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Dufour, Jean-Marie
48
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7
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4
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Journal of econometrics
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L' Actualité économique : revue trimest.
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Econometric theory
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economics letters
4
The review of economics and statistics
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3
Journal of empirical finance
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic dynamics & control
2
The Canadian journal of economics
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Annales d'économie et de statistique
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of applied econometrics
1
Journal of forecasting
1
Journal of monetary economics
1
Journal of the American Statistical Association : JASA
1
L' économétrie appliquée
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Oxford bulletin of economics and statistics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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Zeitschrift für Wirtschafts- und Sozialwissenschaften : ZWS ; Vierteljahresschrift der Gesellschaft für Wirtschafts- und Sozialwissenschaften - Verein für Socialpolitik
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Exact inference and optimal invariant estimation for the stability parameter of symmetric α-stable distributions
Dufour, Jean-Marie
;
Kurz-Kim, Jeong-Ryeol
- In:
Journal of empirical finance
17
(
2010
)
2
,
pp. 180-195
Persistent link: https://www.econbiz.de/10008387162
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2
Editorial introduction: Heavy tails and stable Paretian distributions in empirical finance
Dufour, Jean-Marie
;
Kurz-Kim, Jeong-Ryeol
;
Palm, Franz C.
- In:
Journal of empirical finance
17
(
2010
)
2
,
pp. 177-180
Persistent link: https://www.econbiz.de/10008387163
Saved in:
3
FINITE-SAMPLE PROPERTIES OF FORECASTS FROM THE STATIONARY FIRST-ORDER AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION
Bao, Yong
;
Bao, Y.
;
Ullah, A.
;
Box, G.E.P.
;
Jenkins, G.M.
; …
- In:
Econometric theory
23
(
2007
)
4
,
pp. 767
Persistent link: https://www.econbiz.de/10007732412
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4
Testing cointegrating coefficients in vector autoregressive error correction models
Hansen, Gerd
;
Kim, Jeong-Ryeol
;
Mittnik, Stefan
- In:
Economics letters
58
(
1998
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10006789873
Saved in:
5
Original Papers - Nonlinear Error Correction Modeling in German Interest Rates
Brannolte, Cord
;
Hansen, Gerd
;
Kim, Jeong-Ryeol
- In:
Jahrbücher für Nationalökonomie und Statistik
219
(
1999
)
3-4
,
pp. 271-283
Persistent link: https://www.econbiz.de/10005964760
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6
Chi-Square-Type Distributions for Heavy-Tailed Variates
Mittnik, Stefan
;
Rachev, Svetlozar T.
;
Kim, Jeong-Ryeol
- In:
Econometric theory
14
(
1998
)
3
,
pp. 339-354
Persistent link: https://www.econbiz.de/10006993040
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7
Detecting asymmetries in observed linear time series and unobserved disturbances
Kim, Jeong-Ryeol
;
Mittnik, Stefan
;
Rachev, Svetlozar T.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
1
(
1996
)
3
,
pp. 131-143
Persistent link: https://www.econbiz.de/10009949704
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8
Dynamic simultaneous equations and Johansen's ML estimator. Some Monte Carlo results
Hansen, Gerd
;
Kim, Jeong-Ryeol
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
82
(
1998
)
2
,
pp. 133-148
Persistent link: https://www.econbiz.de/10006578810
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9
The Stability of German Money Demand: Tests of the Cointegration Relation
Hansen, Gerd
;
Kim, Jeong-Ryeol
- In:
Weltwirtschaftliches Archiv : Zeitschrift des Instituts …
131
(
1995
)
2
,
pp. 286-301
Persistent link: https://www.econbiz.de/10006592231
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10
The stock return-inflation puzzle and the asymmetric causality in stock returns, inflation and real activity
Kim, Jeong-Ryeol
- In:
Economics letters
80
(
2003
)
2
,
pp. 155-160
Persistent link: https://www.econbiz.de/10006761450
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