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Information in generalized method of moments estimation and entropy-based moment selection
Hall, Alastair R.; Inoue, Atsushi; Jana, Kalidas; Shin, … - In: Journal of econometrics 138 (2007) 2, pp. 488-512
Persistent link: https://www.econbiz.de/10007732045
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Information in generalized method of moments estimation and entropy-based moment selection
Hall, Alastair R.; Inoue, Atsushi; Jana, Kalidas; Shin, … - In: Journal of econometrics 138 (2007) 2, pp. 488-512
Persistent link: https://www.econbiz.de/10003464282
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Regime switching for dynamic correlations
Pelletier, Denis - In: Journal of econometrics 131 (2006) 1/2, pp. 445-473
Persistent link: https://www.econbiz.de/10003298605
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Discussion: Seasonal unit roots in aggregate U.S. data
Dickey, David A. - In: Journal of econometrics 55 (1993) 1-2, pp. 329-332
Persistent link: https://www.econbiz.de/10006805324
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Regime switching for dynamic correlations
Pelletier, Denis - In: Journal of econometrics 131 (2006) 1, pp. 445-474
Persistent link: https://www.econbiz.de/10006747786
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Short run and long run causality in time series: inference
Dufour, Jean-Marie; Pelletier, Denis; Renault, Éric - In: Journal of econometrics 132 (2006) 2, pp. 337-362
Persistent link: https://www.econbiz.de/10007286189
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Short run and long run causality in time series : inference
Dufour, Jean-Marie; Pelletier, Denis; Renault, Eric - In: Journal of econometrics 132 (2006) 2, pp. 337-362
Persistent link: https://www.econbiz.de/10003348758
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Predictive tests for structural change with unknown breakpoint
Ghysels, Eric - In: Journal of econometrics 82 (1998) 2, pp. 209-233
Persistent link: https://www.econbiz.de/10001234579
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Are consumption-based intertemporal capital asset pricing models structural?
Ghysels, Eric - In: Journal of econometrics 45 (1990) 1, pp. 121-139
Persistent link: https://www.econbiz.de/10001332077
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Corrigendum to: “The large sample behaviour of the generalized method of moments estimator in misspecified models”
Hall, Alastair R.; Inoue, Atsushi - In: Journal of econometrics 141 (2007) 2, pp. 1418
Persistent link: https://www.econbiz.de/10007859747