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Instrumental variables inference in a small-dimensional var model with dynamic latent factors
Carlini, Federico
;
Gagliardini, Patrick
- In:
Econometric theory
40
(
2024
)
4
,
pp. 705-751
Persistent link: https://www.econbiz.de/10015154304
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2
Efficiency in large dynamic panel models with common factors
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Econometric theory
30
(
2014
)
5
,
pp. 961-1020
Persistent link: https://www.econbiz.de/10010502133
Saved in:
3
ESTIMATION-ADJUSTED VAR
Gourieroux, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
29
(
2013
)
4
,
pp. 735-770
Persistent link: https://www.econbiz.de/10010155200
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4
STOCHASTIC UNIT ROOT MODELS
Gourieroux, Christian
;
Robert, Christian Y.
- In:
Econometric theory
22
(
2006
)
6
,
pp. 1052-1090
Persistent link: https://www.econbiz.de/10007393747
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5
Noncausality in continuous time models
Comte, Fabienne
- In:
Econometric theory
12
(
1996
)
2
,
pp. 215-256
Persistent link: https://www.econbiz.de/10001205643
Saved in:
6
ARTICLES - Testing for Embeddability by Stationary Reversible Continuous-Time Markov Processes
Florens, Jean-Pierre
;
Renault, Eric
;
Touzi, Nizar
- In:
Econometric theory
14
(
1998
)
6
,
pp. 744-769
Persistent link: https://www.econbiz.de/10006991062
Saved in:
7
THE ET INTERVIEW: CHRISTIAN GOURIÉROUX AND ALAIN MONFORT
Ghysels, Eric
;
Renault, Eric
- In:
Econometric theory
28
(
2012
)
4
,
pp. 889-915
Persistent link: https://www.econbiz.de/10009996870
Saved in:
8
The ET interview: Christian Gouriéroux and Alain Montfort
Gouriéroux, Christian
;
Monfort, Alain
;
Ghysels, Eric
- In:
Econometric theory
28
(
2012
)
4
,
pp. 889-914
Persistent link: https://www.econbiz.de/10009669727
Saved in:
9
Realized volatility when sampling times are possibly endogenous
Li, Yingying
;
Mykland, Per A.
;
Renault, Eric
;
Zhang, Lan
; …
- In:
Econometric theory
30
(
2014
)
3
,
pp. 580-605
Persistent link: https://www.econbiz.de/10010500887
Saved in:
10
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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