, Christian; Jasiak, Joann - 2001 - Rev. version
Persistent link: https://www.econbiz.de/10001626927
Cover Image
Nonlinear innovations and impulse responses
Gouriéroux, Christian; Jasiak, Joann - 1999
Persistent link: https://www.econbiz.de/10001421278