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Modèles d'évaluation des actifs financiers dans les marchés boursiers en émergence : identification des facteurs de risque et tests de changement structurel
Garcia, René - In: L' Actualité économique : revue trimest. 74 (1998) 3, pp. 467-484
Persistent link: https://www.econbiz.de/10001338886
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The adequacy of limiting distributions in the AR(1) model with dependent errors
Perron, Pierre - 1990 - Rev
Persistent link: https://www.econbiz.de/10000803463
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The limiting distribution of the least squares estimator in nearly integrated seasonal models
Perron, Pierre - 1990
Persistent link: https://www.econbiz.de/10000809706
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The HUMP-shaped behavior of macroeconomic fluctuations
Perron, Pierre - In: Empirical economics : a journal of the Institute for … 18 (1993) 4, pp. 707-727
Persistent link: https://www.econbiz.de/10001331524
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A continuous time approximation to the stationary first-order autoregressive model
Perron, Pierre - In: Econometric theory 7 (1991) 2, pp. 236-252
Persistent link: https://www.econbiz.de/10001118076
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The calculation of the limiting distribution of the least-squares estimator in a near-integrated model
Perron, Pierre - In: Econometric theory 5 (1989) 2, pp. 241-255
Persistent link: https://www.econbiz.de/10001069079
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The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors
Perron, Pierre - In: Journal of econometrics 70 (1996) 2, pp. 317-350
Persistent link: https://www.econbiz.de/10001192345
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Structural change and asset pricing in emerging markets
Garcia, René - In: Journal of international money and finance 17 (1998) 3, pp. 455-473
Persistent link: https://www.econbiz.de/10001246597
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Assessing misspecified asset pricing models with empirical likelihood estimators
Almeida, Caio; Garcia, René - In: Journal of econometrics 170 (2012) 2, pp. 519-537
Persistent link: https://www.econbiz.de/10009686763
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Asymptotic properties of Monte Carlo estimators of diffusion processes
Detemple, Jérôme B.; Garcia, René; Rindisbacher, Marcel - In: Journal of econometrics 134 (2006) 1, pp. 1-68
Persistent link: https://www.econbiz.de/10003368411