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Efficient two-step estimation via targeting
Frazier, David T.; Renault, Eric - In: Journal of econometrics 201 (2017) 2, pp. 212-227
Persistent link: https://www.econbiz.de/10011918705
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Efficient estimation of integrated volatility and related processes
Renault, Eric; Sarisoy, Cisil; Werker, Bas J. M. - In: Econometric theory 33 (2017) 2, pp. 439-478
Persistent link: https://www.econbiz.de/10011665439
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Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian; Monfort, Alain; Renault, Eric - In: Annals of economics and statistics 125/126 (2017), pp. 187-218
Persistent link: https://www.econbiz.de/10011744364
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On the relevance of weaker instruments
Antoine, Bertille; Renault, Eric - In: Econometric reviews 36 (2017) 6/9, pp. 928-945
Persistent link: https://www.econbiz.de/10011795536
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Issue of the annals of econometrics on indirect estimation methods in finance and economics
Halbleib, Roxana; Kristensen, Dennis; Renault, Eric; … - In: Journal of econometrics 205 (2018) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10012110222
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Indirect Inference with endogenously missing exogenous variables
Chaudhuri, Saraswata; Frazier, David T.; Renault, Eric - In: Journal of econometrics 205 (2018) 1, pp. 55-75
Persistent link: https://www.econbiz.de/10012110238
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Pseudo-true SDFs in conditional asset pricing models
Antoine, Bertille; Proulx, Kevin; Renault, Eric - In: Journal of financial econometrics 18 (2020) 4, pp. 656-714
Persistent link: https://www.econbiz.de/10012405513
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Comment on: pseudo-true SDFs in conditional asset pricing models
Hansen, Lars Peter - In: Journal of financial econometrics 18 (2020) 4, pp. 715-720
Persistent link: https://www.econbiz.de/10012405515
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Comment on: pseudo-true SDFs in conditional asset pricing models
Ludvigson, Sydney C. - In: Journal of financial econometrics 18 (2020) 4, pp. 721-728
Persistent link: https://www.econbiz.de/10012405517
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Comment on: pseudo-true SDFs in conditional asset pricing models
Kan, Raymond; Robotti, Cesare - In: Journal of financial econometrics 18 (2020) 4, pp. 729-735
Persistent link: https://www.econbiz.de/10012405518