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Causality and Markovianity: Information Theoretic Measures
Renault, Eric, (2016)
A justification of conditional confidence intervals
Beutner, Eric, (2017)
Maximum likelihood estimation of the Markov chain model with macro data and the ecological inference model
Cate, Arie ten, (2014)
Econometric models of option pricing errors
Renault, Eric, (1997)
Moment-based estimation of stochastic volatility models
Renault, Eric, (2009)
Indirect inference with(out) constraints
Frazier, David T., (2020)