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Solutions of Multivariate Rational Expectations Models
Broze, Laurence
;
Gouriéroux, Christian
;
Szafarz, Ariane
- In:
Econometric theory
11
(
1995
)
2
,
pp. 229-257
Persistent link: https://www.econbiz.de/10007007266
Saved in:
2
Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators
Broze, Laurence
;
Gouriéroux, Christian
- In:
Journal of econometrics
85
(
1998
)
1
,
pp. 75-98
Persistent link: https://www.econbiz.de/10006789163
Saved in:
3
THE ASYMPTOTIC VARIANCE OF THE PSEUDO MAXIMUM LIKELIHOOD ESTIMATOR
Magnus, Jan R.
;
Akaike, H.
;
Bozdogan, H.
;
Bozdogan, H.
; …
- In:
Econometric theory
23
(
2007
)
5
,
pp. 1022
Persistent link: https://www.econbiz.de/10007762697
Saved in:
4
Non-redundancy of high order moment conditions for efficient GMM estimation of weak AR processes
Broze, Laurence
;
Francq, Christian
;
Zakoi͏̈an, Jean-Michel
- In:
Economics letters
71
(
2001
)
3
,
pp. 317-322
Persistent link: https://www.econbiz.de/10006774771
Saved in:
5
Estimation de modèles de la structure par terme des taux d'intérêt
Broze, Laurence
;
Scaillet, Olivier
;
Zakoi͏̈an, Jean-Michel
- In:
Revue économique
47
(
1996
)
3
,
pp. 511-520
Persistent link: https://www.econbiz.de/10007933413
Saved in:
6
Quasi-Indirect Inference for Diffusion Processes
Broze, Laurence
;
Scaillet, Olivier
;
Zakoi͏̈an, Jean-Michel
- In:
Econometric theory
14
(
1998
)
2
,
pp. 161-186
Persistent link: https://www.econbiz.de/10006993142
Saved in:
7
Création d'actifs financiers et remboursements anticipés
Gouriéroux, Christian
- In:
L' Actualité économique : revue trimest.
70
(
1994
)
3
,
pp. 227-245
Persistent link: https://www.econbiz.de/10009898945
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8
Econométrie de la finance : l'exemple du risque de crédit
Gouriéroux, Christian
- In:
L' Actualité économique : revue trimest.
79
(
2003
)
4
,
pp. 399-418
Persistent link: https://www.econbiz.de/10009899133
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9
An enlarged definition of cointegration
Flores Jr, R.G.
;
Szafarz, A.
- In:
Economics letters
50
(
1996
)
2
,
pp. 193-196
Persistent link: https://www.econbiz.de/10006794408
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10
DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION
Hualde, Javier
;
Velasco, Carlos
;
Beran, J.
;
Breitung, J.
; …
- In:
Econometric theory
24
(
2008
)
1
,
pp. 216-255
Persistent link: https://www.econbiz.de/10007896788
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