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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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Two stage generalized moment method : with applications to regressions with heteroscedasticity of unknown form
Gouriéroux, Christian; Monfort, Alain; Renault, Eric - 1990
Persistent link: https://www.econbiz.de/10000816420
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Calibration by simulation for small sample bias correction
Gouriéroux, Christian; Renault, Eric; Touzi, Nizar - 1995
Persistent link: https://www.econbiz.de/10000924119
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Testing for spurious causality (with an application to exchange rates)
Renault, Eric - 1994
Persistent link: https://www.econbiz.de/10000901028
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Continuously updated extremum estimators
Patilea, Valentin - 1997
Persistent link: https://www.econbiz.de/10000976280