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Renault, Eric
27
Garcia, René
4
Pastorello, Sergio
3
Touzi, Nizar
3
Werker, Bas J. M.
3
Antoine, Bertille
2
Chabi-Yo, Fousseni
2
Koijen, Ralph S. J.
2
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2
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2
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2
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Journal of econometrics
10
The review of financial studies
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Econometric theory
2
Annales d'économie et de statistique
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OLC EcoSci
ECONIS (ZBW)
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When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia?
Koijen, Ralph S. J.
;
Nijman, Theo E.
;
Werker, Bas J. M.
- In:
The review of financial studies
23
(
2013
)
2
,
pp. 741-740
Persistent link: https://www.econbiz.de/10010113702
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2
When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia?
Koijen, Ralph S. J.
;
Nijman, Theo E.
;
Werker, Bas J. M.
- In:
The review of financial studies
23
(
2010
)
2
,
pp. 741-741
Persistent link: https://www.econbiz.de/10008370236
Saved in:
3
An Alternative Asymptotic Analysis of Residual-Based Statistics
Andreou, Elena
;
Werker, Bas J. M.
- In:
The review of economics and statistics
94
(
2012
)
1
,
pp. 88-100
Persistent link: https://www.econbiz.de/10009826303
Saved in:
4
GARCH and irregularly spaced data
Meddahi, Nour
;
Renault, Eric
;
Werker, Bas
- In:
Economics letters
90
(
2006
)
2
,
pp. 200-204
Persistent link: https://www.econbiz.de/10006748329
Saved in:
5
Temporal aggregation of volatility models
Meddahi, Nour
;
Renault, Eric
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 355-380
Persistent link: https://www.econbiz.de/10006757703
Saved in:
6
Dynamic factor models
Croux, Christophe
;
Renault, Eric
;
Werker, Bas
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 223-230
Persistent link: https://www.econbiz.de/10006757708
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7
III Discussion - La mémoire longue en économie
Renault, Eric
- In:
Journal de la Société Française de Statistique
140
(
1999
)
2
,
pp. 79-90
Persistent link: https://www.econbiz.de/10006782269
Saved in:
8
Short Run and Long Run Causality in Time Series: Theory
Dufour, Jean-Marie
;
Renault, Eric
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
5
,
pp. 1099-1126
Persistent link: https://www.econbiz.de/10006787997
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9
Rejoinder - Iterative and Recursive Estimation in Structural Nonadaptive Models
Pastorello, Sergio
;
Patilea, Valentin
;
Renault, Eric
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
4
,
pp. 503-509
Persistent link: https://www.econbiz.de/10008215215
Saved in:
10
Iterative and Recursive Estimation in Structural Nonadaptive Models
Pastorello, Sergio
;
Patilea, Valentin
;
Renault, Eric
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
4
,
pp. 449-481
Persistent link: https://www.econbiz.de/10008215224
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