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~isPartOf:"CORE discussion paper : DP"
~person:"Bamberg, Günter"
~person:"Dufour, Jean-Marie"
~person:"Proença, Isabel"
~person:"Rombouts, Jeroen V. K."
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Bamberg, Günter
Dufour, Jean-Marie
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Rombouts, Jeroen V. K.
Mouchart, Michel
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CORE discussion paper : DP
Journal of econometrics
15
Oldenbourgs Lehr- und Handbücher der Wirtschafts- und Sozialwissenschaften
13
CORE discussion papers : DP
10
Cahier / Départment de Sciences Économiques, Université de Montréal
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6
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2
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1
CIRANO - Scientific Publications 2013s-40
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CIRANO - Scientific Publications 2014s-17
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CRREP working paper 2017-01
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ECONIS (ZBW)
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1
On marginal likelihood computation in change-point models
Bauwens, Luc
;
Rombouts, Jeroen V. K.
-
2009
Persistent link: https://www.econbiz.de/10003965962
Saved in:
2
A nonparametric copula based test for conditional independence with applications to Granger causality
Bouezmarni, Taoufik
;
Rombouts, Jeroen V. K.
;
Taamouti, …
-
2009
Persistent link: https://www.econbiz.de/10003964473
Saved in:
3
Bayesian option pricing using mixed normal heteroskedasticity models
Rombouts, Jeroen V. K.
;
Stentoft, Lars
-
2009
Persistent link: https://www.econbiz.de/10003850942
Saved in:
4
Semiparametric multivariate GARCH models
Hafner, Christian M.
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001790716
Saved in:
5
Bayesian clustering of many GARCH models
Bauwens, Luc
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001910278
Saved in:
6
Consistent ranking of multivariate volatility models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
-
2009
Persistent link: https://www.econbiz.de/10003850918
Saved in:
7
Multivariate GARCH models : a survey
Bauwens, Luc
;
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001791482
Saved in:
8
On the performance of the H-H test
Proença, Isabel
-
1993
Persistent link: https://www.econbiz.de/10013452771
Saved in:
9
A bootstrap test for single index models
Härdle, Wolfgang
-
1993
Persistent link: https://www.econbiz.de/10013452784
Saved in:
10
Nonlinear hypotheses, inequality restrictions and non-nested hypotheses : exact simultaneous tests in linear regressions
Dufour, Jean-Marie
-
1986
Persistent link: https://www.econbiz.de/10000714605
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