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Noncausality in continuous time models
Comte, Fabienne
- In:
Econometric theory
12
(
1996
)
2
,
pp. 215-256
Persistent link: https://www.econbiz.de/10001205643
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2
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:
3
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:
4
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
Saved in:
5
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/10001352152
Saved in:
6
In-sample asymptotics and across-sample efficiency gains for high frequency data statistics
Ghysels, Eric
;
Mykland, Per A.
;
Renault, Eric
- In:
Econometric theory
39
(
2023
)
1
,
pp. 70-106
Persistent link: https://www.econbiz.de/10014247294
Saved in:
7
On efficiency gains from multiple incomplete subsamples
Chaudhuri, Saraswata
- In:
Econometric theory
36
(
2020
)
3
,
pp. 488-525
Persistent link: https://www.econbiz.de/10012240731
Saved in:
8
A NEW PROJECTION-TYPE SPLIT-SAMPLE SCORE TEST IN LINEAR INSTRUMENTAL VARIABLES REGRESSION
Chaudhuri, Saraswata
;
Richardson, Thomas
;
Robins, James
; …
- In:
Econometric theory
26
(
2010
)
6
,
pp. 1820-1838
Persistent link: https://www.econbiz.de/10008719746
Saved in:
9
A new projection-type split-sample score test in linear instrumental variables regression
Chaudhuri, Saraswata
;
Richardson, Thomas
;
Robinson, …
- In:
Econometric theory
26
(
2010
)
6
,
pp. 1820-1837
Persistent link: https://www.econbiz.de/10008738324
Saved in:
10
Noncausality in Continuous Time Models
Comte, F.
;
Renault, E.
- In:
Econometric theory
12
(
1996
)
2
,
pp. 215-256
Persistent link: https://www.econbiz.de/10007000187
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