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person:"Granger, C. W. J."
subject:"Time series analysis"
~isPartOf:"Annales d'économie et de statistique"
~person:"Bruneau, Catherine"
~subject:"Estimation"
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Time series analysis
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Granger, C. W. J.
Bruneau, Catherine
Gouriéroux, Christian
3
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2
Jondeau, Eric
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Annales d'économie et de statistique
Discussion paper / Department of Economics, University of California San Diego
15
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On modelling the long run in applied economics
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Population : édition française : revue publiée par l'Institut national d'études démographiques
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Proceedings of a Conference on New Approaches to Empirical Macroeconomics : Ebeltoft, Denmark, May 1990
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SSE EFI working paper series in economics and finance
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Special section on small-sample properties of generalized method of moments (GMM)
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Surrey Papers in Economics, University of Surrey
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Swiss journal of economics and statistics
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Causalité de long terme et amélioration de la prévision : application aux courbes de taux d'intérêt
Bruneau, Catherine
;
Jondeau, Eric
- In:
Annales d'économie et de statistique
(
1999
),
pp. 23-45
Persistent link: https://www.econbiz.de/10001565466
Saved in:
2
Spurious stochastics in a short time-series panel data
Granger, C. W. J.
;
Hyung, Namwon
- In:
Annales d'économie et de statistique
(
1999
),
pp. 299-315
Persistent link: https://www.econbiz.de/10001566512
Saved in:
3
Causalité persistante entre séries non-stationnaires : application à l'étude comparée des politiques monétaires des pays du G5
Bruneau, Catherine
- In:
Annales d'économie et de statistique
(
1995
),
pp. 177-206
Persistent link: https://www.econbiz.de/10001333815
Saved in:
4
Some properties of absolute return : an alternative measure of risk
Granger, C. W. J.
- In:
Annales d'économie et de statistique
(
1995
),
pp. 67-91
Persistent link: https://www.econbiz.de/10001333819
Saved in:
5
Amélioration de la prévision et causalité entre deux séries d'un système multivarié autorégressif stationnaire
Bruneau, Catherine
- In:
Annales d'économie et de statistique
(
1994
),
pp. 1-22
Persistent link: https://www.econbiz.de/10001183744
Saved in:
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