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Testing for embeddability by stationary reversible continuous-time Markov processes
Florens, Jean-Pierre; Renault, Eric; Touzi, Nizar - 1995
Persistent link: https://www.econbiz.de/10000924112
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Stochastic volatility
Ghysels, Eric - 1996
Persistent link: https://www.econbiz.de/10001320263
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Kullback causality measures
Gouriéroux, Christian - In: Annales d'économie et de statistique 6 (1987)
Persistent link: https://www.econbiz.de/10001268030
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Contraintes bilinéaires : estimation et test
Gouriéroux, Christian - In: Mélanges économiques : essais en l'honneur de Edmond …, (pp. 983-1011). 1988
Persistent link: https://www.econbiz.de/10001271472
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Bilinear constraints : estimation and test
Gouriéroux, Christian - 1990
Persistent link: https://www.econbiz.de/10001326576
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Indirect inference with endogenously missing exogenous variables
Chaudhuriy, Saraswata; Frazier, David T.; Renault, Eric - 2016
Persistent link: https://www.econbiz.de/10011453598
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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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Testing for embeddability by stationary reversible continuous-time Markov processes
Florens, Jean-Pierre; Renault, Eric; Touzi, Nizar - In: Econometric theory 14 (1998) 6, pp. 744-769
Persistent link: https://www.econbiz.de/10001352152