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Testing for the cointegration rank when some cointegrating directions are changing
Andrade, Philippe; Bruneau, Catherine; Grégoir, Stéphane - In: Journal of econometrics 124 (2005) 2, pp. 269-310
Persistent link: https://www.econbiz.de/10002515549
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Testing for the cointegration rank when some cointegrating directions are changing
Andrade, Philippe; Bruneau, Catherine; Gregoir, Stéphane - In: Journal of econometrics 124 (2005) 2, pp. 269-310
Persistent link: https://www.econbiz.de/10006749137
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Examining bias in estimators of linear rational expectations models under misspecification
Jondeau, Eric; Le Bihan, Hervé - In: Journal of econometrics 143 (2008) 2, pp. 375-395
Persistent link: https://www.econbiz.de/10007910766
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Entropy densities with an application to autoregressive conditional skewness and kurtosis
Rockinger, Michael; Jondeau, Eric - In: Journal of econometrics 106 (2002) 1, pp. 119-142
Persistent link: https://www.econbiz.de/10006770263
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Entropy densities with an application to autoregressive conditional skewness and kurtosis
Rockinger, Michael; Jondeau, Eric - In: Journal of econometrics 106 (2002) 1, pp. 119-142
Persistent link: https://www.econbiz.de/10001633716
Cover Image
Examining bias in estimators of linear rational expectations models under misspecification
Jondeau, Eric; Le Bihan, Hervé - In: Journal of econometrics 143 (2008) 2, pp. 375-395
Persistent link: https://www.econbiz.de/10003722607