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An evaluation of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices
Jagannathan, Ravi; Kaplin, Andrew; Sun, Steve - In: Journal of econometrics 116 (2003) 1/2, pp. 113-146
Persistent link: https://www.econbiz.de/10001772145
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On seasonality and business cycle durations : a nonparametric investigation
Ghysels, Eric - In: Journal of econometrics 79 (1997) 2, pp. 269-290
Persistent link: https://www.econbiz.de/10001335929
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Macroeconomics and the reality of mixed frequency data
Ghysels, Eric - In: Journal of econometrics 193 (2016) 2, pp. 294-314
Persistent link: https://www.econbiz.de/10011704951
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Econometric methods for derivative securities and risk management
Garcia, René (contributor); Ghysels, Eric (contributor);  … - In: Journal of econometrics 94 (2000) 1/2, pp. 1-7
Persistent link: https://www.econbiz.de/10001437739
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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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Testing for unit roots in seasonal time series : some theoretical extensions and a Monte Carlo investigation
Ghysels, Eric - In: Journal of econometrics 62 (1994) 2, pp. 415-442
Persistent link: https://www.econbiz.de/10001162289
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Seasonality and econometric models
Ghysels, Eric (contributor) - In: Journal of econometrics 55 (1993) 1
Persistent link: https://www.econbiz.de/10001137428
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Recent developments in the econometrics of structural change
Dufour, Jean-Marie (contributor); Ghysels, Eric (contributor) - In: Journal of econometrics 70 (1996) 1
Persistent link: https://www.econbiz.de/10001192351
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Structural change tests for simulated method of moments
Ghysels, Eric; Guay, Alain - In: Journal of econometrics 115 (2003) 1, pp. 91-123
Persistent link: https://www.econbiz.de/10001758137