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Efficient estimation of regression models with user-specified parametric model for heteroskedasticty
Chaudhuri, Saraswata; Renault, Eric - 2023 - This version: September 13, 2023.
Persistent link: https://www.econbiz.de/10014373635
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Shrinkage of variance for minimum distance based tests
Chaudhuri, Saraswata; Renault, Eric - In: Econometric reviews 34 (2015) 1/5, pp. 328-351
Persistent link: https://www.econbiz.de/10011373279
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Indirect Inference with endogenously missing exogenous variables
Chaudhuri, Saraswata; Frazier, David T.; Renault, Eric - In: Journal of econometrics 205 (2018) 1, pp. 55-75
Persistent link: https://www.econbiz.de/10012110238
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Score tests in GMM : why use implied probabilities?
Chaudhuri, Saraswata; Renault, Eric - In: Journal of econometrics 219 (2020) 2, pp. 260-280
Persistent link: https://www.econbiz.de/10012483386
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Econometric models of option pricing errors
Renault, Eric - 1997
Persistent link: https://www.econbiz.de/10001328730
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Moment-based estimation of stochastic volatility models
Renault, Eric - In: Handbook of financial time series, (pp. 269-311). 2009
Persistent link: https://www.econbiz.de/10003833955
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Short-run and long-run causality in time series : theory
Dufour, Jean-Marie; Renault, Eric - 1995
Persistent link: https://www.econbiz.de/10001513068
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Latent variable models for stochastic discount factors
Garcia, René; Renault, Eric - 2000
Persistent link: https://www.econbiz.de/10001504786
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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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Semi-parametric indirect inference
Dridi, Ramdan; Renault, Eric - 2000
Persistent link: https://www.econbiz.de/10001482794