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An empirical analysis of the Canadian budget process
Campbell, Bryan - In: The Canadian journal of economics 30 (1997) 3, pp. 553-576
Persistent link: https://www.econbiz.de/10001231798
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Predictive tests for structural change with unknown breakpoint
Ghysels, Eric - In: Journal of econometrics 82 (1998) 2, pp. 209-233
Persistent link: https://www.econbiz.de/10001234579
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Bayesian inference for periodic regime-switching models
Ghysels, Eric - In: Journal of applied econometrics 13 (1998) 2, pp. 129-143
Persistent link: https://www.econbiz.de/10001241597
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A semiparametric factor model of interest rates and tests of the affine term structure
Ghysels, Eric - In: The review of economics and statistics 80 (1998) 4, pp. 535-548
Persistent link: https://www.econbiz.de/10001254697
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Is seasonal adjustment a linear or nonlinear data-filtering process?
Ghysels, Eric - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 3, pp. 374-386
Persistent link: https://www.econbiz.de/10001334389
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L' intégration des marchés émergents et la modélisation des rendements des actifs risqués : une étude appliquée à la bourse des valeurs de Casablanca
Boyer, Marcel - In: L' Actualité économique : revue trimest. 73 (1997) 1, pp. 311-330
Persistent link: https://www.econbiz.de/10001337581
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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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On the (mis)specification of seasonality and its consequences : an empirical investigation with US data
Ghysels, Eric - In: Empirical economics : a journal of the Institute for … 18 (1993) 4, pp. 747-760
Persistent link: https://www.econbiz.de/10001331522
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Are consumption-based intertemporal capital asset pricing models structural?
Ghysels, Eric - In: Journal of econometrics 45 (1990) 1, pp. 121-139
Persistent link: https://www.econbiz.de/10001332077
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Federal budget projections : a nonparametric assessment of bias and efficiency
Campbell, Bryan - In: The review of economics and statistics 77 (1995) 1, pp. 17-31
Persistent link: https://www.econbiz.de/10001180426