La parure perlée chez les Ndebele
Y a-t-il des biais systématiques dans les annonces budgétaires canadiennes?
Y a-t-il des biais systématiques dans les annonces budgétaires canadiennes?
The Econometric Analysis of Seasonal Time Series
Predicting Volatility
ET Interview
A Test for Structural Stability of Euler Conditions Parameters Estimated Via the Generalized Methods of Moments Estimator
Applied Economic Forecasting using Time Series Methods
An Extension of Quadrature-based Methods for Solving Euler Conditions
Seasonality in Surveys : a Comparison of Belgian, French and German Business Tests
Testing Non-nested Euler Conditions with Quadrature-based Methods of Approximation
The Asian Financial Crisis
Some Additional Specification Tests for Generalized Method of Moments Estimators with Macro-economic Applications
On Periodic Autogressive Conditional Heteroskedasticity
On Generalized Method of Moments, Maximum Likelihood and Asymptotic Efficiency
Asset Prices in an Economy with Latent Technological Shocks : Econometric Implications of a Discrete Time General Equilibrium Model
On the Dynamic Specification of International Asset Pricing Models
Causality Between Returns and Trated Volumes
Detecting Multiple Breaks in Financial Market Volatility Dynamics
Tests for Breaks in the Conditional Co-movements of Asset Returns